• DocumentCode
    2858122
  • Title

    Time series prediction using a hybrid model of neural network and FIR filter

  • Author

    Khalaf, Ashraf A M ; Nakayama, Kenji

  • Author_Institution
    Graduate Sch. of Nat. Sci. & Tech., Kanazawa Univ., Japan
  • Volume
    3
  • fYear
    1998
  • fDate
    4-9 May 1998
  • Firstpage
    1975
  • Abstract
    Time series prediction is a very important technology in a wide variety of fields. The actual time series contains both linear and nonlinear properties. The amplitude of the time series to be predicted is usually a continuous value. For this reason, we combine nonlinear and linear predictors in a cascade form. In order to estimate the minimum size of the proposed predictor, we propose a nonlinearity analysis for the time series of interest. Computer simulations using sunspot data have demonstrated the efficiency of the proposed predictor and the nonlinearity analysis
  • Keywords
    FIR filters; filtering theory; learning (artificial intelligence); multilayer perceptrons; prediction theory; time series; FIR filter; hybrid model; linear predictors; neural network; nonlinear predictors; nonlinearity analysis; sunspot data; time series prediction; Analytical models; Computer simulation; Finite impulse response filter; Multi-layer neural network; Network address translation; Neural networks; Neurons; Nonlinear filters; Predictive models; Time series analysis;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Neural Networks Proceedings, 1998. IEEE World Congress on Computational Intelligence. The 1998 IEEE International Joint Conference on
  • Conference_Location
    Anchorage, AK
  • ISSN
    1098-7576
  • Print_ISBN
    0-7803-4859-1
  • Type

    conf

  • DOI
    10.1109/IJCNN.1998.687162
  • Filename
    687162