Predicting Chaotic Time Series Using Neural and Neurofuzzy Models: A Comparative Study
Abstract The prediction accuracy and generalization ability of neural/neurofuzzy models for chaotic time series prediction highly depends on employed network model as well as learning algorithm. In this study, several neural and neurofuzzy models with different learning algorithms are examined for p...
Ausführliche Beschreibung
Gespeichert in:
| Autor*in: |
Gholipour, Ali [verfasserIn] Araabi, Babak N. [verfasserIn] Lucas, Caro [verfasserIn] |
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| Format: |
E-Artikel |
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| Sprache: |
Englisch |
| Erschienen: |
2006 |
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| Schlagwörter: |
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| Übergeordnetes Werk: |
Enthalten in: Neural processing letters - Dordrecht [u.a.] : Springer Science + Business Media B.V, 1994, 24(2006), 3 vom: 20. Sept., Seite 217-239 |
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| Übergeordnetes Werk: |
volume:24 ; year:2006 ; number:3 ; day:20 ; month:09 ; pages:217-239 |
| Links: |
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| DOI / URN: |
10.1007/s11063-006-9021-x |
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| Katalog-ID: |
SPR016219430 |
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| 520 | |a Abstract The prediction accuracy and generalization ability of neural/neurofuzzy models for chaotic time series prediction highly depends on employed network model as well as learning algorithm. In this study, several neural and neurofuzzy models with different learning algorithms are examined for prediction of several benchmark chaotic systems and time series. The prediction performance of locally linear neurofuzzy models with recently developed Locally Linear Model Tree (LoLiMoT) learning algorithm is compared with that of Radial Basis Function (RBF) neural network with Orthogonal Least Squares (OLS) learning algorithm, MultiLayer Perceptron neural network with error back-propagation learning algorithm, and Adaptive Network based Fuzzy Inference System. Particularly, cross validation techniques based on the evaluation of error indices on multiple validation sets is utilized to optimize the number of neurons and to prevent over fitting in the incremental learning algorithms. To make a fair comparison between neural and neurofuzzy models, they are compared at their best structure based on their prediction accuracy, generalization, and computational complexity. The experiments are basically designed to analyze the generalization capability and accuracy of the learning techniques when dealing with limited number of training samples from deterministic chaotic time series, but the effect of noise on the performance of the techniques is also considered. Various chaotic systems and time series including Lorenz system, Mackey-Glass chaotic equation, Henon map, AE geomagnetic activity index, and sunspot numbers are examined as case studies. The obtained results indicate the superior performance of incremental learning algorithms and their respective networks, such as, OLS for RBF network and LoLiMoT for locally linear neurofuzzy model. | ||
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| 650 | 4 | |a locally linear models |7 (dpeaa)DE-He213 | |
| 650 | 4 | |a locally linear model tree |7 (dpeaa)DE-He213 | |
| 650 | 4 | |a multilayer function |7 (dpeaa)DE-He213 | |
| 650 | 4 | |a neurofuzzy models |7 (dpeaa)DE-He213 | |
| 650 | 4 | |a nonlinear time series |7 (dpeaa)DE-He213 | |
| 650 | 4 | |a prediction |7 (dpeaa)DE-He213 | |
| 650 | 4 | |a radial basis function |7 (dpeaa)DE-He213 | |
| 700 | 1 | |a Araabi, Babak N. |e verfasserin |4 aut | |
| 700 | 1 | |a Lucas, Caro |e verfasserin |4 aut | |
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10.1007/s11063-006-9021-x doi (DE-627)SPR016219430 (SPR)s11063-006-9021-x-e DE-627 ger DE-627 rakwb eng 000 ASE 54.72 bkl Gholipour, Ali verfasserin aut Predicting Chaotic Time Series Using Neural and Neurofuzzy Models: A Comparative Study 2006 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Abstract The prediction accuracy and generalization ability of neural/neurofuzzy models for chaotic time series prediction highly depends on employed network model as well as learning algorithm. In this study, several neural and neurofuzzy models with different learning algorithms are examined for prediction of several benchmark chaotic systems and time series. The prediction performance of locally linear neurofuzzy models with recently developed Locally Linear Model Tree (LoLiMoT) learning algorithm is compared with that of Radial Basis Function (RBF) neural network with Orthogonal Least Squares (OLS) learning algorithm, MultiLayer Perceptron neural network with error back-propagation learning algorithm, and Adaptive Network based Fuzzy Inference System. Particularly, cross validation techniques based on the evaluation of error indices on multiple validation sets is utilized to optimize the number of neurons and to prevent over fitting in the incremental learning algorithms. To make a fair comparison between neural and neurofuzzy models, they are compared at their best structure based on their prediction accuracy, generalization, and computational complexity. The experiments are basically designed to analyze the generalization capability and accuracy of the learning techniques when dealing with limited number of training samples from deterministic chaotic time series, but the effect of noise on the performance of the techniques is also considered. Various chaotic systems and time series including Lorenz system, Mackey-Glass chaotic equation, Henon map, AE geomagnetic activity index, and sunspot numbers are examined as case studies. The obtained results indicate the superior performance of incremental learning algorithms and their respective networks, such as, OLS for RBF network and LoLiMoT for locally linear neurofuzzy model. adaptive network based fuzzy inference system (dpeaa)DE-He213 chaotic time series (dpeaa)DE-He213 locally linear models (dpeaa)DE-He213 locally linear model tree (dpeaa)DE-He213 multilayer function (dpeaa)DE-He213 neurofuzzy models (dpeaa)DE-He213 nonlinear time series (dpeaa)DE-He213 prediction (dpeaa)DE-He213 radial basis function (dpeaa)DE-He213 Araabi, Babak N. verfasserin aut Lucas, Caro verfasserin aut Enthalten in Neural processing letters Dordrecht [u.a.] : Springer Science + Business Media B.V, 1994 24(2006), 3 vom: 20. Sept., Seite 217-239 (DE-627)270932607 (DE-600)1478375-7 1573-773X nnns volume:24 year:2006 number:3 day:20 month:09 pages:217-239 https://dx.doi.org/10.1007/s11063-006-9021-x lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2070 GBV_ILN_2086 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2116 GBV_ILN_2118 GBV_ILN_2119 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 54.72 ASE AR 24 2006 3 20 09 217-239 |
| spelling |
10.1007/s11063-006-9021-x doi (DE-627)SPR016219430 (SPR)s11063-006-9021-x-e DE-627 ger DE-627 rakwb eng 000 ASE 54.72 bkl Gholipour, Ali verfasserin aut Predicting Chaotic Time Series Using Neural and Neurofuzzy Models: A Comparative Study 2006 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Abstract The prediction accuracy and generalization ability of neural/neurofuzzy models for chaotic time series prediction highly depends on employed network model as well as learning algorithm. In this study, several neural and neurofuzzy models with different learning algorithms are examined for prediction of several benchmark chaotic systems and time series. The prediction performance of locally linear neurofuzzy models with recently developed Locally Linear Model Tree (LoLiMoT) learning algorithm is compared with that of Radial Basis Function (RBF) neural network with Orthogonal Least Squares (OLS) learning algorithm, MultiLayer Perceptron neural network with error back-propagation learning algorithm, and Adaptive Network based Fuzzy Inference System. Particularly, cross validation techniques based on the evaluation of error indices on multiple validation sets is utilized to optimize the number of neurons and to prevent over fitting in the incremental learning algorithms. To make a fair comparison between neural and neurofuzzy models, they are compared at their best structure based on their prediction accuracy, generalization, and computational complexity. The experiments are basically designed to analyze the generalization capability and accuracy of the learning techniques when dealing with limited number of training samples from deterministic chaotic time series, but the effect of noise on the performance of the techniques is also considered. Various chaotic systems and time series including Lorenz system, Mackey-Glass chaotic equation, Henon map, AE geomagnetic activity index, and sunspot numbers are examined as case studies. The obtained results indicate the superior performance of incremental learning algorithms and their respective networks, such as, OLS for RBF network and LoLiMoT for locally linear neurofuzzy model. adaptive network based fuzzy inference system (dpeaa)DE-He213 chaotic time series (dpeaa)DE-He213 locally linear models (dpeaa)DE-He213 locally linear model tree (dpeaa)DE-He213 multilayer function (dpeaa)DE-He213 neurofuzzy models (dpeaa)DE-He213 nonlinear time series (dpeaa)DE-He213 prediction (dpeaa)DE-He213 radial basis function (dpeaa)DE-He213 Araabi, Babak N. verfasserin aut Lucas, Caro verfasserin aut Enthalten in Neural processing letters Dordrecht [u.a.] : Springer Science + Business Media B.V, 1994 24(2006), 3 vom: 20. Sept., Seite 217-239 (DE-627)270932607 (DE-600)1478375-7 1573-773X nnns volume:24 year:2006 number:3 day:20 month:09 pages:217-239 https://dx.doi.org/10.1007/s11063-006-9021-x lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2070 GBV_ILN_2086 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2116 GBV_ILN_2118 GBV_ILN_2119 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 54.72 ASE AR 24 2006 3 20 09 217-239 |
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10.1007/s11063-006-9021-x doi (DE-627)SPR016219430 (SPR)s11063-006-9021-x-e DE-627 ger DE-627 rakwb eng 000 ASE 54.72 bkl Gholipour, Ali verfasserin aut Predicting Chaotic Time Series Using Neural and Neurofuzzy Models: A Comparative Study 2006 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Abstract The prediction accuracy and generalization ability of neural/neurofuzzy models for chaotic time series prediction highly depends on employed network model as well as learning algorithm. In this study, several neural and neurofuzzy models with different learning algorithms are examined for prediction of several benchmark chaotic systems and time series. The prediction performance of locally linear neurofuzzy models with recently developed Locally Linear Model Tree (LoLiMoT) learning algorithm is compared with that of Radial Basis Function (RBF) neural network with Orthogonal Least Squares (OLS) learning algorithm, MultiLayer Perceptron neural network with error back-propagation learning algorithm, and Adaptive Network based Fuzzy Inference System. Particularly, cross validation techniques based on the evaluation of error indices on multiple validation sets is utilized to optimize the number of neurons and to prevent over fitting in the incremental learning algorithms. To make a fair comparison between neural and neurofuzzy models, they are compared at their best structure based on their prediction accuracy, generalization, and computational complexity. The experiments are basically designed to analyze the generalization capability and accuracy of the learning techniques when dealing with limited number of training samples from deterministic chaotic time series, but the effect of noise on the performance of the techniques is also considered. Various chaotic systems and time series including Lorenz system, Mackey-Glass chaotic equation, Henon map, AE geomagnetic activity index, and sunspot numbers are examined as case studies. The obtained results indicate the superior performance of incremental learning algorithms and their respective networks, such as, OLS for RBF network and LoLiMoT for locally linear neurofuzzy model. adaptive network based fuzzy inference system (dpeaa)DE-He213 chaotic time series (dpeaa)DE-He213 locally linear models (dpeaa)DE-He213 locally linear model tree (dpeaa)DE-He213 multilayer function (dpeaa)DE-He213 neurofuzzy models (dpeaa)DE-He213 nonlinear time series (dpeaa)DE-He213 prediction (dpeaa)DE-He213 radial basis function (dpeaa)DE-He213 Araabi, Babak N. verfasserin aut Lucas, Caro verfasserin aut Enthalten in Neural processing letters Dordrecht [u.a.] : Springer Science + Business Media B.V, 1994 24(2006), 3 vom: 20. Sept., Seite 217-239 (DE-627)270932607 (DE-600)1478375-7 1573-773X nnns volume:24 year:2006 number:3 day:20 month:09 pages:217-239 https://dx.doi.org/10.1007/s11063-006-9021-x lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2070 GBV_ILN_2086 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2116 GBV_ILN_2118 GBV_ILN_2119 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 54.72 ASE AR 24 2006 3 20 09 217-239 |
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10.1007/s11063-006-9021-x doi (DE-627)SPR016219430 (SPR)s11063-006-9021-x-e DE-627 ger DE-627 rakwb eng 000 ASE 54.72 bkl Gholipour, Ali verfasserin aut Predicting Chaotic Time Series Using Neural and Neurofuzzy Models: A Comparative Study 2006 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Abstract The prediction accuracy and generalization ability of neural/neurofuzzy models for chaotic time series prediction highly depends on employed network model as well as learning algorithm. In this study, several neural and neurofuzzy models with different learning algorithms are examined for prediction of several benchmark chaotic systems and time series. The prediction performance of locally linear neurofuzzy models with recently developed Locally Linear Model Tree (LoLiMoT) learning algorithm is compared with that of Radial Basis Function (RBF) neural network with Orthogonal Least Squares (OLS) learning algorithm, MultiLayer Perceptron neural network with error back-propagation learning algorithm, and Adaptive Network based Fuzzy Inference System. Particularly, cross validation techniques based on the evaluation of error indices on multiple validation sets is utilized to optimize the number of neurons and to prevent over fitting in the incremental learning algorithms. To make a fair comparison between neural and neurofuzzy models, they are compared at their best structure based on their prediction accuracy, generalization, and computational complexity. The experiments are basically designed to analyze the generalization capability and accuracy of the learning techniques when dealing with limited number of training samples from deterministic chaotic time series, but the effect of noise on the performance of the techniques is also considered. Various chaotic systems and time series including Lorenz system, Mackey-Glass chaotic equation, Henon map, AE geomagnetic activity index, and sunspot numbers are examined as case studies. The obtained results indicate the superior performance of incremental learning algorithms and their respective networks, such as, OLS for RBF network and LoLiMoT for locally linear neurofuzzy model. adaptive network based fuzzy inference system (dpeaa)DE-He213 chaotic time series (dpeaa)DE-He213 locally linear models (dpeaa)DE-He213 locally linear model tree (dpeaa)DE-He213 multilayer function (dpeaa)DE-He213 neurofuzzy models (dpeaa)DE-He213 nonlinear time series (dpeaa)DE-He213 prediction (dpeaa)DE-He213 radial basis function (dpeaa)DE-He213 Araabi, Babak N. verfasserin aut Lucas, Caro verfasserin aut Enthalten in Neural processing letters Dordrecht [u.a.] : Springer Science + Business Media B.V, 1994 24(2006), 3 vom: 20. Sept., Seite 217-239 (DE-627)270932607 (DE-600)1478375-7 1573-773X nnns volume:24 year:2006 number:3 day:20 month:09 pages:217-239 https://dx.doi.org/10.1007/s11063-006-9021-x lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2070 GBV_ILN_2086 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2116 GBV_ILN_2118 GBV_ILN_2119 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 54.72 ASE AR 24 2006 3 20 09 217-239 |
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10.1007/s11063-006-9021-x doi (DE-627)SPR016219430 (SPR)s11063-006-9021-x-e DE-627 ger DE-627 rakwb eng 000 ASE 54.72 bkl Gholipour, Ali verfasserin aut Predicting Chaotic Time Series Using Neural and Neurofuzzy Models: A Comparative Study 2006 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Abstract The prediction accuracy and generalization ability of neural/neurofuzzy models for chaotic time series prediction highly depends on employed network model as well as learning algorithm. In this study, several neural and neurofuzzy models with different learning algorithms are examined for prediction of several benchmark chaotic systems and time series. The prediction performance of locally linear neurofuzzy models with recently developed Locally Linear Model Tree (LoLiMoT) learning algorithm is compared with that of Radial Basis Function (RBF) neural network with Orthogonal Least Squares (OLS) learning algorithm, MultiLayer Perceptron neural network with error back-propagation learning algorithm, and Adaptive Network based Fuzzy Inference System. Particularly, cross validation techniques based on the evaluation of error indices on multiple validation sets is utilized to optimize the number of neurons and to prevent over fitting in the incremental learning algorithms. To make a fair comparison between neural and neurofuzzy models, they are compared at their best structure based on their prediction accuracy, generalization, and computational complexity. The experiments are basically designed to analyze the generalization capability and accuracy of the learning techniques when dealing with limited number of training samples from deterministic chaotic time series, but the effect of noise on the performance of the techniques is also considered. Various chaotic systems and time series including Lorenz system, Mackey-Glass chaotic equation, Henon map, AE geomagnetic activity index, and sunspot numbers are examined as case studies. The obtained results indicate the superior performance of incremental learning algorithms and their respective networks, such as, OLS for RBF network and LoLiMoT for locally linear neurofuzzy model. adaptive network based fuzzy inference system (dpeaa)DE-He213 chaotic time series (dpeaa)DE-He213 locally linear models (dpeaa)DE-He213 locally linear model tree (dpeaa)DE-He213 multilayer function (dpeaa)DE-He213 neurofuzzy models (dpeaa)DE-He213 nonlinear time series (dpeaa)DE-He213 prediction (dpeaa)DE-He213 radial basis function (dpeaa)DE-He213 Araabi, Babak N. verfasserin aut Lucas, Caro verfasserin aut Enthalten in Neural processing letters Dordrecht [u.a.] : Springer Science + Business Media B.V, 1994 24(2006), 3 vom: 20. Sept., Seite 217-239 (DE-627)270932607 (DE-600)1478375-7 1573-773X nnns volume:24 year:2006 number:3 day:20 month:09 pages:217-239 https://dx.doi.org/10.1007/s11063-006-9021-x lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2070 GBV_ILN_2086 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2116 GBV_ILN_2118 GBV_ILN_2119 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 54.72 ASE AR 24 2006 3 20 09 217-239 |
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Enthalten in Neural processing letters 24(2006), 3 vom: 20. Sept., Seite 217-239 volume:24 year:2006 number:3 day:20 month:09 pages:217-239 |
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In this study, several neural and neurofuzzy models with different learning algorithms are examined for prediction of several benchmark chaotic systems and time series. The prediction performance of locally linear neurofuzzy models with recently developed Locally Linear Model Tree (LoLiMoT) learning algorithm is compared with that of Radial Basis Function (RBF) neural network with Orthogonal Least Squares (OLS) learning algorithm, MultiLayer Perceptron neural network with error back-propagation learning algorithm, and Adaptive Network based Fuzzy Inference System. Particularly, cross validation techniques based on the evaluation of error indices on multiple validation sets is utilized to optimize the number of neurons and to prevent over fitting in the incremental learning algorithms. To make a fair comparison between neural and neurofuzzy models, they are compared at their best structure based on their prediction accuracy, generalization, and computational complexity. The experiments are basically designed to analyze the generalization capability and accuracy of the learning techniques when dealing with limited number of training samples from deterministic chaotic time series, but the effect of noise on the performance of the techniques is also considered. Various chaotic systems and time series including Lorenz system, Mackey-Glass chaotic equation, Henon map, AE geomagnetic activity index, and sunspot numbers are examined as case studies. 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Gholipour, Ali ddc 000 bkl 54.72 misc adaptive network based fuzzy inference system misc chaotic time series misc locally linear models misc locally linear model tree misc multilayer function misc neurofuzzy models misc nonlinear time series misc prediction misc radial basis function Predicting Chaotic Time Series Using Neural and Neurofuzzy Models: A Comparative Study |
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000 ASE 54.72 bkl Predicting Chaotic Time Series Using Neural and Neurofuzzy Models: A Comparative Study adaptive network based fuzzy inference system (dpeaa)DE-He213 chaotic time series (dpeaa)DE-He213 locally linear models (dpeaa)DE-He213 locally linear model tree (dpeaa)DE-He213 multilayer function (dpeaa)DE-He213 neurofuzzy models (dpeaa)DE-He213 nonlinear time series (dpeaa)DE-He213 prediction (dpeaa)DE-He213 radial basis function (dpeaa)DE-He213 |
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Predicting Chaotic Time Series Using Neural and Neurofuzzy Models: A Comparative Study |
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Predicting Chaotic Time Series Using Neural and Neurofuzzy Models: A Comparative Study |
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predicting chaotic time series using neural and neurofuzzy models: a comparative study |
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Predicting Chaotic Time Series Using Neural and Neurofuzzy Models: A Comparative Study |
| abstract |
Abstract The prediction accuracy and generalization ability of neural/neurofuzzy models for chaotic time series prediction highly depends on employed network model as well as learning algorithm. In this study, several neural and neurofuzzy models with different learning algorithms are examined for prediction of several benchmark chaotic systems and time series. The prediction performance of locally linear neurofuzzy models with recently developed Locally Linear Model Tree (LoLiMoT) learning algorithm is compared with that of Radial Basis Function (RBF) neural network with Orthogonal Least Squares (OLS) learning algorithm, MultiLayer Perceptron neural network with error back-propagation learning algorithm, and Adaptive Network based Fuzzy Inference System. Particularly, cross validation techniques based on the evaluation of error indices on multiple validation sets is utilized to optimize the number of neurons and to prevent over fitting in the incremental learning algorithms. To make a fair comparison between neural and neurofuzzy models, they are compared at their best structure based on their prediction accuracy, generalization, and computational complexity. The experiments are basically designed to analyze the generalization capability and accuracy of the learning techniques when dealing with limited number of training samples from deterministic chaotic time series, but the effect of noise on the performance of the techniques is also considered. Various chaotic systems and time series including Lorenz system, Mackey-Glass chaotic equation, Henon map, AE geomagnetic activity index, and sunspot numbers are examined as case studies. The obtained results indicate the superior performance of incremental learning algorithms and their respective networks, such as, OLS for RBF network and LoLiMoT for locally linear neurofuzzy model. |
| abstractGer |
Abstract The prediction accuracy and generalization ability of neural/neurofuzzy models for chaotic time series prediction highly depends on employed network model as well as learning algorithm. In this study, several neural and neurofuzzy models with different learning algorithms are examined for prediction of several benchmark chaotic systems and time series. The prediction performance of locally linear neurofuzzy models with recently developed Locally Linear Model Tree (LoLiMoT) learning algorithm is compared with that of Radial Basis Function (RBF) neural network with Orthogonal Least Squares (OLS) learning algorithm, MultiLayer Perceptron neural network with error back-propagation learning algorithm, and Adaptive Network based Fuzzy Inference System. Particularly, cross validation techniques based on the evaluation of error indices on multiple validation sets is utilized to optimize the number of neurons and to prevent over fitting in the incremental learning algorithms. To make a fair comparison between neural and neurofuzzy models, they are compared at their best structure based on their prediction accuracy, generalization, and computational complexity. The experiments are basically designed to analyze the generalization capability and accuracy of the learning techniques when dealing with limited number of training samples from deterministic chaotic time series, but the effect of noise on the performance of the techniques is also considered. Various chaotic systems and time series including Lorenz system, Mackey-Glass chaotic equation, Henon map, AE geomagnetic activity index, and sunspot numbers are examined as case studies. The obtained results indicate the superior performance of incremental learning algorithms and their respective networks, such as, OLS for RBF network and LoLiMoT for locally linear neurofuzzy model. |
| abstract_unstemmed |
Abstract The prediction accuracy and generalization ability of neural/neurofuzzy models for chaotic time series prediction highly depends on employed network model as well as learning algorithm. In this study, several neural and neurofuzzy models with different learning algorithms are examined for prediction of several benchmark chaotic systems and time series. The prediction performance of locally linear neurofuzzy models with recently developed Locally Linear Model Tree (LoLiMoT) learning algorithm is compared with that of Radial Basis Function (RBF) neural network with Orthogonal Least Squares (OLS) learning algorithm, MultiLayer Perceptron neural network with error back-propagation learning algorithm, and Adaptive Network based Fuzzy Inference System. Particularly, cross validation techniques based on the evaluation of error indices on multiple validation sets is utilized to optimize the number of neurons and to prevent over fitting in the incremental learning algorithms. To make a fair comparison between neural and neurofuzzy models, they are compared at their best structure based on their prediction accuracy, generalization, and computational complexity. The experiments are basically designed to analyze the generalization capability and accuracy of the learning techniques when dealing with limited number of training samples from deterministic chaotic time series, but the effect of noise on the performance of the techniques is also considered. Various chaotic systems and time series including Lorenz system, Mackey-Glass chaotic equation, Henon map, AE geomagnetic activity index, and sunspot numbers are examined as case studies. The obtained results indicate the superior performance of incremental learning algorithms and their respective networks, such as, OLS for RBF network and LoLiMoT for locally linear neurofuzzy model. |
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| container_issue |
3 |
| title_short |
Predicting Chaotic Time Series Using Neural and Neurofuzzy Models: A Comparative Study |
| url |
https://dx.doi.org/10.1007/s11063-006-9021-x |
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| author2 |
Araabi, Babak N. Lucas, Caro |
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| doi_str |
10.1007/s11063-006-9021-x |
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2024-07-03T21:38:53.278Z |
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| score |
7.40125 |