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]
Collections | ANU Research Publications |
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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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File | Description | Size | Format | Image |
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Workingpaper99-06.pdf | 135.78 kB | Adobe PDF | ![]() |
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