| 非线性时间序列建模与预测的神经网络法 |
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| 引用本文： | 雷鸣,吴雅,杨叔子.非线性时间序列建模与预测的神经网络法[J].华中科技大学学报(自然科学版),1993(1). |
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| 作者姓名： | 雷鸣 吴雅 杨叔子 |
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| 作者单位： | 华中理工大学机械工程一系
(雷鸣，吴雅)，华中理工大学机械工程一系(杨叔子) |
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| 摘 要： | 简述了人工神经网络的基本概念及计算特性,提出了用神经网络方法进行非线性时序建模的基本思路,分析了传统的BP学习过程,得出了BP学习算法的改进算法.然后讨论具有一层隐层的前向式神经网络,基于预测误差分析,提出了权值估计方法,使非线性时序建模的神经网络法规范化.
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| 关 键 词： | 非线性时间序列 人工神经网络 建模 BP学习算法 权值估计 |
Non-Linear Time Series Modelling and Forecasting Using the Neural Network Approach |
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| Lei Ming Wu Ya Yang Shuzi.Non-Linear Time Series Modelling and Forecasting Using the Neural Network Approach[J].JOURNAL OF HUAZHONG UNIVERSITY OF SCIENCE AND TECHNOLOGY.NATURE SCIENCE,1993(1). |
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| Authors: | Lei Ming Wu Ya Yang Shuzi |
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| Affiliation: | Lei Ming Wu Ya Yang Shuzi |
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| Abstract: | The basic concepts and mathematical calculation characteristics of artificial neural networks are described. The idea of using neural networks for non-linear time series modelling is put forward. The conventional BP learning algorithm is analyzed and some improvements are suggested. The forward neural network of a single hidden layer is discussed and a method of weight estimation based on errors predicted is proposed. |
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| Keywords: | non-linear time series artificial neural network modelling BP learning algo rithm weight estimation |
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