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Time series prediction algorithms are widely used for applications such as demand forecasting, weather forecasting and many others to make well informed decisions. In this paper, we compare the most prevalent of these methods as well as suggest our own, where the time series are generated from highly complex industrial processes. These time series are non-stationary and the relationships between the...
Considering of the ill-posed problem in learning process of echo state network(ESN), a new learning algorithm of ESN is proposed based on regularization method. The regularization term provides a stable solution to function approximation with a tradeoff between accuracy and smoothness of the solutions. So the redundant weights of neural network are damped and converged to the zero state. The structure...
There are no algorithms that generally perform better or worse than random when looking at all possible data sets according to the no-free-lunch theorem. A specific forecasting method will hence naturally have different performances in different empirical studies. This makes it impossible to draw general conclusions, however, there will of course be specific problems for which one algorithm performs...
This paper analyzes the impact of different detrending approaches on the performance of a variety of computational intelligence (CI) models. Three approaches are compared: Linear, nonlinear detrending (based on empirical mode decomposition) and first-differencing. Five representative CI methods are evaluated: Dynamic evolving neural-fuzzy inference system (DENFIS), Gaussian process (GP), multilayer...
Gaussian process (GP), as one of the cornerstones of Bayesian non-parametric methods, has received extensive attention in machine learning. GP has intrinsic advantages in data modeling, given its construction in the framework of Bayesian hieratical modeling and no requirement for a priori information of function forms in Bayesian reference. In light of its success in various applications, utilizing...
A machine learning approach to predict turning points for chaotic time series was proposed through incorporating chaotic analysis into ensemble artificial neural network (ANN) modeling. The EM-like parameter learning algorithm for ensemble ANN model was presented. We then gave a new GA-based threshold optimization procedure using out-of-sample validation. The proposed approach was demonstrated on...
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