A New Recurrent Neural Network Learning Algorithm for Time Series Prediction
P.G. Madhavan · Journal of Intelligent Systems · 1997
A new recurrent neural network topology for the prediction of time series is developed.The back-propagation algorithm to train this network is derived.Such a network is called the Prediction Recurrent Artificial Neural Network (PRANN).The performance of the PRANN network is analyzed for linear and nonlinear time series.Performance comparison to time-delay neural networks shows a two-fold increase in performance for the PRANN.