Sequential Adaptation of Radial Basis Function Neural Networks and its Application to Time-series Prediction

نویسندگان

  • M. Niranjan
  • F. Fallside
چکیده

F. Fallside We develop a sequential adaptation algorithm for radial basis function (RBF) neural networks of Gaussian nodes, based on the method of successive F-Projections. This method makes use of each observation efficiently in that the network mapping function so obtained is consistent with that information and is also optimal in the least L 2-norm sense. The RBF network with the F-Projections adaptation algorithm was used for predicting a chaotic time-series. We compare its performance to an adaptation scheme based on the method of stochastic approximation, and show that the F-Projections algorithm converges to the underlying model much faster.

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تاریخ انتشار 1990