A rapid learning and dynamic stepwise updating algorithm for flat neural networks and the application to time-series prediction

• Published in: IEEE transactions on systems, man and cybernetics. Part B, Cybernetics Vol. 29; no. 1; pp. 62 - 72
• Main Authors: Chen, C.L.P., Wan, J.Z.
• Format: Journal Article
• Language: English
• Published: United States IEEE 01.02.1999
• Subjects: Algorithms; Backpropagation algorithms; Chaos; Computer simulation; Dynamical systems; Equations; Function approximation; Heuristic algorithms; Laser modes; Learning; Linear systems; Mathematical models; Networks; Neural networks; Nonlinear dynamics; Nonlinear systems; Radial basis function networks
• ISSN: 1083-4419; 1941-0492
• DOI: 10.1109/3477.740166

A fast learning algorithm is proposed to find an optimal weights of the flat neural networks (especially, the functional-link network). Although the flat networks are used for nonlinear function approximation, they can be formulated as linear systems. Thus, the weights of the networks can be solved easily using a linear least-square method. This formulation makes it easier to update the weights instantly for both a new added pattern and a new added enhancement node. A dynamic stepwise updating algorithm is proposed to update the weights of the system on-the-fly. The model is tested on several time-series data including an infrared laser data set, a chaotic time-series, a monthly flour price data set, and a nonlinear system identification problem. The simulation results are compared to existing models in which more complex architectures and more costly training are needed. The results indicate that the proposed model is very attractive to real-time processes.