Warianty tytułu
Języki publikacji
Abstrakty
This article addresses nonlinear black-box identification using parametric models. A novel adaptive method for the choice of both the model structure and its parameter values is introduced. Experiments in nonlinear time-series modelling and prediction are presented. The method can be seen as unification model of neural networks of all types in the sense as meta-learning applies to the area of predictive data mining, to combine the predictions from multiple models.
Słowa kluczowe
Czasopismo
Rocznik
Tom
Strony
35-41
Opis fizyczny
Bibliogr. 13 poz., wykr.
Twórcy
autor
- Institute of Electronic Systems, Warsaw University of Technology, ul. Nowowiejska 15/19, 00-665 Warszawa, A.Dydynski@elka.pw.edu.pl
Bibliografia
- [1] Bahar Biller, Soumayadip Ghosh, Dependence modelling for stochastic simulation, Proc. 2004 Winter Simulation Conference, R.G. Ingalls, M.D. Rossetti, J.S. Smith, B.A. Peters (eds.).
- [2] Bontepi, G. Bersini H., Lazy learning for iterated time-series prediction, Proc. Int. Workshop on Advanced Black-Box Techniques for Nonlinear Modeling, K.U. Leuven, Belgium, July 8-10, 1998.
- [3] Brockwell P.J., Davis R.A., Time Series: Theory and Methods, Springer-Verlag, 1987.
- [4] Chen S., Cowan C.F.N., Grant P.M., Orthogonal least squares learning algorithm for radial basis function networks, IEEE Trans. Neural Networks, Vol. 2, No. 2, 1991, pp. 302-309.
- [5] Fahlman S.E., Faster learning variatios on backpropagation: en empirical study, Proc. Connectionist Models Summer School, Morgan Kaufmann, Los Altos 1988, USA, pp. 38-51.
- [6] Witten I.H., Eibe F., Data Mining: Practical Machine Learning Tools and Techniques with Java Implementations, Morgan Kaufmann, San Francisco, 2000.
- [7] Nelder J.A., Mead R., Computer Journal, 1965, Vol. 7, pp. 308-313.
- [8] McNames J., A nearest trajectory strategy for time series prediction, Proc. Int. Workshop on Advanced Black-Box Techniques for Nonlinear Modeling, Leuven, Belgium, July 8-10, 1998, K.U.
- [9] Reed R., Prunning Algorithms-a Survey, IEEE Trans. Neural Networks, Vol. 4, No. 5, 1993, pp. 740-747.
- [10] Sjoeberg J., Nonlinear black-box modelling in system identification: a unified review, Automatica, Vol. 31, No. 12, 1995, pp. 1691-1724.
- [11] Suykens J.A.K., Vandewalle J.P.L., (eds.) Nonlinear Modeling: Advanced Black-Box Techniques, Springer, 1998 (ISBN 0792381955).
- [12] www-personal.buseco.monash.edu.au/~hyndman/TSDL/
- [13] www.statsoft.com/textbook/stathome.html
Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
bwmeta1.element.baztech-article-BAT5-0033-0071