Single Multiplicative Neuron Model Artificial Neural Network with Autoregressive Coefficient for Time Series Modelling

Cagcag Yolcu, Ozge and Bas, Eren and Egrioglu, Erol and Yolcu, Ufuk (2018) Single Multiplicative Neuron Model Artificial Neural Network with Autoregressive Coefficient for Time Series Modelling. Neural Processing Letters, 47 (3). pp. 1133-1147. ISSN 1370-4621

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Abstract

Single multiplicative neuron model and multilayer perceptron have been commonly used for time series prediction problem. Having a simple structure and features of easily applicable differentiates the single multiplicative neuron model from the multilayer perception. While, multilayer perceptron just as many other artificial neural networks are data-based methods, single multiplicative neuron model has a model structure due to it is composed of a single neuron. Multilayer perceptron can highly compliance with data by changing its architecture, though single multiplicative neuron model, in this respect, is insufficient. In this study, to overcome this problem of single multiplicative neuron model, a new model that its weights and biases are obtained by way of autoregressive equations is proposed. Since the time indexes are considered to determine weights and biases from the autoregressive models, the proposed neural network can be evaluated as a data-based model. To show the performance and capability of the proposed method, various implementations have been executed over some well-known data sets. And the obtained results demonstrate that data-based proposed method has outstanding forecasting performance.

Item Type:
Journal Article
Journal or Publication Title:
Neural Processing Letters
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/asjc/1700/1712
Subjects:
?? autoregressive coefficientdata-based modelsingle multiplicative neuron modeltime series forecastingsoftwaregeneral neurosciencecomputer networks and communicationsartificial intelligenceneuroscience(all) ??
ID Code:
139395
Deposited By:
Deposited On:
05 Dec 2019 15:30
Refereed?:
Yes
Published?:
Published
Last Modified:
16 Jul 2024 11:20