Structure identification of NN-ANARX model by genetic algorithm with combined cross-correlation-test based evaluation function

Application of genetic algorithm to determine structure of Neural Networks based Additive Nonlinear eXogenous (NN-ANARX) model and if possible to simplify the architecture of corresponding neural network constitutes subject of present paper. In this paper, we construct a specific fitness function, which depends on mean square error, certain cross correlation coefficients and an order of the model.