Particle Swarm optimization based Neural Network Model for Chaotic Time Series Forecasting

Author(s):  
Xin Li ◽  
Weijie Ren ◽  
Jingying Zhao ◽  
Min Han
2014 ◽  
Vol 511-512 ◽  
pp. 941-944 ◽  
Author(s):  
Hong Li Bian

Based on the particle swarm optimization (PSO) and BP neural network (BPNN), an algorithm for BP neural network optimized particle swarm optimization (PSOBPNN) is proposed. In the algorithm, PSO is used to obtain better network initial threshold and weight to compensate the defect of connection weight and thresholds of BPNN, thus it can make BPNN have faster convergence and greater learning ability. The efficiency of the proposed prediction method is tested by the simulation of the chaotic time series for Kent mapping. The simulations results show that the proposed method has higher forecasting accuracy compared with the BPNN, so it is proved that the algorithm is feasible and effective in the chaotic time series prediction.


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