Chaotic Time Series Prediction Using Rough-Neural Networks
نویسندگان
1 Department of Mathematics, Payame Noor University, Tehran, Iran.
2 Department of Mathematics, Payame Noor University, Tehran, Iran
doi
10.22052/mir.2023.242878.1290چکیده
Artificial neural networks with amazing properties, such as universal approximation, have been utilized to approximate the nonlinear processes in many fields of applied sciences. This work proposes the rough-neural networks (R-NNs) for the one-step ahead prediction of chaotic time series. We adjust the parameters of R-NNs using a continuous-time Lyapunov-based training algorithm, and prove its stability using the continuous form of Lyapunov stability theory. Then, we utilize the R-NNs to predict the well-known Mackey-Glass time series, and Henon map, and compare the simulation results with some well-known neural models.