Title :
Grey-neural forecasting system
Author :
Hsu, Yen-Tseng ; Yeh, Jerome
Author_Institution :
Dept. of Electr. Eng., Nat. Taiwan Univ. of Sci. & Technol., Taipei, Taiwan
Abstract :
In this paper, a new nonlinear forecasting system using a grey predictor model and neural network tuner is proposed. This paper puts its emphasis on a few data and incomplete information to build the predictive system, excavates the connotative essence of a signal from the GM (1,1) predictor and refers to anomalistic (over predictive error) conditions to build the neural tuner database. So in the forecasting model the GM (1,1) model system predictive value will be appreciably modified while the anomalistic condition occurs. Simulation in well-known Mackey-Glass time series is presented to demonstrate the performance of the proposed predictive system
Keywords :
computational complexity; neural nets; prediction theory; time series; GM (1,1) model system predictive value; GM (1,1) predictor; Mackey-Glass time series; anomalistic conditions; connotative essence; grey predictor model; grey-neural forecasting system; neural network tuner; nonlinear forecasting system; Australia; Biological system modeling; Biomedical signal processing; Databases; Differential equations; Neural networks; Predictive models; Signal processing algorithms; Technology forecasting; Tuners;
Conference_Titel :
Signal Processing and Its Applications, 1999. ISSPA '99. Proceedings of the Fifth International Symposium on
Conference_Location :
Brisbane, Qld.
Print_ISBN :
1-86435-451-8
DOI :
10.1109/ISSPA.1999.818132