• DocumentCode
    3499191
  • Title

    Robust Jordan network for nonlinear time series prediction

  • Author

    Song, Qing

  • Author_Institution
    Sch. of Electr. & Electron. Eng., Nanyang Technol. Univ., Singapore, Singapore
  • fYear
    2011
  • fDate
    July 31 2011-Aug. 5 2011
  • Firstpage
    2542
  • Lastpage
    2549
  • Abstract
    We propose a robust initialization of Jordan network with recurrent constrained learning (RIJNRCL) algorithm for multilayered recurrent neural networks (RNNs). This novel algorithm is based on the constrained learning concept of Jordan network with recurrent sensitivity and weight convergence analysis to obtain a tradeoff between training and testing errors. In addition to use classical techniques of the adaptive learning rate and adaptive dead zone, RIJNRCL uses a recurrent constrained parameter matrix to switch off excessive contribution of the hidden layer neurons based on weight convergence and stability conditions of the the multilayered RNNs.
  • Keywords
    convergence; learning (artificial intelligence); prediction theory; recurrent neural nets; stability; time series; adaptive dead zone; adaptive learning rate; multilayered recurrent neural network; nonlinear time series prediction; recurrent constrained learning algorithm; recurrent constrained parameter matrix; recurrent sensitivity; robust Jordan network; stability condition; weight convergence analysis; Convergence; Least squares approximation; Neurons; Prediction algorithms; Testing; Time series analysis; Training;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Neural Networks (IJCNN), The 2011 International Joint Conference on
  • Conference_Location
    San Jose, CA
  • ISSN
    2161-4393
  • Print_ISBN
    978-1-4244-9635-8
  • Type

    conf

  • DOI
    10.1109/IJCNN.2011.6033550
  • Filename
    6033550