• Proceedings of the KIEE Conference
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• 2004.07d
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• pp.2209-2211
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• 2004

Unlike the wavelet neural network, since a mother wavelet layer of the self-recurrent wavelet neural network (SRWNN) is composed of self-feedback neurons, it has the ability to store past information of the wavelet. Therefore we propose the prediction method for the nonlinear chaotic time series model using a SRWNN. The SRWNN model is learned for the modeling of a function such that the inputs arc known values of the time series and the output is the value in the future. The parameters of the network are tuned to minimize the difference between the nonlinear mapping of the chaotic time series and the output of SRWNN using the gradient-descent method for the adaptive backpropagation algorithm. Through the computer simulations, we demonstrate the feasibility and the effectiveness of our method for the prediction of the logistic map and the Mackey-Glass delay-differential equation as a nonlinear chaotic time series.

• Proceedings of the KOSOMBE Conference
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• v.1995 no.05
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• pp.265-269
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• 1995

In this study, we present a training method of radial basis function networks based on recursive modified Gram-Schmidt algorithm for single step prediction of chaotic time series. With single step predictions of Mackey-Glass time series and alpha-rhythm EEG which has chaotic characteristics, the radial basis function network trained by this method is compared with one trained by a classical non-recursive method and the radial basis function model proposed by X.D. He and A. Lapedes. The results show the effectiveness of the training method.

• Proceedings of the Korean Institute of Intelligent Systems Conference
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• 2000.05a
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• pp.224-227
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• 2000

In this Paper, we prepose a method of constructing neural networks using bio-inspired emergent and evolutionary concepts. This method is algorithm that is based on the characteristics of the biological DNA and growth of plants. Here is, we propose a constructing method to make a DNA coding method for production rule of L-system. L-system is based on so-called the parallel rewriting mechanism. The DNA coding method has no limitation in expressing the production rule of L-system. Evolutionary algorithms motivated by Darwinian natural selection are population based searching methods and the high performance of which is highly dependent on the representation of solution space. In order to verify the effectiveness of our scheme, we apply it to one step ahead prediction of Mackey-Glass time series, Sun spot data and KOSPI data.

• The Transactions of the Korean Institute of Electrical Engineers D
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• v.51 no.1
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• pp.39-42
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• 2002

For the purpose of modeling EEG signal which has nonstationary and nonlinear dynamic characteristics, this paper propose a state feedback real time recurrent neural network model. The state feedback real time recurrent neural network is structured to have memory structure in the state of hidden layers so that it has arbitrary dynamics and ability to deal with time-varying input through its own temporal operation. For the model test, Mackey-Glass time series is used as a nonlinear dynamic system and the model is applied to the prediction of three types of EEG, alpha wave, beta wave and epileptic EEG. Experimental results show that the performance of the proposed model is better than that of other neural network models which are compared in this paper in some view points of the converging speed in learning stage and normalized mean square error for the test data set.

• The Journal of the Institute of Internet, Broadcasting and Communication
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• v.11 no.4
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• pp.91-97
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• 2011

In this paper we present an approach to the structure identification based on genetic algorithm and to the parameter identification by hybrid learning method in neuro-fuzzy-genetic hybrid system in order to predicate the Mackey-Glass Chaotic time series. In this scheme the basic idea consists of two steps. One is the construction of a fuzzy rule base for the partitioned input space via genetic algorithm, the other is the corresponding parameters of the fuzzy control rules adapted by the backpropagation algorithm. In an attempt to test the performance the proposed system, three patterns, x(t-3), x(t-6) and x(t-9), was prepared according to time interval. It was through lots of simulation proved that the initial small error of learning owed to the good structural identification via genetic algorithm. The performance was showed in Table 2.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.21 no.2
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• pp.534-540
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• 1996

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.

• Journal of the Korean Institute of Intelligent Systems
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• v.18 no.6
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• pp.842-848
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• 2008

This paper deal with uncertainty problem by using Type-2 fuzzy logic set for nonlinear system modeling. We design Type-2 fuzzy logic system in which the antecedent and the consequent part of rules are given as Type-2 fuzzy set and also analyze the performance of the ensuing nonlinear model with uncertainty. Here, the apexes of the antecedent membership functions of rules are decided by C-means clustering algorithm and the apexes of the consequent membership functions of rules are learned by using back-propagation based on gradient decent method. Also, the parameters related to the fuzzy model are optimized by means of particle swarm optimization. The proposed model is demonstrated with the aid of two representative numerical examples, such as mathematical synthetic data set and Mackey-Glass time series data set and also we discuss the approximation as well as generalization abilities for the model.

• Journal of Korea Water Resources Association
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• v.39 no.3 s.164
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• pp.253-259
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• 2006

In almost all previous hydrological studies, the standard approach adopted for nonlinear time series analysis is to perform system characterization first followed by forecasting. However, a practical inverse approach for forecasting nonlinear hydrological time series was proposed recently To investigate the applicability standard approach method and inverse approach, this study used a theoretical time series (Mackey-Glass time series) and daily streamflows of the Bear River in Idaho. To predict a theoretical time series and daily streamflow, this study used local approximation method. From chaos analysis, chaotic characteristics are found in daily streamflow of the Bear River in Idaho. Resulting from 1, 3 and 5-day prediction, inverse approach method is shown to be better than the standard approach for a theoretical chaotic time series and daily streamflow.

• Proceedings of the Korean Institute of Intelligent Systems Conference
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• 2000.11a
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• pp.107-110
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• 2000

In this paper, we propose a method of constructing neural networks using bio-inspired emergent and evolutionary concepts. This method is algorithm that is based on the characteristics of the biological DNA and growth of plants. Here is, we propose a constructing method to make a DNA coding method for production rule of L-system. L-system is based on so-called the parallel rewriting mechanism. The DNA coding method has no limitation in expressing the production rule of L-system. Evolutionary algorithms motivated by Darwinian natural selection are population based searching methods and the high performance of which is highly dependent on the representation of solution space. In order to verify the effectiveness of our scheme, we apply it to one step ahead prediction of Mackey-Glass time series.

• Journal of the Korean Institute of Telematics and Electronics B
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• v.32B no.5
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• pp.812-820
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• 1995

This paper proposes an approach of identifying nonlinear mappings from input/output data. The approach is based on the universal approximation by the fuzzy integration of local affine mappings. A connectionist model realizing the universal approximator is suggested by using a processing unit based on both the radial basis function and the weighted sum scheme. In addition, a learning method with self-organizing capability is proposed for the identifying of nonlinear mapping relationships with the given input/output data. To show the effectiveness of our approach, the proposed model is applied to the function approximation and the prediction of Mackey-Glass chaotic time series, and the performances are compared with other approaches.