• Journal of the Korean Institute of Telematics and Electronics S
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• v.35S no.10
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• pp.166-174
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• 1998

Neural networks, having highly nonlinear dynamics by virtue of the distributed nonlinearities and the learing ability, have the potential for the adaptive prediction of nonstationary signals. This paper describes the nonlinear prediction of these signals in two ways; using a nonlinear module and the cascade combination of nonlinear and linear modules. Fully-connected recurrent neural networks (RNNs) and a conventional tapped-delay-line (TDL) filter are used as the nonlinear and linear modules respectively. The dynamic behavior of the proposed predictors is demonstrated for chaotic time series adn speech signals. For the relative comparison of prediction performance, the proposed predictors are compared with a conventional ARMA linear prediction model. Experimental results show that the neural networks based adaptive predictor ourperforms the traditional linear scheme significantly. We also find that the cascade combination predictor is well suitable for the prediction of the time series which contain large variations of signal amplitude.