Discounted least squares-improved circular back-propogation neural networks with applications in time series prediction

Neural Computing and Applications

Volumn 14, Issue 3, 2005, Pages 250-255

  Chen, Songcan ^a   Dai, Qun ^a  

^a NANJING UNIVERSITY OF AERONAUTICS AND ASTRONAUTICS   (China)

Author keywords

Discounted least squares (DLS); Improved circular back propagation network; Occam's Razor principle; Time series predicting or forecasting

Indexed keywords

EID: 28844436525     PISSN: 09410643     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00521-004-0461-9     Document Type: Article

References (11)

1. Haykin S (1999) Neural networks: a comprehensive foundation, 2nd edn. Prentice-Hall
2. Ridolla S, Rovetta S, Zunino R (1997) Circular back-propagation networks for classification. IEEE Trans Neural Net 8(1):84-97
3. Ridolla S, Rovetta S, Zunino R (1997) CBP networks as a generalized neural model. In: Proceedings of international conference on neural networks, Houston, June, pp 210-214
4. Ridolla S, Rovetta S, Zunino R (1999) Circular backpropagation networks embed vector quantization. IEEE Trans Neural Net 10(4):972-975
5. Benzhu Z, Songcan C (2001) Equivalence between vector quantization and ICBP networks (in Chinese). J Data Acquisition Process 16(3):291-294
6. Benzhu Z (2001) The research on the performance and applications of improved BP neural networks, Thesis of Master degree (in Chinese). Nanjing University of Aeronautics and Astronautics
7. Dai Qun, Chen Songcan, Zhang Benzhu (2003) Improved CBP neural networks with its applications in time series prediction. Neural Proc Lett 18(3):217-231
8. Zhang Benzhu, Chen Songcan (2001) The equivalence between ICBP and the Bayesian classifier. Technical Report, Nanjing University of Aeronautics & Astronautics
9. Refenes A-P, Bentz Y, Bunn DW (1997) Financial time series modelling with discounted least squares backpropagation. Neurocomputing 14:123-138
10. Philip Chen CL, Wan John Z (1999) A Rapid Learning and Dynamic Stepwise Updating Algorithm for Flat Neural Networks and the Application to Time-Series Prediction. IEEE Trans Syst Man and Cybern Part B 29(1):62-72
11. Vapnik VN (1995) The nature of statistical learning theory. Springer, Berlin Heidelberg New York