Recurrent SOM with local linear models in time series prediction
نویسندگان
چکیده
Recurrent Self Organizing Map RSOM is studied in three di erent time series prediction cases RSOM is used to cluster the series into local data sets for which corresponding local linear models are estimated RSOM includes recurrent di erence vector in each unit which allows storing con text from the past input vectors Multilayer perceptron MLP network and autoregressive AR model are used to compare the prediction re sults In studied cases RSOM shows promising results
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Time Series Prediction using Recurrent SOM with Local Linear Models
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