Title |
Radial basis function network design for chaotic time series prediction |
Keywords |
short-term prediction of chaotic time series ; radial basis function network ; recursive modified Gram-Schmidt algorithm ; recursive training method ; K-means clustering method |
Abstract |
In this paper, radial basis function networks with two hidden layers, which employ the K-means clustering method and the hierarchical training, are proposed for improving the short-term predictability of chaotic time series. Furthermore the recursive training method of radial basis function network using the recursive modified Gram-Schmidt algorithm is proposed for the purpose. In addition, the radial basis function networks trained by the proposed training methods are compared with the X.D. He A Lapedes's model and the radial basis function network by nonrecursive training method. Through this comparison, an improved radial basis function network for predicting chaotic time series is presented. (author). 17 refs., 8 figs., 3 tabs. |