Title :
Nonlinear Neurodynamics Tool for System Analysis and Application for Time Series Prediction
Author :
Beliaev, Igor ; Ilin, Roman ; Kozma, Robert
Author_Institution :
Div. of Comput. Sci., Memphis State Univ., TN
Abstract :
Novel type of dynamical neural network, Freeman´s K-models has been inspired by the biology and has been studied by researches in a number of research groups. This work is dedicated to providing a unifying test bed implementation that is capable of satisfying needs of possibly the most of these people. Given popularity of MATLABreg computational environment among engineers and scientists our effort is to develop a toolbox that would give way to simulate and experiment with the K-models in a simple manner as well as provide flexible tools for creation of applications that build on this dynamical model. The implementation is presented and detail of the design solutions are provided in this work. Also the successful usage of the toolbox is illustrated with the application to financial time series prediction by the K-models method
Keywords :
biology; mathematics computing; neural nets; time series; Freeman K-models; MATLAB computational environment; dynamical neural network; financial time series prediction; nonlinear neurodynamics tool; system analysis; Application software; Biological system modeling; Computational modeling; Computer science; Differential equations; Mathematical model; Neural networks; Neurodynamics; Neurons; Time series analysis; K-models; dynamical neural networks; neurodynamics; time series prediction;
Conference_Titel :
Systems, Man and Cybernetics, 2005 IEEE International Conference on
Conference_Location :
Waikoloa, HI
Print_ISBN :
0-7803-9298-1
DOI :
10.1109/ICSMC.2005.1571278