| Presentation | 1996/10/28 Layerd Neural Networks with Autoregressive Moving Average Links T. KAMIYAMA, T. FURUYA, M. SEKIGUCHI, T. TANAKA, |
|---|---|
| PDF Download Page | PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | We propose a neural net(ARMANN) whose link has an autoregressive moving average(ARMA) model. The ARMA model consists of an sutoregerssive(AR) model that works as a delayed feedback and a moving average(MA) model that works as a delayed feedforward. The neural network with ARMA models can process temporal data by storing the past data in its delay elements. We present a learning algorithm of ARMANN based on the packpropagation. ARMANN is applied to temporal data processing problem (abcde trajectory, stock market prediction, inverse model). The results show that the ARMANN is superior to ARLNN in the construction of inverse model. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | Layerd neural network / Autoregressive moving average model / Backpropagation |
| Paper # | NC96-43 |
| Date of Issue |
| Conference Information | |
| Committee | NC |
|---|---|
| Conference Date | 1996/10/28(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
| Topics (in English) | |
| Chair | |
| Vice Chair | |
| Secretary | |
| Assistant | |
| Paper Information | |
| Registration To | Neurocomputing (NC) |
|---|---|
| Language | JPN |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Layerd Neural Networks with Autoregressive Moving Average Links |
| Sub Title (in English) | |
| Keyword(1) | Layerd neural network |
| Keyword(2) | Autoregressive moving average model |
| Keyword(3) | Backpropagation |
| 1st Author's Name | T. KAMIYAMA |
| 1st Author's Affiliation | Toho University() |
| 2nd Author's Name | T. FURUYA |
| 2nd Author's Affiliation | Toho University |
| 3rd Author's Name | M. SEKIGUCHI |
| 3rd Author's Affiliation | Toho University |
| 4th Author's Name | T. TANAKA |
| 4th Author's Affiliation | Electrotechnical Laboratory |
| Date | 1996/10/28 |
| Paper # | NC96-43 |
| Volume (vol) | vol.96 |
| Number (no) | 331 |
| Page | pp.pp.- |
| #Pages | 8 |
| Date of Issue | |