Reconstruction and prediction of non-linear time series
Gao Zhi-xin · Journal of Liaoning Technical University · 2004
Adaptive feed-forward network algorithm is used to mack non-linear prediction, and the design of network topology is discussed. An example of classical non-linear prediction is given, and compared with TAR method. The results prove the new method is better. The topology of neural network has been simplified. Not only the error goal is satisfied, but also the generalization capability is improved. AFN method can also explain the relation in the time series data based on contribution ratio.