We study the autocorrelation structure of aggregates from a continuous-time process. The underlying continuous-time process or some of its higher derivative is assumed to be a stationary continuous-time auto-regressive fractionally integrated moving-average (CARFIMA) process with Hurst parameter H. We derive closed-form expressions for the limiting autocorrelation function and the normalized sp...

This paper presents analysis of a modified Feed Forward Multilayer Perceptron (FMP) by inserting an ARMA (Auto Regressive Moving Average) model at each neuron (processor node) with the Backp ropagation learning algorithm. The stability analysis is presented to establish the convergence theory of the Back propagation algorithm based on the Lyapunov function. Furthermore, the analysis extends the...

Nonlinear structural dynamic system identification is often more a subjective art than it is a direct application of some particular method in systems theory. The nonlinear problem is subjective because although there are many analytical methods from which to choose, there is no general approach to detect, characterise, or model input-output relationships in nonlinear systems. This paper is a s...

In this paper, we investigate the robustness of Feed Forward Neural Network (FFNN) ensemble models applied to quarterly time series forecasting tasks, by comparing their prediction ability with that of Seasonal Auto-regressive Integrated Moving Average (SARIMA) models. We obtained adequate SARIMA models which required statistical knowledge and considerable effort. On the other hand, FFNN ensemb...

Time series data mining (TSDM) techniques explores large amount of time series data in search of interesting relationships among variables. The TSDM methods overcome limitations including stationarity and linearity requirements of traditional time series analysis by adapting data mining concepts for analyzing time series data. The Feed Forward Neural Net is one of the most widely used neural ne...

Many models have been developed to forecast wind farm power output. It is generally difficult to determine whether the performance of one model is consistently better than that of another model under all circumstances. Motivated by this finding, we aimed to integrate groups of models into an aggregated model using fuzzy theory to obtain further performance improvements. First, three groups of l...

In the neurological intensive care unit (NICU), prediction of impending changes in patient condition would be highly beneficial. In this paper, we employ a neuro-fuzzy inference system (NFIS) for short-term prediction of heart rate variability in the NICU. An NFIS was selected because it allows for a "gray-box" approach through which a system identification procedure is used in conjunction with...

In this paper an alternative adaptation of the Orthogonal Block Adaptive Line Enhancer (OBALE) is presented. The adaptive lter within the OBALE has an auto-regressive-moving-average (ARMA) form which is based on classical Laguerre orthogonal functions. This has the advantages of short lter length and, with a lattice structure, stability. The frequencies and radii of the poles within the orthogo...

In this paper, output feedback adaptive control is investigated for a class of nonlinear systems in output-feedback form with unknown control gains. To construct output feedback control, the system is transformed into the form of the NARMA (nonlinear-auto-regressive-moving-average) model, based on which future output prediction is carried out. With employment of the predicted future output, a c...

This paper presents the adaptation of CORBFN, an evolutionary cooperative-competitive hybrid algorithm for the design of Radial Basis Function Networks, for short-term forecasting of the price of extra virgin olive oil. In the proposed cooperative-competitive environment, each individual represents a Radial Basis Function, and the entire population is responsible for the final solution. In orde...