modelling and forecasting stock market is a challenging task for economists and engineers since it has a dynamic structure and nonlinear characteristic. this nonlinearity affects the efficiency of the price characteristics. using an artificial neural network (ann) is a proper way to model this nonlinearity and it has been used successfully in one-step-ahead and multi-step-ahead prediction of di...

Learning long-term temporal dependencies with recurrent neural networks can be a difficult problem. It has recently been shown that a class of recurrent neural networks called NARX networks perform much better than conventional recurrent neural networks for learning certain simple long-term dependency problems. The intuitive explanation for this behavior is that the output memories of a NARX ne...

Learning long-term temporal dependencies with recurrent neural networks can be a difficult problem. It has recently been shown that a class of recurrent neural networks called NARX networks perform much better than conventional recurrent neural networks for learning certain simple long-term dependency problems. The intuitive explanation for this behavior is that the output memories of a NARX ne...

â  abstract: in this paper, artificial neural network (ann) was used for modeling the nonlinear structure of a debutanizer column in a refinery gas process plant. the actual input-output data of the system were measured in order to be used for system identification based on root mean square error (rmse) minimization approach. it was shown that the designed recurrent neural network is able to pr...

Recurrent neural networks have become popular models for system identiication and time series prediction. NARX (Nonlinear AutoRegressive models with eXogenous inputs) neural network models are a popular subclass of recurrent networks and have been used in many applications. Though embedded memory can be found in all recurrent network models, it is particularly prominent in NARX models. We show ...

Modelling and forecasting Stock market is a challenging task for economists and engineers since it has a dynamic structure and nonlinear characteristic. This nonlinearity affects the efficiency of the price characteristics. Using an Artificial Neural Network (ANN) is a proper way to model this nonlinearity and it has been used successfully in one-step-ahead and multi-step-ahead prediction of di...

Recurrent neural networks have become popular models for system identification and time series prediction. Nonlinear autoregressive models with exogenous inputs (NARX) neural network models are a popular subclass of recurrent networks and have been used in many applications. Although embedded memory can be found in all recurrent network models, it is particularly prominent in NARX models. We sh...

  Abstract: In this paper, Artificial Neural Network (ANN) was used for modeling the nonlinear structure of a debutanizer column in a refinery gas process plant. The actual input-output data of the system were measured in order to be used for system identification based on root mean square error (RMSE) minimization approach. It was shown that the designed recurrent neural network is able to pr...

It has recently been shown that gradient descent learning algorithms for recurrent neural networks can perform poorly on tasks that involve long{term dependencies, i.e. those problems for which the desired output depends on inputs presented at times far in the past. In this paper we explore the long{term dependencies problem for a class of architectures called NARX recurrent neural networks, wh...

It has previously been shown that gradient-descent learning algorithms for recurrent neural networks can perform poorly on tasks that involve long-term dependencies, i.e. those problems for which the desired output depends on inputs presented at times far in the past. We show that the long-term dependencies problem is lessened for a class of architectures called nonlinear autoregressive models ...