基于浅层和深层神经网络的NARX和NARMAX模型的时间序列预测

Francisco Muñoz, G. Acuña
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引用次数: 1

摘要

本文采用浅层神经网络和深层神经网络分别建立了NARX和NARMAX模型,对两个不同特征的时间序列进行了预测。假设是深度学习技术生成的模型优于浅层学习技术。结果表明,对于中等复杂性的问题,所提出的假设得到了满足,在这种情况下使用卷积神经网络(CNN),另一方面,对于低复杂性的问题,假设不被满足,因此在这些情况下建议使用极限学习机(ELM)。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Time Series Forecasting using NARX and NARMAX models with shallow and deep neural networks
In this work shallow and deep neural networks are used to develop NARX and NARMAX models for the prediction of two time series with different characteristics. The hypothesis is that the models generated with deep learning techniques outperform shallow techniques. The results show that for problems of medium complexity the proposed hypothesis is fulfilled highlighting in this case the use of convolutional neural network (CNN) On the other hand for problems of low complexity the hypothesis is not fulfilled so in in these cases the use of Extreme Learning Machine (ELM) is recommended.
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