Time series prediction based on NARX neural networks: An advanced approach

• Published in: 2009 International Conference on Machine Learning and Cybernetics Vol. 3; pp. 1275 - 1279
• Main Authors: Hang Xie, Hao Tang, Yu-He Liao
• Format: Conference Proceeding
• Language: English
• Published: IEEE 01.07.2009
• Subjects: Artificial neural networks; Computer architecture; Cybernetics; Delay effects; Embedding theory; Gamma Test; Machine learning; NARX networks; Neural networks; Neurons; Predictive models; Testing; Time series prediction; Vibration measurement

The NARX network is a dynamical neural architecture commonly used for input-output modeling of nonlinear dynamical systems. When applied to time series prediction, the NARX network is designed as a feedforward time delay neural network (TDNN), i.e., without the feedback loop of delayed outputs, redu...