Recurrent neural network with integrated wavelet based denoising unit
نویسندگان
چکیده
A denoising unit based on wavelet multiresolution analysis is added ahead of the multilayered perceptron with global recurrent connections. The learning algorithm is developed which uses the same cost function for setting all free parameters, those of the denoising unit and those of the neural network. It is illustrated that the proposed model outmatches the models without denoising unit and/or without recurrent connections in noisy time series prediction.
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