RBF Neural Network Sturcture for Prediction of Non-linear, Non-stationary Time Series

비선형, 비정상 시계열 예측을 위한RBF(Radial Basis Function) 신경회로망 구조

In this paper, a modified RBF (Radial Basis Function) neural network structure is suggested for the prediction of time series with non-linear, non-stationary characteristics. Conventional RBF neural network predicting time series by using past outputs is for sensing the trajectory of the time series and for reacting when there exists strong relation between input and hidden neuron's RBF center. But this response is highly sensitive to level and trend of time serieses. In order to overcome such dependencies, hidden neurons are modified to react to the increments of input variable and multiplied by increments(or decrements) of out puts for prediction. When the suggested structure is applied to prediction of Lorenz equation, and Rossler equation, improved performances are obtainable.