Title :
Nonlinear time series modelling and prediction using Gaussian RBF network with evolutionary structure optimisation
Author :
Sun-Gi Hong ; Oh, Sang-Keon ; Kim, Min-Soeng ; Lee, Ju-Jang
Author_Institution :
Dept. of Electr. Eng. & Comput. Sci., Korea Adv. Inst. of Sci. & Technol., Taejon, South Korea
fDate :
5/10/2001 12:00:00 AM
Abstract :
An evolutionary structure optimisation method for the Gaussian radial basis function network is presented for modelling and predicting nonlinear time series. The generalisation performance is significantly improved with a much smaller network, compared with that of the previous clustering and least square learning method
Keywords :
circuit optimisation; radial basis function networks; time series; Gaussian RBF network; Gaussian radial basis function network; clustering; evolutionary structure optimisation; generalisation performance; least square learning method; nonlinear time series; nonlinear time series modelling;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:20010431
