Title :
A novel shape based batching and prediction approach for sunspot data using HMMs and ANNs
Author :
Bhardwaj, Saurabh ; Srivastava, Smriti ; Gupta, J.R.P. ; Madhvan, Advait
Author_Institution :
Dept. of Instrum. of Control Eng., Netaji Subhas Inst. of Technol. (NSIT), New Delhi, India
Abstract :
This paper introduces a novel approach which uses a Hidden Markov Model (HMM) based Artificial Neural Networks (ANN) for prediction of systems that are non deterministic, dynamical and chaotic in nature. The HMM is used for shape based batch creation of training data, which is then processed one batch at a time by an ANN. The weights and Learning Rate of the ANN are tweaked to predict the correct output for an input dataset. The novel Prediction method used here exploits the Pattern Identification prowess of the HMM for batch selection and the ANNs of each batch to predict the output of the system. The Standard application of the Sun-Spot Data (SSD) was used for testing the competence of this method.
Keywords :
chaos; hidden Markov models; neural nets; sunspots; time series; Hidden Markov Model; Pattern Identification prowess; artificial neural networks; chaos; shape based batch processing; sunspot data; time series prediction; Artificial neural networks; Hidden Markov models; Markov processes; Prediction algorithms; Shape; Time series analysis; Training; Artificial Neural Networks; Hidden Markov Models; Shape Based Batch processing; SunSpot Data; Time Series Prediction;
Conference_Titel :
Power Electronics (IICPE), 2010 India International Conference on
Conference_Location :
New Delhi
Print_ISBN :
978-1-4244-7883-5
DOI :
10.1109/IICPE.2011.5728128