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Dual-orthogonal radial basis function networks for nonlinear time series prediction

Billings, S. A. and Hong, X. ORCID: (1998) Dual-orthogonal radial basis function networks for nonlinear time series prediction. Neural Networks, 11 (3). pp. 479-493. ISSN 0893-6080

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To link to this item DOI: 10.1016/S0893-6080(97)00132-9


A new structure of Radial Basis Function (RBF) neural network called the Dual-orthogonal RBF Network (DRBF) is introduced for nonlinear time series prediction. The hidden nodes of a conventional RBF network compare the Euclidean distance between the network input vector and the centres, and the node responses are radially symmetrical. But in time series prediction where the system input vectors are lagged system outputs, which are usually highly correlated, the Euclidean distance measure may not be appropriate. The DRBF network modifies the distance metric by introducing a classification function which is based on the estimation data set. Training the DRBF networks consists of two stages. Learning the classification related basis functions and the important input nodes, followed by selecting the regressors and learning the weights of the hidden nodes. In both cases, a forward Orthogonal Least Squares (OLS) selection procedure is applied, initially to select the important input nodes and then to select the important centres. Simulation results of single-step and multi-step ahead predictions over a test data set are included to demonstrate the effectiveness of the new approach.

Item Type:Article
Divisions:Science > School of Mathematical, Physical and Computational Sciences > Department of Computer Science
ID Code:18512
Uncontrolled Keywords:Time series; OLS; Radial basis function; System identification; Classification function; Dual-orthogonal RBF Network; Multi-step ahead predictions; Network structure

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