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Time Series Prediction Based on Adaptive Weight Online Sequential Extreme Learning Machine

Authors :
Junjie Lu
Jinquan Huang
Feng Lu
Source :
Applied Sciences, Vol 7, Iss 3, p 217 (2017)
Publication Year :
2017
Publisher :
MDPI AG, 2017.

Abstract

A novel adaptive weight online sequential extreme learning machine (AWOS-ELM) is proposed for predicting time series problems based on an online sequential extreme learning machine (OS-ELM) in this paper. In real-world online applications, the sequentially coming data chunk usually possesses varying confidence coefficients, and the data chunk with a low confidence coefficient tends to mislead the subsequent training process. The proposed AWOS-ELM can improve the training process by accessing the confidence coefficient adaptively and determining the training weight accordingly. Experiments on six time series prediction data sets have verified that the AWOS-ELM algorithm performs better in generalization performance, stability, and prediction ability than the OS-ELM algorithm. In addition, a real-world mechanical system identification problem is considered to test the feasibility and efficacy of the AWOS-ELM algorithm.

Details

Language :
English
ISSN :
20763417
Volume :
7
Issue :
3
Database :
Directory of Open Access Journals
Journal :
Applied Sciences
Publication Type :
Academic Journal
Accession number :
edsdoj.ba998e3890b4ed0b0625fb854192074
Document Type :
article
Full Text :
https://doi.org/10.3390/app7030217