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arXiv 1908.08389stat.MLcs.LGphysics.data-an
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Chaotic Time Series Prediction using Spatio-Temporal RBF Neural Networks

Karachi Institute of Economics and Technology(卡拉奇经济与技术学院);Iqra University(伊克拉大学)

Alishba Sadiq, Muhammad Sohail Ibrahim, Muhammad Usman, Muhammad Zubair, Shujaat Khan

英文摘要:

Due to the dynamic nature, chaotic time series are difficult predict. In conventional signal processing approaches signals are treated either in time or in space domain only. Spatio-temporal analysis of signal provides more advantages over conventional uni-dimensional approaches by harnessing the information from both the temporal and spatial domains. Herein, we propose an spatio-temporal extension of RBF neural networks for the prediction of chaotic time series. The proposed algorithm utilizes the concept of time-space orthogonality and separately deals with the temporal dynamics and spatial non-linearity(complexity) of the chaotic series. The proposed RBF architecture is explored for the prediction of Mackey-Glass time series and results are compared with the standard RBF. The spatio-temporal RBF is shown to out perform the standard RBFNN by achieving significantly reduced estimation error.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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