Combining analytic models with neural networks

In this paper, an ensemble of models is introduced which combines a linear parametric model and a nonlinear non-parametric model such as artificial neural network (ANN). This model aims to embody the desirable characteristics of linear parametric model such as stable generalization capability while retaining the data-based learning and prediction capacity of ANNs. The proposed model is applied for short term time series prediction and the results show that the proposed model achieves good generalization (prediction) performance utilizing the nonparametric ANN model component while achieving much improved stability utilizing the linear model component. The experiment compares the proposed model to other ANN models and linear models for generalization.