Hierarchial Neural Network Implementation for Forecasting

Abstract

In this paper, a hierarchial neural network architecture for forecasting time series is presented. The architecture is composed of two hierarchial levels using a maximum likelihood competitive learning algorithm. The first level of the system has three experts each using backpropagation and a gating network to partition the input space in order to map the input vectors to the output vectors. The second level of the hierarchial network has an expert using Fuzzy ART for producing the correct trend coming from the first level. The experiments show that the resulting network is capable of forecasting the changes in the input and identifying the trends correctly.

Department(s)

Engineering Management and Systems Engineering

Document Type

Article - Conference proceedings

Document Version

Citation

File Type

text

Language(s)

English

Rights

© 2024 The Authors, All rights reserved.

Publication Date

01 Dec 1994

This document is currently not available here.

Share

 
COinS