Efficient Hybrid Neural Network for Chaotic Time Series Prediction

  • Authors:
  • Hirotaka Inoue;Yoshinobu Fukunaga;Hiroyuki Narihisa

  • Affiliations:
  • -;-;-

  • Venue:
  • ICANN '01 Proceedings of the International Conference on Artificial Neural Networks
  • Year:
  • 2001

Quantified Score

Hi-index 0.00

Visualization

Abstract

We propose an efficient hybrid neural network for chaotic time series prediction. The hybrid neural network is constructed by a traditional feed-forward network, which is learned by using the backpropagation and a local model, which is implemented as a time delay embedding. The feed-forward network performs as the global approximation and the local model works as the local approximation. Experimental results using Mackey-Glass data and K.U. Leuven competition data show that the proposed method can predict the more long term than each of predictors.