Phase space learning in an autonomous dynamical neural network

2006 ◽  
Vol 69 (16-18) ◽  
pp. 2340-2345 ◽  
Author(s):  
Hiroshi Inazawa ◽  
Garrison W. Cottrell
Keyword(s):  
Neural Network ◽  
Phase Space ◽  
Dynamical Neural Network

scholarly journals Detecting Predictable Segments of Chaotic Financial Time Series via Neural Network

Electronics ◽  
2020 ◽  
Vol 9 (5) ◽  
pp. 823
Author(s):  
Tianle Zhou ◽  
Chaoyi Chu ◽  
Chaobin Xu ◽  
Weihao Liu ◽  
Hao Yu
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Phase Space ◽  
Financial Market ◽  
Financial Time Series ◽  
Influential Factors ◽  
Series Data ◽  
Phase Point ◽  
Price Fluctuations ◽  
Financial Time

In this study, a new idea is proposed to analyze the financial market and detect price fluctuations, by integrating the technology of PSR (phase space reconstruction) and SOM (self organizing maps) neural network algorithms. The prediction of price and index in the financial market has always been a challenging and significant subject in time-series studies, and the prediction accuracy or the sensitivity of timely warning price fluctuations plays an important role in improving returns and avoiding risks for investors. However, it is the high volatility and chaotic dynamics of financial time series that constitute the most significantly influential factors affecting the prediction effect. As a solution, the time series is first projected into a phase space by PSR, and the phase tracks are then sliced into several parts. SOM neural network is used to cluster the phase track parts and extract the linear components in each embedded dimension. After that, LSTM (long short-term memory) is used to test the results of clustering. When there are multiple linear components in the m-dimension phase point, the superposition of these linear components still remains the linear property, and they exhibit order and periodicity in phase space, thereby providing a possibility for time series prediction. In this study, the Dow Jones index, Nikkei index, China growth enterprise market index and Chinese gold price are tested to determine the validity of the model. To summarize, the model has proven itself able to mark the unpredictable time series area and evaluate the unpredictable risk by using 1-dimension time series data.

scholarly journals An Ultrashort-Term Net Load Forecasting Model Based on Phase Space Reconstruction and Deep Neural Network

2019 ◽  
Vol 9 (7) ◽  
pp. 1487 ◽  
Author(s):  
Fei Mei ◽  
Qingliang Wu ◽  
Tian Shi ◽  
Jixiang Lu ◽  
Yi Pan ◽  
...  
Keyword(s):  
Neural Network ◽  
Phase Space ◽  
Deep Neural Network ◽  
Time Series Data ◽  
Load Forecasting ◽  
Phase Space Reconstruction ◽  
Series Data ◽  
Forecasting Model ◽  
Model Based ◽  
Net Load

Recently, a large number of distributed photovoltaic (PV) power generations have been connected to the power grid, which resulted in an increased fluctuation of the net load. Therefore, load forecasting has become more difficult. Considering the characteristics of the net load, an ultrashort-term forecasting model based on phase space reconstruction and deep neural network (DNN) is proposed, which can be divided into two steps. First, the phase space reconstruction of the net load time series data is performed using the C-C method. Second, the reconstructed data is fitted by the DNN to obtain the predicted value of the net load. The performance of this model is verified using real data. The accuracy is high in forecasting the net load under high PV penetration rate and different weather conditions.

Prediction of Chaotic Time Series of Bridge Monitoring System Based on Multi-Step Recursive BP Neural Network

2010 ◽  
Vol 159 ◽  
pp. 138-143 ◽  
Author(s):  
Jian Xi Yang ◽  
Jian Ting Zhou
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Phase Space ◽  
Bp Neural Network ◽  
Chaotic Time Series ◽  
Effective Theory ◽  
Maximum Lyapunov Exponent ◽  
Space Correlation ◽  
Bridge Monitoring System ◽  
Monitoring Information

BHM is an important means to assess and predict the safety operation of large bridge in service around the world. Given the missing of real-time monitoring information for some time and the lack of effective theory and technique to capture the missing information and even to predict the evolution of structure, this paper made an attempt to predict the evolution of monitoring information using time series and chaotic theory. Firstly, maximum Lyapunov exponent of available monitoring information is calculated to assess the chaos of the bridge structure. The parameters of reconstructed phase space, correlation dimension and time delay, are calculated by C-C algorithm and G-P algorithm respectively. According to empirical formula, one 3-layer BP neural network is established Ten recursions are carried out. The results show that multi-layer recursive BP neural network is able to predict BHM information. Using chaotic time series to reconstruct phase space and applying multi-layer recursive BP neural network to predict BHM information facilitates further estimation and prediction of bridge safety condition by means of chaotic nonlinear characteristics.

scholarly journals Automatical Knowledge Representation of Logical Relations by Dynamical Neural Network

2017 ◽  
Vol 26 (4) ◽  
pp. 625-639 ◽  
Author(s):  
Gang Wang
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Artificial Neural Networks ◽  
Knowledge Representation ◽  
Network Structure ◽  
Back Propagation ◽  
Back Propagation Neural Network ◽  
Ann Model ◽  
Functional Approximation ◽  
Dynamical Neural Network

AbstractCurrently, most artificial neural networks (ANNs) represent relations, such as back-propagation neural network, in the manner of functional approximation. This kind of ANN is good at representing the numeric relations or ratios between things. However, for representing logical relations, these ANNs have disadvantages because their representation is in the form of ratio. Therefore, to represent logical relations directly, we propose a novel ANN model called probabilistic logical dynamical neural network (PLDNN). Inhibitory links are introduced to connect exciting links rather than neurons so as to inhibit the connected exciting links conditionally to make them represent logical relations correctly. The probabilities are assigned to the weights of links to indicate the belief degree in logical relations under uncertain situations. Moreover, the network structure of PLDNN is less limited in topology than traditional ANNs, and it is dynamically built completely according to the data to make it adaptive. PLDNN uses both the weights of links and the interconnection structure to memorize more information. The model could be applied to represent logical relations as the complement to numeric ANNs.

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