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
Link To Document