A POD-based center selection for RBF neural network in time series prediction problems

作者：Zhang Wenbo^*; Guo Xinchen; Wang Chaoyong; Wu Chunguo

来源：8th International Conference on Adaptive and Natural Computing Algorithms (ICANNGA), 2007-04-11 to 2007-04-14.

Center selection based on proper orthogonal decomposition (POD) is presented to select centers for the radial basis RBF) neural network in prediction of nonlinear time series. The proposed method takes advantages of the time-sequence feature in time series data and enables the center selection to be implemented in a parallel manner. Simulations on a benchmark problem and on two predictions of stock prices show that the presented method can be applied effectively to the prediction of nonlinear time series. Besides possessing higher precisions in training and testing, the proposed method has stronger generalization and noise resistance abilities, compared to several other popular center selection methods.

• 出版日期2007
• 单位吉林师范大学