A Particle Filter based Neural Network Training Algorithm for the Modeling of North Atlantic Oscillation

Chaotic dynamical systems are present in the nature in various forms such as the weather, activities in human brain, variation in stock market, flows and turbulence. In order to get a detailed understanding of a system, the modeling and analysis of the system is to be done in an effective way. A recurrent neural network (RNN) structure has been designed for modeling the dynamical system. The neural network weights are estimated using the Particle Filter algorithm. There are various natural systems, which can be represented by chaotic dynamical systems. But closed form mathematical equations for such systems are not readily available for