Neural Networks for Prediction

Razvan Andonie, Professor

Contents:

Modeling of Time Series

Temporal Back-Propagation

Time Delay Neural Networks

Real-Time Recurrent Networks

Elman Networks

Jordan Networks

Dynamic System Identification Using Feedforward Neural Networks and Recurrent Neural Networks

Modeling and Prediction Using GMDH Networks

Multi-Recurrent Networks

Prerequisites:

Neural Networks

Bibliography:

Dorffner, G. Neural Networks for Time Series Processing. Neural Network World, 6, 1996, 447–468.

Pham, D.T., Liu, X. Neural Networks for Identification, Prediction and Control, Springer–Verlag, London, 1995.

Vemuri, V.R., Rogers, R.D. Artificial Neural Networks: Forecasting Time Series, IEEE Computer Society Press, Los Alamitos, California, 1994.

Janacek, G., Swift, L. Time Series: Forecasting, Simulation, Applications, Ellis Horwood, New York, 1993.

Azoff, E.M., Neural Network Time Series Forecasting of Financial Markets, John Wiley & Sons, Chichester, 1994.

Fu, L.M., Neural Networks in Computer Intelligence, McGraw-Hill, New York, 1994.

Ulbricht, C., Multi-Recurrent Network for Traffic Forecasting, in: Proceedings of the Twelfth National Conference on Artificial Intelligence, AAAI Press/MIT Press, Cambridge, MA, 1994, 883-888.

Haykin, S. Neural Networks - A Comprehensive Foundation, Macmillan College Publishing Company, New York, 1994.

Links:

Adaptive Information Systems - Vienna University Project