[1]张胜,刘红星,高敦堂,等.ANN非线性时间序列预测模型输入延时τ的确定[J].东南大学学报(自然科学版),2002,32(6):905-908.[doi:10.3969/j.issn.1001-0505.2002.06.017]
 Zhang Sheng,Liu Hongxing,Gao Duntang,et al.Determining the input time delay τ of a neural network for nonlinear time series prediction[J].Journal of Southeast University (Natural Science Edition),2002,32(6):905-908.[doi:10.3969/j.issn.1001-0505.2002.06.017]
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ANN非线性时间序列预测模型输入延时τ的确定()
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《东南大学学报(自然科学版)》[ISSN:1001-0505/CN:32-1178/N]

卷:
32
期数:
2002年第6期
页码:
905-908
栏目:
自动化
出版日期:
2002-11-20

文章信息/Info

Title:
Determining the input time delay τ of a neural network for nonlinear time series prediction
作者:
张胜12 刘红星1 高敦堂1 沈振宇1 业苏宁1
1 南京大学电子科学与工程系,南京 210093; 2 南京师范大学物理系,南京 210097
Author(s):
Zhang Sheng12 Liu Hongxing1 Gao Duntang1 Shen Zhenyu1 Ye Suning1
1 Department of Electronic Science and Engineering, Nanjing University, Nanjing 210093, China
2 Department of Physics, Nanjing Normal University, Nanjing 210097, China
关键词:
非线性时间序列 混沌 相空间重构 预测 神经网络 输入延时
Keywords:
nonlinear time series chaos phase space reconstruction prediction neural network input time delay
分类号:
TP274;TP183
DOI:
10.3969/j.issn.1001-0505.2002.06.017
摘要:
用神经网络(ANN)建立非线性时间序列预测模型时,ANN输入数据延时间隔τ的选取是必须考虑的一个方面.目前关于延时间隔τ选取的流行做法是:τ确定为相空间重构时的最佳延时τs.本文提出了与此不同的观点,即神经网络输入数据延时间隔τ的选取与τs无直接关系.综合考虑其他一些因素,认为ANN输入数据延时间隔τ取为1是最为合理的.给出了理论分析和实验验证.
Abstract:
Determining the input time delay τ of a feed-forward neural network has to be considered in nonlinear time series prediction. Currently prevailing method to determine the input time delay τ of the neural network takes the τ as the optimal time delay τs in phase space reconstruction of the dynamic system. A different viewpoint that there is no direct relation between the input time delay τ of the neural network and the optimal time delay τs in phase space reconstruction is presented in this paper. Considering some other factors, it is indicated that taking the ANN input time delay τ as 1 is most reasonable. Some theoretic analyses and validation examples are given.

参考文献/References:

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备注/Memo

备注/Memo:
基金项目: 国家自然科学基金资助项目(59905011,60275041).
作者简介: 张胜(1963—),男,博士生; 高敦堂(联系人),男,博士生导师.
更新日期/Last Update: 2002-11-20