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Impact of Noise on a Dynamical System: Prediction and Uncertainties from a Swarm-Optimized Neural Network
Joint Authors
López-Caraballo, C. H.
Lazzús, J. A.
Salfate, I.
Rojas, P.
Rivera, M.
Palma-Chilla, L.
Source
Computational Intelligence and Neuroscience
Issue
Vol. 2015, Issue 2015 (31 Dec. 2015), pp.1-10, 10 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2015-07-30
Country of Publication
Egypt
No. of Pages
10
Main Subjects
Abstract EN
An artificial neural network (ANN) based on particle swarm optimization (PSO) was developed for the time series prediction.
The hybrid ANN+PSO algorithm was applied on Mackey-Glass chaotic time series in the short-term x t + 6 .
The performance prediction was evaluated and compared with other studies available in the literature.
Also, we presented properties of the dynamical system via the study of chaotic behaviour obtained from the predicted time series.
Next, the hybrid ANN+PSO algorithm was complemented with a Gaussian stochastic procedure (called stochastic hybrid ANN+PSO) in order to obtain a new estimator of the predictions, which also allowed us to compute the uncertainties of predictions for noisy Mackey-Glass chaotic time series.
Thus, we studied the impact of noise for several cases with a white noise level σ N from 0.01 to 0.1.
American Psychological Association (APA)
López-Caraballo, C. H.& Lazzús, J. A.& Salfate, I.& Rojas, P.& Rivera, M.& Palma-Chilla, L.. 2015. Impact of Noise on a Dynamical System: Prediction and Uncertainties from a Swarm-Optimized Neural Network. Computational Intelligence and Neuroscience،Vol. 2015, no. 2015, pp.1-10.
https://search.emarefa.net/detail/BIM-1057664
Modern Language Association (MLA)
López-Caraballo, C. H.…[et al.]. Impact of Noise on a Dynamical System: Prediction and Uncertainties from a Swarm-Optimized Neural Network. Computational Intelligence and Neuroscience No. 2015 (2015), pp.1-10.
https://search.emarefa.net/detail/BIM-1057664
American Medical Association (AMA)
López-Caraballo, C. H.& Lazzús, J. A.& Salfate, I.& Rojas, P.& Rivera, M.& Palma-Chilla, L.. Impact of Noise on a Dynamical System: Prediction and Uncertainties from a Swarm-Optimized Neural Network. Computational Intelligence and Neuroscience. 2015. Vol. 2015, no. 2015, pp.1-10.
https://search.emarefa.net/detail/BIM-1057664
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1057664