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The Synergy between Classical and Soft-Computing Techniques for Time Series Prediction

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Part of the book series: Lecture Notes in Computer Science ((LNAI,volume 2972))

Abstract

A new method for extracting valuable process information from input-output data is presented in this paper using a pseudo-gaussian basis function neural network with regression weights. The proposed methodology produces dynamical radial basis function, able to modify the number of neuron within the hidden layer. Other important characteristic of the proposed neural system is that the activation of the hidden neurons is normalized, which, as described in the bibliography, provides better performance than non-normalization. The effectiveness of the method is illustrated through the development of dynamical models for a very well known benchmark, the synthetic time series Mackey-Glass.

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References

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© 2004 Springer-Verlag Berlin Heidelberg

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Rojas, I., Rojas, F., Pomares, H., Herrera, L.J., González, J., Valenzuela, O. (2004). The Synergy between Classical and Soft-Computing Techniques for Time Series Prediction. In: Monroy, R., Arroyo-Figueroa, G., Sucar, L.E., Sossa, H. (eds) MICAI 2004: Advances in Artificial Intelligence. MICAI 2004. Lecture Notes in Computer Science(), vol 2972. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-24694-7_4

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  • DOI: https://doi.org/10.1007/978-3-540-24694-7_4

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-21459-5

  • Online ISBN: 978-3-540-24694-7

  • eBook Packages: Springer Book Archive

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