Training Dynamic Neural Networks Using the Extended Kalman Filter for Multi-Step-Ahead Predictions

DOI10.1007/978-3-319-09903-3_11MaRDI QIDQ2950101zbMATH OpenOpenAlexFDO

Authors Artem Chernodub

Publication date 8 October 2015

Published in Springer Series in Bio-/Neuroinformatics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-09903-3_11

zbMATH Keywords

multi-step-ahead predictionbackpropagation through timeforecasted propagation through timemini-batch extended Kalman filter

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Learning and adaptive systems in artificial intelligence (68T05) Inference from stochastic processes and prediction (62M20)

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Cited in

(7)

• Multi-step learning rule for recurrent neural models: An application to time series forecasting
• scientific article; zbMATH DE number 6612612 (Why is no real title available?)
• Extended Kalman filter training of neural networks on a SIMD parallel machine
• A new approach to real‐time training of dynamic neural networks
• Extended and unscented Kalman filtering based feedforward neural networks for time series prediction
• An application of neural networks trained with Kalman filter variants (EKF and UKF) to heteroscedastic time series forecasting
• A modified extended Kalman filter method for multi-layered neural network training

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