A Delay Damage Model Selection Algorithm for NARX Neural Networks

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Date
1998-10-15Author
Lin, Tsungnan
Giles, C. Lee
Horne, Bill G.
Kung, Sun-Yang
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Show full item recordAbstract
Recurrent neural networks have become popular models for system
identification and time series prediction. NARX (Nonlinear
AutoRegressive models with eXogenous inputs) neural network models
are a popular subclass of recurrent networks and have beenused in
many applications. Though embedded memory can be found in all recurrent
network models, it is particularly prominent in NARX models.
We show that using intelligent memory order selection through pruning
and good initial heuristics significantly improves the generalization
and predictive performance of these nonlinear systems on problems as
diverse as grammatical inference and time series prediction.
(Also cross-referenced as UMIACS-TR-96-77)