Physical time series prediction using dynamic neural network inspired by the immune algorithm

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

1 Scopus citations

Abstract

Time series analysis is a fundamental subject that has been addressed widely in different fields. It has been exploited and used in different scientific fields for example, natural, biomedical, economic and industrial data as well as financial time series. In this paper, we consider the application of a novel neural network architecture inspired by the immune algorithm and the recurrent links for the prediction of Lorenz and earthquake time series by exploiting the inherent temporal capabilities of the recurrent neural model. The performance of this network is benchmarked against "traditional", rate-encoded, neural networks; a Multi-Layer Perceptron network, a Jordan and an Elman neural network as well as the self organized neural network inspired by the immune algorithm. The results indicate that the inherent temporal characteristics of the recurrent links network make it extremely well suited to the processing of time series based data.

Original languageEnglish
Title of host publicationAdaptive and Intelligent Systems - Third International Conference, ICAIS 2014, Proceedings
PublisherSpringer Verlag
Pages152-161
Number of pages10
ISBN (Print)9783319112978
DOIs
StatePublished - 2014
Externally publishedYes
Event3rd International Conference on Adaptive and Intelligent Systems, ICAIS 2014 - Bournemouth, United Kingdom
Duration: 8 Sep 201410 Sep 2014

Publication series

NameLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Volume8779 LNAI
ISSN (Print)0302-9743
ISSN (Electronic)1611-3349

Conference

Conference3rd International Conference on Adaptive and Intelligent Systems, ICAIS 2014
Country/TerritoryUnited Kingdom
CityBournemouth
Period8/09/1410/09/14

Keywords

  • and physical time series prediction
  • Recurrent neural network
  • self organised neural network

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