An adaptive time-delay recurrent neural network for temporal learning and prediction

시계열패턴의 학습과 예측을 위한 적응 시간지연 회귀 신경회로망

This paper presents an Adaptive Time-Delay Recurrent Neural Network (ATRN) for learning and recognition of temporal correlations of temporal patterns. The ATRN employs adaptive time-delays and recurrent connections, which are inspired from neurobiology. In the ATRN, the adaptive time-delays make the ATRN choose the optimal values of time-delays for the temporal location of the important information in the input parrerns, and the recurrent connections enable the network to encode and integrate temporal information of sequences which have arbitrary interval time and arbitrary length of temporal context. The ATRN described in this paper, ATNN proposed by Lin, and TDNN introduced by Waibel were simulated and applied to the chaotic time series preditcion of Mackey-Glass delay-differential equation. The simulation results show that the normalized mean square error (NMSE) of ATRN is 0.0026, while the NMSE values of ATNN and TDNN are 0.014, 0.0117, respectively, and in temporal learning, employing recurrent links in the network is more effective than putting multiple time-delays into the neurons. The best performance is attained bythe ATRN. This ATRN will be sell applicable for temporally continuous domains, such as speech recognition, moving object recognition, motor control, and time-series prediction.