Presentation 2005/11/11
Ensemble Self-Generating Neural Networks for Chaotic Time Series Prediction
Masaki NAKAHARA, Hirotaka INOUE,
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Abstract(in English) In this paper, we present a performanse characteristic of self-generating neural networks(SGNNs) applied to time series prediction. Although SGNNs are originally proposed on adopting to classification/clustering problems by automatically constructing self-generating neural tree(SGNT) from given training data set, this SGNNs architecture seems to be applicable to time series prediction. So, we investigate the possibility of SGNNs application to time series prediction problems. Moreover, we investigate an ensemble averaging effect of SGNTs to improve the prediction accuracy for two time series prediction problems.
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Keyword(in English) Self-Generating Neural Networks / Ensemble Learning / Time Series Prediction / Chaos
Paper # NLP2005-63,NC2005-55
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Committee NC
Conference Date 2005/11/11(1days)
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Registration To Neurocomputing (NC)
Language JPN
Title (in Japanese) (See Japanese page)
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Title (in English) Ensemble Self-Generating Neural Networks for Chaotic Time Series Prediction
Sub Title (in English)
Keyword(1) Self-Generating Neural Networks
Keyword(2) Ensemble Learning
Keyword(3) Time Series Prediction
Keyword(4) Chaos
1st Author's Name Masaki NAKAHARA
1st Author's Affiliation Kure National College of Technology()
2nd Author's Name Hirotaka INOUE
2nd Author's Affiliation Kure National College of Technology
Date 2005/11/11
Paper # NLP2005-63,NC2005-55
Volume (vol) vol.105
Number (no) 418
Page pp.pp.-
#Pages 6
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