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An Evolutionary Recursive Algorithm in Selecting Statistical Subset Neural Network/VDL Filtering

Chen, Andrew; Penm, Jack HW; Terrell, Richard


We propose an evolutionary recursive algorithm, for the exact windowed case, to estimate subset vector discrete lag (SVDL) filters with a forgetting factor and an intercept variable. SVDL filtering is demonstrated as a basis for constructing a multi-layered polynomial neural network by Penm et al.(2000) The new proposed time update recursions allow users to update SVDL filters at consecutive time instants, and can show evolutionary changes detected in filter structures. With this new approach...[Show more]

CollectionsANU Research Publications
Date published: 2006
Type: Journal article
Source: Journal of Applied Mathematics and Decision Sciences
DOI: 10.1155/JAMDS/2006/46592


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