Multi-step-ahead Prediction with Neural Networks: a Review

نویسندگان

  • R. Boné
  • M. Crucianu
چکیده

We review existing approaches in using neural networks for solving multi-step-ahead prediction problems. A few experiments allow us to further explore the relationship between the ability to learn longer-range dependencies and performance in multi-stepahead prediction. We eventually focus on characteristics of various multi-step-ahead prediction problems that encourage us to prefer one method over another.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Multi-Step-Ahead Prediction of Stock Price Using a New Architecture of Neural Networks

Modelling and forecasting Stock market is a challenging task for economists and engineers since it has a dynamic structure and nonlinear characteristic. This nonlinearity affects the efficiency of the price characteristics. Using an Artificial Neural Network (ANN) is a proper way to model this nonlinearity and it has been used successfully in one-step-ahead and multi-step-ahead prediction of di...

متن کامل

Neural Network Algorithms for Multi Step Ahead Prediction

Multimedia services became a major part of the internet network traffic. The bursty characteristics of the video traffic, produced by applications like video on demand, video broadcasting or videoconferencing, make it difficult to fulfill the Quality of Service (QoS) of the multimedia applications. Therefore it is important to utilize congestion control procedures. One of the procedures used to...

متن کامل

Prediction of pore facies using GMDH-type neural networks: a case study from the South Pars gas field, Persian Gulf basin

The current study proposes a two-step approach for pore facies characterization in the carbonate reservoirs with an example from the Kangan and Dalanformations in the South Pars gas field. In the first step, pore facies were determined based on Mercury Injection Capillary Pressure (MICP) data incorporation with the Hierarchical Clustering Analysis (HCA) method. In the next step, polynomial meta...

متن کامل

Hourly Wind Speed Prediction using ARMA Model and Artificial Neural Networks

In this paper, a comparison study is presented on artificial intelligence and time series models in 1-hour-ahead wind speed forecasting. Three types of typical neural networks, namely adaptive linear element, multilayer perceptrons, and radial basis function, and ARMA time series model are investigated. The wind speed data used are the hourly mean wind speed data collected at Binalood site in I...

متن کامل

Direct Method for Training Feed-Forward Neural Networks Using Batch Extended Kalman Filter for Multi-Step-Ahead Predictions

This paper is dedicated to the long-term, or multi-step-ahead, time series prediction problem. We propose a novel method for training feed-forward neural networks, such as multilayer perceptrons, with tapped delay lines. Special batch calculation of derivatives called Forecasted Propagation Through Time and batch modification of the Extended Kalman Filter are introduced. Experiments were carrie...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2002