2011
DOI: 10.4304/jcp.6.7.1424-1429
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Sunspot Forecasting by Using Chaotic Time-series Analysis and NARX Network

Abstract: Chaotic time-series is a dynamic nonlinear system whose features can not be fully reflected by Linear Regression Model or Static Neural Network. While Nonlinear Autoregressive with eXogenous input includes feedback of network output, therefore, it can better reflect the system’s dynamic feature. Take annual active times of sunspot as an example, after verifying the chaos of sunspot time-series and calculating the series’ embedding dimension and delay, we establish sunspot prediction model w… Show more

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Cited by 24 publications
(18 citation statements)
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“…The weights and biases update laws use the Levenberg-Marquardt optimization scheme [52] which minimizes a combination of the squared error of the estimated and actual values of the output and weights and then determines the optimal combination for minimizing a nonlinear performance index. These details are not included and can be found from [61]. It should be pointed out that the details corresponding to the training algorithm of the Elman neural network that is introduced in the next section are provided explicitly.…”
Section: Narx Neural Networkmentioning
confidence: 97%
“…The weights and biases update laws use the Levenberg-Marquardt optimization scheme [52] which minimizes a combination of the squared error of the estimated and actual values of the output and weights and then determines the optimal combination for minimizing a nonlinear performance index. These details are not included and can be found from [61]. It should be pointed out that the details corresponding to the training algorithm of the Elman neural network that is introduced in the next section are provided explicitly.…”
Section: Narx Neural Networkmentioning
confidence: 97%
“…Nonlinear systems can be approximated by an MLP network, called NARX, a powerful dynamic model for time series prediction (Jiang and Song, 2011;Menezes Jr. and Barreto, 2008). The architecture of a NARX network based on a multilayer perceptron neural network consists of p antecedent values of exogenous input vectors X(t), such as online rainfall intensity; q antecedent actual values z(t + n − q), such as inundation depths, which are tapped-delay inputs or fed back from the model's output; and a single n-step-ahead outputẑ(t + n).…”
Section: Narx Networkmentioning
confidence: 99%
“…The network also provides faster convergences with better generalization than other networks. Recently, NARX networks have been applied for solving non-linear problems in various fields other than hydrological applications with remarkable results [28][29][30]. In the present study, the results of simultaneous forecasting on a river system obtained with NARX were used for comparison with the results obtained with RBFNN.…”
Section: Introductionmentioning
confidence: 96%