Title :
Robust Jordan network for nonlinear time series prediction
Author_Institution :
Sch. of Electr. & Electron. Eng., Nanyang Technol. Univ., Singapore, Singapore
fDate :
July 31 2011-Aug. 5 2011
Abstract :
We propose a robust initialization of Jordan network with recurrent constrained learning (RIJNRCL) algorithm for multilayered recurrent neural networks (RNNs). This novel algorithm is based on the constrained learning concept of Jordan network with recurrent sensitivity and weight convergence analysis to obtain a tradeoff between training and testing errors. In addition to use classical techniques of the adaptive learning rate and adaptive dead zone, RIJNRCL uses a recurrent constrained parameter matrix to switch off excessive contribution of the hidden layer neurons based on weight convergence and stability conditions of the the multilayered RNNs.
Keywords :
convergence; learning (artificial intelligence); prediction theory; recurrent neural nets; stability; time series; adaptive dead zone; adaptive learning rate; multilayered recurrent neural network; nonlinear time series prediction; recurrent constrained learning algorithm; recurrent constrained parameter matrix; recurrent sensitivity; robust Jordan network; stability condition; weight convergence analysis; Convergence; Least squares approximation; Neurons; Prediction algorithms; Testing; Time series analysis; Training;
Conference_Titel :
Neural Networks (IJCNN), The 2011 International Joint Conference on
Conference_Location :
San Jose, CA
Print_ISBN :
978-1-4244-9635-8
DOI :
10.1109/IJCNN.2011.6033550