Levenberg-Marquardt algorithm for Mackey-Glass chaotic time series prediction
Summary: For decades, Mackey-Glass chaotic time series prediction has attracted more and more attention. When the multilayer perceptron is used to predict the Mackey-Glass chaotic time series, what we should do is to minimize the loss function. As is well known, the convergence speed of the loss function is rapid in the beginning of the learning process, while the convergence speed is very slow when the parameter is near to the minimum point. In order to overcome these problems, we introduce the Levenberg-Marquardt algorithm (LMA). Firstly, a rough introduction is given to the multilayer perceptron, including the structure and the model approximation method. Secondly, we introduce the LMA and discuss how to implement the LMA. Lastly, an illustrative example is carried out to show the prediction efficiency of the LMA. Simulations show that the LMA can give more accurate prediction than the gradient descent method.
- Chaos time-series prediction based on an improved recursive Levenberg-Marquardt algorithm
- Multi-step prediction of chaotic time series using the least squares support vector machines
- scientific article; zbMATH DE number 6962169
- Recursive prediction of chaotic time series
- Nonlinear prediction of chaotic time series
- Regularized local linear prediction of chaotic time series
- scientific article; zbMATH DE number 1159185
- Dynamical prediction of chaotic time series
- Prediction of multivariable chaotic time series based on maximal Lyapunov exponent
- A Differential-Delay Equation Arising in Optics and Physiology
- A method for the solution of certain non-linear problems in least squares
- Algorithms for the Solution of the Nonlinear Least-Squares Problem
- An Algorithm for Least-Squares Estimation of Nonlinear Parameters
- Domain-decomposition method for the global dynamics of delay differential equations with unimodal feedback
- Dynamics of Learning Near Singularities in Layered Networks
- Dynamics of learning near singularities in radial basis function networks
- Oscillation and chaos in physiological control systems
- Respiratory control and the onset of periodic breathing
- The 2-dimensional attractor of 𝑥’(𝑡)=-𝜇𝑥(𝑡)+𝑓(𝑥(𝑡-1))
- The Poincaré-Bendixson theorem for monotone cyclic feedback systems with delay
- Theory of functional differential equations. 2nd ed
This page was built for publication: Levenberg-Marquardt algorithm for Mackey-Glass chaotic time series prediction
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2320690)
