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Online Sequential Prediction for Nonstationary Time Series with New Weight-Setting Strategy Using Extreme Learning Machine
Joint Authors
Mao, Wentao
Wang, Jinwan
Wang, Liyun
Tian, Mei
Source
Mathematical Problems in Engineering
Issue
Vol. 2015, Issue 2015 (31 Dec. 2015), pp.1-13, 13 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2015-05-27
Country of Publication
Egypt
No. of Pages
13
Main Subjects
Abstract EN
Accurate and fast prediction of nonstationary time series is challenging and of great interest in both practical and academic areas.
In this paper, an online sequential extreme learning machine with new weighted strategy is proposed for nonstationary time series prediction.
First, a new leave-one-out (LOO) cross-validation error estimation for online sequential data is proposed based on inversion of block matrix.
Second, a new weighted strategy based on the proposed LOO error estimation is proposed.
This strategy ranks the samples’ importance by means of the LOO error of each new added sample and then assigns various weights.
Performance comparisons of the proposed method with other existing algorithms are presented based on chaotic and real-world nonstationary time series data.
The results show that the proposed method outperforms the classical ELM and OS-ELM in terms of generalization performance and numerical stability.
American Psychological Association (APA)
Mao, Wentao& Wang, Jinwan& Wang, Liyun& Tian, Mei. 2015. Online Sequential Prediction for Nonstationary Time Series with New Weight-Setting Strategy Using Extreme Learning Machine. Mathematical Problems in Engineering،Vol. 2015, no. 2015, pp.1-13.
https://search.emarefa.net/detail/BIM-1073937
Modern Language Association (MLA)
Mao, Wentao…[et al.]. Online Sequential Prediction for Nonstationary Time Series with New Weight-Setting Strategy Using Extreme Learning Machine. Mathematical Problems in Engineering No. 2015 (2015), pp.1-13.
https://search.emarefa.net/detail/BIM-1073937
American Medical Association (AMA)
Mao, Wentao& Wang, Jinwan& Wang, Liyun& Tian, Mei. Online Sequential Prediction for Nonstationary Time Series with New Weight-Setting Strategy Using Extreme Learning Machine. Mathematical Problems in Engineering. 2015. Vol. 2015, no. 2015, pp.1-13.
https://search.emarefa.net/detail/BIM-1073937
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1073937