Paper Title:
A Prediction Method for Nonlinear Correlative Time Series
  Abstract

A nonlinear correlative time series prediction method is presented in this paper.It is based on the mutual information of time series and orthogonal polynomial basis neural network. Inputs of network are selected by mutual information, and orthogonal polynomial basis is used as active function.The network is trained by an error iterative learning algorithm.This proposed method for nonlinear time series is tested using two well known time series prediction problems:Gas furnace data time series and Mackey-Glass time series.

  Info
Periodical
Edited by
Zhu Zhilin & Patrick Wang
Pages
930-936
DOI
10.4028/www.scientific.net/AMM.40-41.930
Citation
C. G. Yuan, X. Z. Zhang, S. Q. Xu, "A Prediction Method for Nonlinear Correlative Time Series", Applied Mechanics and Materials, Vols. 40-41, pp. 930-936, 2011
Online since
November 2010
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