EPNet for Chaotic Time-Series Prediction

EPNet is an evolutionary system for automatic design of arti-cial neural networks (ANNs) 1, 2, 3]. Unlike most previous methods on evolving ANNs, EPNet puts its emphasis on evolving ANN's behaviours rather than circuitry. The parsimony of evolved ANNs is encouraged by the sequential application of architectural mutations. In this paper, EP-Net is applied to a couple of chaotic time-series prediction problems (i.e., the Mackey-Glass diierential equation and the logistic map). The experimental results show that EPNet can produce very compact ANNs with good prediction ability in comparison with other algorithms.