The Modified Differential Evolution and the RBF (MDE-RBF) Neural Network for Time Series Prediction

We develop a modified differential evolution algorithm that produces radial basis function neural network controllers for chaotic systems. This method requires few controlling variables. We examine the result of applying the proposed algorithm to time series prediction, which illustrates the effectiveness of this technique. We apply this algorithm to several computational and real systems including Mackey-Glass time series, the Lorenz attractor, and experimental data obtained from the Henon map. Our experiments indicate that the structural differences between our approach and the other methods existing in the bibliography particularly are well suited to modeling chaotic time series data.