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JACIII Vol.11 No.6 pp. 600-609
doi: 10.20965/jaciii.2007.p0600
(2007)

Paper:

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Improved Estimation of Embedding Parameters of Nonlinear Time Series by Structural Learning of Neural Network with Fuzzy Regularizer

Yusuke Manabe and Basabi Chakraborty

Graduate School of Software and Information Science, Iwate Prefectural University, 152-52 Sugo, Takizawa-mura, Iwate 020-0193, Japan

Received:
February 3, 2007
Accepted:
March 20, 2007
Published:
July 20, 2007
Creative Commons License
Keywords:
nonlinear time series, embedding parameter, fuzzy regularizer, neural network
Abstract
This work proposes an improved refinement scheme of estimation of optimal embedding parameters of a nonlinear time series by a feed-forward neural network trained by structural learning with a fuzzy regularizer (FR). The newly proposed fuzzy rules for tuning regularization parameter enables automatic selection of optimal model with lesser computational load than the basic refinement scheme with RNS proposed by authors earlier. From the simulation results, it has been found that the proposed scheme is very efficient in estimation of optimal embedding parameters in lesser computational time. The short term prediction results also show that the estimated embedding parameters produce better and stable one step prediction.
Cite this article as:
Y. Manabe and B. Chakraborty, “Improved Estimation of Embedding Parameters of Nonlinear Time Series by Structural Learning of Neural Network with Fuzzy Regularizer,” J. Adv. Comput. Intell. Intell. Inform., Vol.11 No.6, pp. 600-609, 2007.
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