DocumentCode
1917681
Title
A dynamic neural network method for time series prediction using the KIII model
Author
Li, Haizhon ; Kozma, Robert
Author_Institution
Div. of Comput. Sci., Memphis Univ., TN, USA
Volume
1
fYear
2003
fDate
20-24 July 2003
Firstpage
347
Abstract
In this paper, the KIII dynamic neural network is introduced and it is applied to the prediction of complex temporal sequences. In our approach, KIII gives a step-by-step prediction of the direction of the currency exchange rate change. Previously, various multiplayer perceptron (MLP) networks and recurrent neural networks have been successfully implemented for this application. Results obtained by KIII compare favorably with other methods.
Keywords
forecasting theory; multilayer perceptrons; recurrent neural nets; time series; KIII model; complex temporal sequences; currency exchange rate change; dynamic neural network method; multiplayer perceptron networks; recurrent neural networks; step-by-step prediction; time series prediction; Biological neural networks; Biological system modeling; Biology computing; Brain modeling; Exchange rates; Mathematical model; Nervous system; Neural networks; Neurons; Predictive models;
fLanguage
English
Publisher
ieee
Conference_Titel
Neural Networks, 2003. Proceedings of the International Joint Conference on
ISSN
1098-7576
Print_ISBN
0-7803-7898-9
Type
conf
DOI
10.1109/IJCNN.2003.1223370
Filename
1223370
Link To Document