Wavelet Neural Network Based on MSUKF and Its Applications in Chaotic Time Series Prediction

被引：2
|
作者：
Xue Bowen [1 ]
Zhang Zhifeng [1 ]
Cong Wei [2 ]
机构：
[1] Air Force Engn Univ, Missile Coll, Xian 713800, Shaanxi, Peoples R China
[2] Air Force Engn Univ, Engn Coll, Xian 710038, Shaanxi, Peoples R China
来源：
2010 2ND INTERNATIONAL CONFERENCE ON COMPUTER AND AUTOMATION ENGINEERING (ICCAE 2010), VOL 2 | 2010年
关键词：
Wavelet; Neural Network; Chaotic Time Series; Kalman Filter;
D O I：
10.1109/ICCAE.2010.5451605
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
Wavelet neural network (WNN) trained by unscented Kalman filter (UKF) has many merits of fast convergent rate and small prediction error without computing the Jacobian matrix. Based on this, an improved UKF is introduced into the parameters estimation for WNN. The algorithm uses an unscented transform (UT) based on minimal skew simplex Sigma point sampling strategy in the frame of Kalman filter, which not only inherits all the merits of UKF, but also increases the computational efficiency. The experimental results for chaotic time series prediction show that WNN of the improved UKF has the faster training speed and higher prediction precision than that of EKF, and has a similar precision with that of UKF but high computational efficiency. In addition, it has also a good applicability to the chaotic time series prediction.
引用
收藏
页码：464 / 468
页数：5
相关论文
共 50 条
  • [1] Prediction of chaotic time series based on wavelet neural network
    Gao, L
    Lu, L
    Li, Z
    OCEANS 2001 MTS/IEEE: AN OCEAN ODYSSEY, VOLS 1-4, CONFERENCE PROCEEDINGS, 2001, : 2046 - 2050
  • [2] Prediction of Chaotic Time Series Based on Neural Network with Legendre Polynomials
    Wang, Hongwei
    Gu, Hong
    ADVANCES IN NEURAL NETWORKS - ISNN 2009, PT 1, PROCEEDINGS, 2009, 5551 : 836 - 843
  • [3] Prediction of chaotic time series using neural network
    Yazdani, Hamid
    NN'09: PROCEEDINGS OF THE 10TH WSEAS INTERNATIONAL CONFERENCE ON NEURAL NETWORKS: PROCEEDINGS OF THE 10TH WSEAS INTERNATIONAL CONFERENCE ON NEURAL NETWORKS (NN'09), 2009, : 47 - 54
  • [4] Multivariate Chaotic Time Series Prediction Using a Wavelet Diagonal Echo State Network
    Xu, Meiling
    Han, Min
    Wang, Jun
    2015 SECOND INTERNATIONAL CONFERENCE ON MATHEMATICS AND COMPUTERS IN SCIENCES AND IN INDUSTRY (MCSI), 2015, : 86 - 92
  • [5] Chaotic time series prediction for duffing system based on optimized bp neural network
    Yue, Hou
    Information Technology Journal, 2013, 12 (19) : 5401 - 5405
  • [6] Adaptive wavelet neural network prediction model based on chaotic algorithm
    Yin, Lisheng
    Huang, Xiyue
    Yang, Xin
    Yang, Zuyuan
    DYNAMICS OF CONTINUOUS DISCRETE AND IMPULSIVE SYSTEMS-SERIES B-APPLICATIONS & ALGORITHMS, 2007, 14 : 708 - 711
  • [7] Neural network for time series prediction and its application
    Zhou, YWJ
    Wang, S
    ICONIP'98: THE FIFTH INTERNATIONAL CONFERENCE ON NEURAL INFORMATION PROCESSING JOINTLY WITH JNNS'98: THE 1998 ANNUAL CONFERENCE OF THE JAPANESE NEURAL NETWORK SOCIETY - PROCEEDINGS, VOLS 1-3, 1998, : 1041 - 1044
  • [8] Time series prediction based on chaotic attractor
    Li, KP
    Chen, TL
    Gao, ZY
    COMMUNICATIONS IN THEORETICAL PHYSICS, 2003, 40 (03) : 311 - 314
  • [9] Prediction of chaotic time series using hybrid neural network and attention mechanism
    Huang Wei-Jian
    Li Yong-Tao
    Huang Yuan
    ACTA PHYSICA SINICA, 2021, 70 (01)
  • [10] RETRACTED: Wavelet SVM Regression Algorithm and Its Application in Chaotic Time Series Prediction (Retracted Article)
    Gan, Xusheng
    Lu, Yongxiang
    Cong, Wei
    Wang, Qing
    2011 INTERNATIONAL CONFERENCE ON ENERGY AND ENVIRONMENTAL SCIENCE-ICEES 2011, 2011, 11
12345