Geodesic
Initialization of multilayered forecasting artificial neural networks
Učënye zapiski Kazanskogo universiteta. Seriâ Fiziko-matematičeskie nauki, Uchenye Zapiski Kazanskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki, Tome 152 (2010) no. 1, pp. 7-14

Voir la notice du chapitre de livre provenant de la source Math-Net.Ru

In this paper a method of initializing a neural network solving the problem of forecasting a time series is offered. The analogy with a linear prediction filter is used to select an initial weighting coefficient for neurons. Also the variants of decomposition of a transformation matrix corresponding to the linear prediction filter are offered to improve the initialization method quality. Through the neural nets forecasting of the Lorentz chaotic system's trajectory it is shown that the application of the given method allows significantly increasing the accuracy of the neural network prediction.
Keywords: neurofuzzy modeling, forecasting, neural network initialization, linear prediction filter. 
@article{UZKU_2010_152_1_a0,
     author = {V. V. Bochkarev and Yu. S. Maslennikova},
     title = {Initialization of multilayered forecasting artificial neural networks},
     journal = {U\v{c}\"enye zapiski Kazanskogo universiteta. Seri\^a Fiziko-matemati\v{c}eskie nauki},
     pages = {7--14},
     publisher = {mathdoc},
     volume = {152},
     number = {1},
     year = {2010},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/UZKU_2010_152_1_a0/}
}
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V. V. Bochkarev; Yu. S. Maslennikova. Initialization of multilayered forecasting artificial neural networks. Učënye zapiski Kazanskogo universiteta. Seriâ Fiziko-matematičeskie nauki, Uchenye Zapiski Kazanskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki, Tome 152 (2010) no. 1, pp. 7-14. http://geodesic.mathdoc.fr/item/UZKU_2010_152_1_a0/