NONLINEAR TIME SERIES FORECASTING OF TIME-DELAY NEURAL NETWORK EMBEDDED WITH BAYESIAN REGULARIZATION
Based on the idea of nonlinear prediction of phase space reconstruction, this paper presented a time delay BP neural network model, whose generalization capability was improved by Bayesian regularization. Furthermore, the model is applied to forecast the imp&exp trades in one industry. The results showed that the improved model has excellent generalization capabilities, which not only learned the historical curve, but efficiently predicted the trend of business. Comparing with common evaluation of forecasts, we put on a conclusion that nonlinear forecast cannot only focus on data combination and precision improvement; it also can vividly reflect the nonlinear characteristic of the forecasting system. While analyzing the forecasting precision of the model, we give a model judgment by calculating the nonlinear characteristic value of the combined serial and original serial, proved that the forecasting nonlinear system which produced the origin serial.
Nonlinear prediction import and export trade phase space reconstruction BP networks Bayesian regularization
JIAN-WEI XIANG
School of Computer, Hunan University of Technology, Zhuzhou 412008, P.R.China
国际会议
2006 International Conference on Machine Learning and Cybernetics(IEEE第五届机器学习与控制论坛)
大连
英文
2973-2978
2006-08-13（万方平台首次上网日期，不代表论文的发表时间）