The Transactions of the Korean Institute of Electrical Engineers (대한전기학회논문지)
- Volume 45 Issue 4
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- Pages.602-611
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- 1996
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- 0254-4172(pISSN)
Radial basis function network design for chaotic time series prediction
혼돈 시계열의 예측을 위한 Radial Basis 함수 회로망 설계
Abstract
In this paper, radial basis function networks with two hidden layers, which employ the K-means clustering method and the hierarchical training, are proposed for improving the short-term predictability of chaotic time series. Furthermore the recursive training method of radial basis function network using the recursive modified Gram-Schmidt algorithm is proposed for the purpose. In addition, the radial basis function networks trained by the proposed training methods are compared with the X.D. He A Lapedes's model and the radial basis function network by nonrecursive training method. Through this comparison, an improved radial basis function network for predicting chaotic time series is presented. (author). 17 refs., 8 figs., 3 tabs.
Keywords
- short-term prediction of chaotic time series;
- radial basis function network;
- recursive modified Gram-Schmidt algorithm;
- recursive training method;
- K-means clustering method