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Determining the input time delay τ of a neural network for nonlinear time series prediction

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4 Author(s)
Sheng Zhang ; Dept. of Electron. Sci. & Eng., Nanjing Univ., China ; Hong-Xing Liu ; Dun-Tang Gao ; Wei Wang

Determining the input time delay τ 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 τ of the neural network, which takes the τ as the optimal time delay τs 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 τ of the neural network and the optimal time delay τs, in phase space reconstruction. Considering some other factors, the paper makes sure that taking the FNN input time delay τ as 1 is most reasonable. Some theoretic analyses and validation examples are given.

Published in:

Machine Learning and Cybernetics, 2003 International Conference on  (Volume:2 )

Date of Conference:

2-5 Nov. 2003

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