TCB Publications - Abstract

Jörg A. Walter, Helge Ritter, and Klaus Schulten. Non-linear prediction with self-organizing maps. In International Joint Conference on Neural Networks, San Diego, California, volume 1, pp. 589-594. The Institute of Electrical and Electronics Engineers, New York, 1990.

WALT90 We consider the problem of predicting highly non-linear time sequence data, where the usual approach of adaptive, linear regressive models has difficulty. For this case, we suggest the use of an adaptive covering of the state space of the process with a set of linear regressive models, each of which is only locally used. We show that such an adaptive covering, together with learning of the appropriate prediction coefficients, can be realized using Kohonen's algorithm of self-organizing maps. To illustrate the method, we present simulation results for a set of benchmarking problems.

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