![](/images/graphics-bg.png)
Levenberg-Marquardt Algorithm for Mackey-Glass Chaotic Time Series Prediction
Joint Authors
Zhao, Junsheng
Yu, Xingjiang
Zhang, Xingfang
Li, Yong-Min
Source
Discrete Dynamics in Nature and Society
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-6, 6 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-11-11
Country of Publication
Egypt
No. of Pages
6
Main Subjects
Abstract EN
For decades, Mackey-Glass chaotic time series prediction has attracted more and more attention.
When the multilayer perceptron is used to predict the Mackey-Glass chaotic time series, whatwe should do is to minimize the loss function.
As is well known, the convergence speed of the loss function is rapid in the beginning of the learning process, while the convergence speed is very slow when the parameter is near to the minimum point.
In order to overcome these problems, we introduce the Levenberg-Marquardt algorithm (LMA).
Firstly, a rough introduction is given to the multilayer perceptron, including the structure and the model approximation method.
Secondly, we introduce the LMA and discuss how to implement the LMA.
Lastly, an illustrative example is carried out to show the prediction efficiency of the LMA.
Simulations show that the LMA can give more accurate prediction than the gradient descent method.
American Psychological Association (APA)
Zhao, Junsheng& Li, Yong-Min& Yu, Xingjiang& Zhang, Xingfang. 2014. Levenberg-Marquardt Algorithm for Mackey-Glass Chaotic Time Series Prediction. Discrete Dynamics in Nature and Society،Vol. 2014, no. 2014, pp.1-6.
https://search.emarefa.net/detail/BIM-1035026
Modern Language Association (MLA)
Zhao, Junsheng…[et al.]. Levenberg-Marquardt Algorithm for Mackey-Glass Chaotic Time Series Prediction. Discrete Dynamics in Nature and Society No. 2014 (2014), pp.1-6.
https://search.emarefa.net/detail/BIM-1035026
American Medical Association (AMA)
Zhao, Junsheng& Li, Yong-Min& Yu, Xingjiang& Zhang, Xingfang. Levenberg-Marquardt Algorithm for Mackey-Glass Chaotic Time Series Prediction. Discrete Dynamics in Nature and Society. 2014. Vol. 2014, no. 2014, pp.1-6.
https://search.emarefa.net/detail/BIM-1035026
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1035026