摘要
建立了多维非线性时间序列投影寻踪学习网络结构及算法,证明了投影寻踪学习网络可以以任意精度逼近多维非线性时间序列,解决了基于投影寻踪学习的多维非线性时间序列的建模和预测问题,实际应用例子表明该算法可行。
The projection pursuit learning network to approximate multiple dimensional non-linear time series and the algorithm are presented in this paper, which can approximate the modes of multiple dimensional non-linear time series at any accuracy. The modeling and forecasting of multiple dimensional non-linear time series based on projection pursuit are solved, and a real example indicates that the algorithm is feasible.
出处
《系统仿真学报》
CAS
CSCD
2001年第1期75-77,共3页
Journal of System Simulation
关键词
非线性时间序列
投影寻踪学习
神经网络
non-linear time series
projection pursuit learning
neural network