Por favor, use este identificador para citar o enlazar este ítem: http://repositoriodigital.ipn.mx/handle/123456789/14984
Registro completo de metadatos
Campo DC Valor Lengua/Idioma
dc.contributor.authorPucheta, Julián A.-
dc.contributor.authorRodríguez Rivero, Cristian M.-
dc.contributor.authorHerrera, Martín R.-
dc.contributor.authorSalas, Carlos A.-
dc.contributor.authorKuchen, Benjamín R.-
dc.contributor.authorPatiño, H. Daniel-
dc.identifier.citationRevista Computación y Sistemas; Vol. 14 No. 4es
dc.description.abstractAbstract. In this work a feed-forward NN based NAR model for forecasting time series is presented. The learning rule used to adjust the NN weights is based on the Levenberg-Marquardt method. In function of the long or short term stochastic dependence of the time series, we propose an on-line heuristic law to set the training process and to modify the NN topology. The approach is tested over five time series obtained from samples of the Mackey-Glass delay differential equations and from monthly cumulative rainfall. Three sets of parameters for MG solution were used, whereas the monthly cumulative rainfall belongs to two different sites and times period, La Perla 1962-1971 and Santa Francisca 200-2010, both located at Córdoba, Argentina. The approach performance presented is shown by forecasting the 18 future values from each time series simulated by a Monte Carlo of 500 trials with fractional Gaussian noise to specify the variance.es
dc.description.sponsorshipInstituto Politécnico Nacional - Centro de Investigación en Computación (CIC).es
dc.publisherRevista Computación y Sistemas; Vol. 14 No. 4es
dc.relation.ispartofseriesRevista Computación y Sistemas;Vol. 14 No. 4-
dc.subjectKeywords. Neural networks, time series forecast, Hurst’s parameter, Mackey-Glass.es
dc.titleA Feed-Forward Neural Networks-Based Nonlinear Autoregressive Model for Forecasting Time Serieses
dc.title.alternativeModelo Auto Regresivo no Lineal Basado en Redes Neuronales Multicapa para Pronóstico de Series Temporaleses
dc.description.especialidadInvestigación en Computaciónes
Aparece en las colecciones: Revistas

Ficheros en este ítem:
Fichero Descripción Tamaño Formato  
423_7_598_10.pdf1.64 MBAdobe PDFVisualizar/Abrir

Los ítems de DSpace están protegidos por copyright, con todos los derechos reservados, a menos que se indique lo contrario.