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
Link To Document