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A Robust Algorithm in Sequentially Selecting Subset Time-Series Systems Using Neural Networks

Penm, Jack H.W; Brailsford, Tim; Terrell, R.D

Description

In this paper a numerically robust lattice-ladder learning alogorithm is presented that sequentially selects the best specification of a subset time series system using neural networks. We have been able to extend the relevance of multi-layered neural networks and so more effectively model a greater array of time series situations. We have recognised that many connections between nodes in layers are unnecessary and can be deleted. So we have introduced inhibitor arcs - reflecting inhibitive...[Show more]

CollectionsANU Research Publications
Date published: 1999
Type: Working/Technical Paper
URI: http://hdl.handle.net/1885/40683
http://digitalcollections.anu.edu.au/handle/1885/40683

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