International Journal of Fuzzy Logic and Intelligent Systems

Korean Institute of Intelligent Systems (한국지능시스템학회)
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Evolvable Neural Networks for Time Series Prediction with Adaptive Learning Interval

  • Seo, Sang-Wook (School of Electrical and Electronic Engineering, Chung-Ang University) ;
  • Lee, Dong-Wook (School of Electrical and Electronic Engineering, Chung-Ang University) ;
  • Sim, Kwee-Bo (School of Electrical and Electronic Engineering, Chung-Ang University)
  • Published : 2008.03.01
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Abstract

This paper presents adaptive learning data of evolvable neural networks (ENNs) for time series prediction of nonlinear dynamic systems. ENNs are a special class of neural networks that adopt the concept of biological evolution as a mechanism of adaptation or learning. ENNs can adapt to an environment as well as changes in the enviromuent. ENNs used in this paper are L-system and DNA coding based ENNs. The ENNs adopt the evolution of simultaneous network architecture and weights using indirect encoding. In general just previous data are used for training the predictor that predicts future data. However the characteristics of data and appropriate size of learning data are usually unknown. Therefore we propose adaptive change of learning data size to predict the future data effectively. In order to verify the effectiveness of our scheme, we apply it to chaotic time series predictions of Mackey-Glass data.

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