Local Modeling Using Self-Organizing Maps and Single Layer Neural Networks

  • Authors:
  • Oscar Fontenla-Romero;Amparo Alonso-Betanzos;Enrique Castillo;Jose C. Principe;Bertha Guijarro-Berdiñas

  • Affiliations:
  • -;-;-;-;-

  • Venue:
  • ICANN '02 Proceedings of the International Conference on Artificial Neural Networks
  • Year:
  • 2002

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Abstract

The paper presents a method for time series prediction using local dynamic modeling. After embedding the input data in a reconstruction space using a memory structure, a self-organizing map (SOM) derives a set of local models from these data. Afterwards, a set of single layer neural networks, trained optimally with a system of linear equations, is applied at the SOM's output. The goal of the last network is to fit a local model from the winning neuron and a set of neighbours of the SOM map. Finally, the performance of the proposed method was validated using two chaotic time series.