Predicting Time Series with Wavelet Packet Neural Networks
نویسندگان
چکیده
Inspired by both the multilayer perceptron (MLP) and wavelet decomposition, Zhang and Benveniste proposed the wavelet MLP (W-MLP), which has been usedfor time series prediction. The wavelet packet MLP (WP-MLP) is an MLP with the wavelet packet as a feature extraction method to obtain time-frequency information. The WPMLP has been successfully applied to biomedical, image and speech classification. In this paper, we demonstrate that the WP-MLP can be a very promising approach to time series prediction.
منابع مشابه
HYBRID ARTIFICIAL NEURAL NETWORKS BASED ON ACO-RPROP FOR GENERATING MULTIPLE SPECTRUM-COMPATIBLE ARTIFICIAL EARTHQUAKE RECORDS FOR SPECIFIED SITE GEOLOGY
The main objective of this paper is to use ant optimized neural networks to generate artificial earthquake records. In this regard, training accelerograms selected according to the site geology of recorder station and Wavelet Packet Transform (WPT) used to decompose these records. Then Artificial Neural Networks (ANN) optimized with Ant Colony Optimization and resilient Backpropagation algorith...
متن کاملForecasting Stock Market Using Wavelet Transforms and Neural Networks and ARIMA (Case study of price index of Tehran Stock Exchange)
The goal of this research is to predict total stock market index of Tehran Stock Exchange, using the compound method of ARIMA and neural network in order for the active participations of finance market as well as macro decision makers to be able to predict trend of the market. First, the series of price index was decomposed by wavelet transform, then the smooth's series predicted by using...
متن کاملForecasting Stock Market Using Wavelet Transforms and Neural Networks: An integrated system based on Fuzzy Genetic algorithm (Case study of price index of Tehran Stock Exchange)
The jamor purpose of the present research is to predict the total stock market index of Tehran Stock Exchange, using a combined method of Wavelet transforms, Fuzzy genetics, and neural network in order to predict the active participations of finance market as well as macro decision makers.To do so, first the prediction was made by neural network, then a series of price index was decomposed by w...
متن کاملThe use of wavelet - artificial neural network and adaptive neuro fuzzy inference system models to predict monthly precipitation
Precipitation forecasting due to its random nature in space and time always faced with many problems and this uncertainty reduces the validity of the forecasting model. Nowadays nonlinear networks as intelligent systems to predict such complex phenomena are widely used. One of the methods that have been considered in recent years in the fields of hydrology is use of wavelet transform as a moder...
متن کاملGyroscope Random Drift Modeling, using Neural Networks, Fuzzy Neural and Traditional Time- series Methods
In this paper statistical and time series models are used for determining the random drift of a dynamically Tuned Gyroscope (DTG). This drift is compensated with optimal predictive transfer function. Also nonlinear neural-network and fuzzy-neural models are investigated for prediction and compensation of the random drift. Finally the different models are compared together and their advantages a...
متن کامل