Determining the input time delay /spl tau/ of a neural network for nonlinear time series prediction

Determining the input time delay /spl tau/ of a feed-forward neural network (FNN) for nonlinear time series prediction is an aspect to be considered. Now there is a prevailing method to determine the input time delay /spl tau/ of the neural network, which takes the /spl tau/ as the optimal time delay /spl tau//sub s/ in phase space reconstruction of the dynamic system. This paper presents a different idea that there is no direct relation between the input time delay /spl tau/ of the neural network and the optimal time delay /spl tau//sub s/, in phase space reconstruction. Considering some other factors, the paper makes sure that taking the FNN input time delay /spl tau/ as 1 is most reasonable. Some theoretic analyses and validation examples are given.