Abstract. One of the main problems associated with arti cial neural networks online learning methods is the estimation of model order. In this paper, we report about a new approach...
: A new supervised learning procedure for training RBF networks is proposed. It uses a pair of parallel running Kalman filters to sequentially update both the output weights and th...
The accuracy of a model to forecast a time series diminishes as the prediction horizon increases, in particular when the prediction is carried out recursively. Such decay is faster...
In this paper we firstly analysis the chaotic characters of three sets of the financial time series (Hang Sheng Index (HIS), Shanghai Stock Index and US gold price) based on the ph...
—This paper presents the advances of a research using a combination of recurrent and feed-forward neural networks for long term prediction of chaotic time series. It is known tha...