Chaotic Time Series Prediction Using Rough-Neural Networks

Autor: Ghasem Ahmadi, Mohammad Dehghandar
Jazyk: angličtina
Rok vydání: 2023
Předmět:
Zdroj: Mathematics Interdisciplinary Research, Vol 8, Iss 2, Pp 71-92 (2023)
Druh dokumentu: article
ISSN: 2476-4965
DOI: 10.22052/mir.2023.242878.1290
Popis: ‎Artificial neural networks with amazing properties‎, ‎such as universal approximation‎, ‎have been utilized to approximate the nonlinear processes in many fields of applied sciences‎. ‎This work proposes the rough-neural networks (R-NNs) for the one-step ahead prediction of chaotic time series‎. ‎We adjust the parameters of R-NNs using a continuous-time Lyapunov-based training algorithm‎, ‎and prove its stability using the continuous form of Lyapunov stability theory‎. ‎Then‎, ‎we utilize the R-NNs to predict the well-known Mackey-Glass time series‎, ‎and Henon map‎, ‎and compare the simulation results with some well-known neural models‎.
Databáze: Directory of Open Access Journals