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Modelling nonstationary dynamics

✍ Scribed by M.I. Széliga; P.F. Verdes; P.M. Granitto; H.A. Ceccatto

Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
113 KB
Volume
327
Category
Article
ISSN
0378-4371

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✦ Synopsis

We incorporate the use of validation data to cope with noisy records in a neural network-based method for modelling the dynamics of slowly changing nonstationary systems. As a byproduct, we obtain a precise criterion to ÿnd the optimal value of a required internal hyperparameter. Testing these ideas on a controlled problem shows that the resulting algorithm is able to outperform previous methods in the literature, allowing a more accurate modelling of nonstationary dynamics.

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