Ghazali, Rozaida
Multi-step Time Series Forecasting Using Ridge Polynomial Neural Network with Error-Output Feedbacks
Waheeb, Waddah, Ghazali, Rozaida
Time series forecasting gets much attention due to its impact on many practical applications. Higher-order neural network with recurrent feedback is a powerful technique which used successfully for forecasting. It maintains fast learning and the ability to learn the dynamics of the series over time. For that, in this paper, we propose a novel model which is called Ridge Polynomial Neural Network with Error-Output Feedbacks (RPNN-EOFs) that combines the properties of higher order and error-output feedbacks. The well-known Mackey-Glass time series is used to test the forecasting capability of RPNN-EOFS. Simulation results showed that the proposed RPNN-EOFs provides better understanding for the Mackey-Glass time series with root mean square error equal to 0.00416. This result is smaller than other models in the literature. Therefore, we can conclude that the RPNN-EOFs can be applied successfully for time series forecasting.
Using Artificial Bee Colony Algorithm for MLP Training on Earthquake Time Series Data Prediction
Shah, Habib, Ghazali, Rozaida, Nawi, Nazri Mohd
Nowadays, computer scientists have shown the interest in the study of social insect's behaviour in neural networks area for solving different combinatorial and statistical problems. Chief among these is the Artificial Bee Colony (ABC) algorithm. This paper investigates the use of ABC algorithm that simulates the intelligent foraging behaviour of a honey bee swarm. Multilayer Perceptron (MLP) trained with the standard back propagation algorithm normally utilises computationally intensive training algorithms. One of the crucial problems with the backpropagation (BP) algorithm is that it can sometimes yield the networks with suboptimal weights because of the presence of many local optima in the solution space. To overcome ABC algorithm used in this work to train MLP learning the complex behaviour of earthquake time series data trained by BP, the performance of MLP-ABC is benchmarked against MLP training with the standard BP. The experimental result shows that MLP-ABC performance is better than MLP-BP for time series data.