Title :
Local Linear Wavelet Neural Network with Weight Perturbation Technique for Time Series Prediction
Author :
Zhang, Zongmei ; Sun, Zhifang ; Tamura, Hiroki
Author_Institution :
Qingdao R&D Center, Alcatel-lucent, Qingdao
Abstract :
The local linear wavelet neural network is an improvement of wavelet network and commonly used learning algorithm is gradient descent method. In this paper, we attempt to predict sunspots using a local linear wavelet neural network and weight perturbation technique like simulated annealing. The simulation results show the effectiveness of the proposed method.
Keywords :
gradient methods; mathematics computing; neural nets; time series; wavelet transforms; gradient descent method; learning algorithm; local linear wavelet neural network; simulated annealing; time series prediction; weight perturbation technique; Artificial neural networks; Neural networks; Neurons; Partial response channels; Perturbation methods; Predictive models; Research and development; Signal processing algorithms; Simulated annealing; Wavelet analysis; Local Linear Wavelet Neural Network; Local Search; Simulated Annealing; Sunspot Series; Weight Perturbation;
Conference_Titel :
Computer Science and Software Engineering, 2008 International Conference on
Conference_Location :
Wuhan, Hubei
Print_ISBN :
978-0-7695-3336-0
DOI :
10.1109/CSSE.2008.744
