Regularized Learning Algorithm for Neural  Network  based Time Series Dynamic Predictors

潘维民; 沈理

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Regularized Learning Algorithm for Neural Network based Time Series Dynamic Predictors

更新时间：2025-12-08

- Regularized Learning Algorithm for Neural Network based Time Series Dynamic Predictors
- Acta Electronica Sinica Issue 11, (1999)
- 作者机构：
  
  1. 北京邮电大学计算机学院,北京,100056
  2. 中国科学院计算技术研究所,北京,100080
  3. 北京邮电大学计算机学院!北京100056中国科学院计算技术研究所,北京,100080
- 作者简介：
- 基金信息：
- DOI：
  CLC： TP183
- Published：1999
- 稿件说明：
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[1]潘维民,沈理.基于神经网络的时间序列动态预测器的调整学习算法[J].电子学报,1999(11):2-5.

潘维民, 沈理. Regularized Learning Algorithm for Neural Network based Time Series Dynamic Predictors[J]. Acta Electronica Sinica, 1999, (11).
[1]潘维民,沈理.基于神经网络的时间序列动态预测器的调整学习算法[J].电子学报,1999(11):2-5. DOI：

潘维民, 沈理. Regularized Learning Algorithm for Neural Network based Time Series Dynamic Predictors[J]. Acta Electronica Sinica, 1999, (11). DOI：

摘要

时间序列预测在金融等领域有着广泛的应用.近年来

基于时间网络的时间序列预测器引起了人们极大的研究兴趣.然而

基于神经网络的时间序列预测器经常给出无效的预测值.本文首先从理论上分析了基于神经网络的时间序列预测器给出无效预测值的概率

然后给出基于神经网络的时间序列预测器的调整学习算法（RLNNP）.采用RLNNP算法

基于神经网络的时间序列预测器

经过充分训练能够给出时间序列的有效预测值

Abstract

Time series prediction can be applied to a lot of fields such as financial analysis etc.Recently

there are growing interests in neural network based time series predictors.However

neural network based time series predictor often gives invalid predictions.In this paper

the probability of invalid prediction given by neural network based is analyzed firstly.And then a new Regularized Learning algorithm is proposed for Neural Network based time series Predictors （RLNNP）.After sufficient training

neural network based time series predictor with RLNNP algorithm will give a valid prediction for time series.

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