scholarly journals ANALYSIS OF SOM & SOFM TECHNIQUES USED IN SATELLITE IMAGERY

2018 ◽  
Vol 4 (2) ◽  
pp. 563-565
Author(s):  
Rachita Sharma ◽  
Sanjay Kumar Dubey
Keyword(s):  
Neural Network ◽  
Remote Sensing ◽  
Neural Networks ◽  
Time Series ◽  
Satellite Imagery ◽  
Weather Forecasting ◽  
Learning Algorithm ◽  
Time Series Prediction ◽  
Research Area ◽  
Unsupervised Neural Network

This paper describes the introduction of Supervised and Unsupervised Techniques with the comparison of SOFM (Self Organized Feature Map) used for Satellite Imagery. In this we have explained the way of spatial and temporal changes detection used in forecasting in satellite imagery. Forecasting is based on time series of images using Artificial Neural Network. Recently neural networks have gained a lot of interest in time series prediction due to their ability to learn effectively nonlinear dependencies from large volume of possibly noisy data with a learning algorithm. Unsupervised neural networks reveal useful information from the temporal sequence and they reported power in cluster analysis and dimensionality reduction. In unsupervised learning, no pre classification and pre labeling of the input data is needed. SOFM is one of the unsupervised neural network used for time series prediction .In time series prediction the goal is to construct a model that can predict the future of the measured process under interest. There are various approaches to time series prediction that have been used over the years. It is a research area having application in diverse fields like weather forecasting, speech recognition, remote sensing. Advances in remote sensing technology and availability of high resolution images in recent years have motivated many researchers to study patterns in the images for the purpose of trend analysis

Neural Network Techniques for Time Series Prediction: A Review

2019 ◽  
Vol 3 (3) ◽  
Author(s):  
Muhammad Faheem Mushtaq ◽  
Urooj Akram ◽  
Muhammad Aamir ◽  
Haseeb Ali ◽  
Muhammad Zulqarnain
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Time Series ◽  
Time Series Data ◽  
Weather Prediction ◽  
Time Series Prediction ◽  
Series Data ◽  
Prediction Problem ◽  
Neural Network Models ◽  
Physical Time

It is important to predict a time series because many problems that are related to prediction such as health prediction problem, climate change prediction problem and weather prediction problem include a time component. To solve the time series prediction problem various techniques have been developed over many years to enhance the accuracy of forecasting. This paper presents a review of the prediction of physical time series applications using the neural network models. Neural Networks (NN) have appeared as an effective tool for forecasting of time series.  Moreover, to resolve the problems related to time series data, there is a need of network with single layer trainable weights that is Higher Order Neural Network (HONN) which can perform nonlinearity mapping of input-output. So, the developers are focusing on HONN that has been recently considered to develop the input representation spaces broadly. The HONN model has the ability of functional mapping which determined through some time series problems and it shows the more benefits as compared to conventional Artificial Neural Networks (ANN). The goal of this research is to present the reader awareness about HONN for physical time series prediction, to highlight some benefits and challenges using HONN.

scholarly journals Predicting Financial Prices of Stock Market using Recurrent Convolutional Neural Networks

2020 ◽  
Vol 12 (6) ◽  
pp. 21-32
Author(s):  
Muhammad Zulqarnain ◽  
◽  
Rozaida Ghazali ◽  
Muhammad Ghulam Ghouse ◽  
Yana Mazwin Mohmad Hassim ◽  
...  
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Time Series ◽  
Financial Time Series ◽  
Time Series Prediction ◽  
Financial Time ◽  
Data Mining Approach ◽  
Learning Tasks ◽  
Financial Prices ◽  
Stock Indexes

Financial time-series prediction has been long and the most challenging issues in financial market analysis. The deep neural networks is one of the excellent data mining approach has received great attention by researchers in several areas of time-series prediction since last 10 years. “Convolutional neural network (CNN) and recurrent neural network (RNN) models have become the mainstream methods for financial predictions. In this paper, we proposed to combine architectures, which exploit the advantages of CNN and RNN simultaneously, for the prediction of trading signals. Our model is essentially presented to financial time series predicting signals through a CNN layer, and directly fed into a gated recurrent unit (GRU) layer to capture long-term signals dependencies. GRU model perform better in sequential learning tasks and solve the vanishing gradients and exploding issue in standard RNNs. We evaluate our model on three datasets for stock indexes of the Hang Seng Indexes (HSI), the Deutscher Aktienindex (DAX) and the S&P 500 Index range 2008 to 2016, and associate the GRU-CNN based approaches with the existing deep learning models. Experimental results present that the proposed GRU-CNN model obtained the best prediction accuracy 56.2% on HIS dataset, 56.1% on DAX dataset and 56.3% on S&P500 dataset respectively.

Fusion Process Neural Networks Classifier Oriented Time Series

2019 ◽  
Vol 16 (10) ◽  
pp. 4059-4063
Author(s):  
Ge Li ◽  
Hu Jing ◽  
Chen Guangsheng
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Time Series ◽  
Feature Extraction ◽  
Time Series Data ◽  
Learning Algorithm ◽  
Series Data ◽  
Time Varying ◽  
Synthetic Control ◽  
Classification Feature

Based on the consideration of complementary advantages, different wavelet, fractal and statistical methods are integrated to complete the classification feature extraction of time series. Combined with the advantage of process neural networks that processing time-varying information, we propose a fusion classifier with process neural network oriented time series. Be taking advantage of the multi-fractal processing nonlinear feature of time series data classification, the strong adaptability of the wavelet technique for time series data and the effect of statistical features on the classification of time series data, we can achieve the classification feature extraction of time series. Additionally, using time-varying input characteristics of process neural networks, the pattern matching of timevarying input information and space-time aggregation operation is realized. The feature extraction of time series with the above three methods is fused to the distance calculation between time-varying inputs and cluster space in process neural networks. We provide the process neural network fusion to the learning algorithm and optimize the calculation process of the time series classifier. Finally, we report the performance of our classification method using Synthetic Control Charts data from the UCI dataset and illustrate the advantage and validity of the proposed method.

scholarly journals Evolutionary product unit based neural networks for hydrological time series analysis

2010 ◽  
Vol 13 (4) ◽  
pp. 825-841 ◽  
Author(s):  
Dulakshi S. K. Karunasingha ◽  
A. W. Jayawardena ◽  
W. K. Li
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Time Series ◽  
Meteorological Data ◽  
Time Series Prediction ◽  
Network Models ◽  
Engineering Analysis ◽  
Neural Network Models ◽  
Mlp Neural Network ◽  
Evolutionary Product

Artificial Neural Networks (ANNs) are now widely used in many areas of science, medicine, finance and engineering. Analysis and prediction of time series of hydrological/and meteorological data is one such application. Problems that still exist in the application of ANN's are the lack of transparency and the expertise needed for training. An evolutionary algorithm-based method to train a type of neural networks called Product Units Based Neural Networks (PUNN) has been proposed in a 2006 study. This study investigates the applicability of this type of neural networks to hydrological time series prediction. The technique, with a few small changes to improve the performance, is applied to some benchmark time series as well as to a real hydrological time series for prediction. The results show that evolutionary PUNN produce more transparent models compared to widely used multilayer perceptron (MLP) neural network models. It is also seen that training of PUNN models requires less expertise compared to MLPs.

scholarly journals LTR-MDTS structure - a structure for multiple dependent time series prediction

2017 ◽  
Vol 14 (2) ◽  
pp. 467-490 ◽  
Author(s):  
Predrag Pecev ◽  
Milos Rackovic
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Time Series ◽  
Network Structure ◽  
Time Series Prediction ◽  
Back Propagation ◽  
Time Lapse ◽  
Multilayered Perceptron ◽  
Neural Network Structure ◽  
Mlp Neural Networks

The subject of research presented in this paper is to model a neural network structure and appropriate training algorithm that is most suited for multiple dependent time series prediction / deduction. The basic idea is to take advantage of neural networks in solving the problem of prediction of synchronized basketball referees? movement during a basketball action. Presentation of time series stemming from the aforementioned problem, by using traditional Multilayered Perceptron neural networks (MLP), leads to a sort of paradox of backward time lapse effect that certain input and hidden layers nodes have on output nodes that correspond to previous moments in time. This paper describes conducted research and analysis of different methods of overcoming the presented problem. Presented paper is essentially split into two parts. First part gives insight on efforts that are put into training set configuration on standard Multi Layered Perceptron back propagation neural networks, in order to decrease backwards time lapse effects that certain input and hidden layers nodes have on output nodes. Second part of paper focuses on the results that a new neural network structure called LTR - MDTS provides. Foundation of LTR - MDTS design relies on a foundation on standard MLP neural networks with certain, left-to-right synapse removal to eliminate aforementioned backwards time lapse effect on the output nodes.

scholarly journals On the prediction of solar activity using different neural network models

1996 ◽  
Vol 14 (1) ◽  
pp. 20-26 ◽  
Author(s):  
F. Fessant ◽  
S. Bengio ◽  
D. Collobert
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Time Series ◽  
Solar Activity ◽  
Time Series Prediction ◽  
Network Models ◽  
Accurate Prediction ◽  
Experimental Results ◽  
Neural Network Models ◽  
Telecommunication Companies

Abstract. Accurate prediction of ionospheric parameters is crucial for telecommunication companies. These parameters rely strongly on solar activity. In this paper, we analyze the use of neural networks for sunspot time series prediction. Three types of models are tested and experimental results are reported for a particular sunspot time series: the IR5 index.

scholarly journals TIME SERIES FORECASTING USING ARTIFICIAL NEURAL NETWORK WITH EXTENDED ADAPTIVE LEARNING

2021 ◽  
Vol 6 (4) ◽  
Author(s):  
Mr. Dhanaji Vilas Mirajkar
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Time Series ◽  
Artificial Neural Network ◽  
Adaptive Learning ◽  
Learning Algorithm ◽  
Learning Rate ◽  
Experimental Result ◽  
Adaptive Learning Rate ◽  
Artificial Neural

Artificial neural network (ANN) mainly consists of learning algorithms, which are require to optimize the convergence of neural networks. We need to optimize the convergence of neural networks in order to improve the speed and accuracy of decision making process. To enable the optimization process one of the widely used algorithm is back propagation learning algorithm. Objective of study is to applied backpropagation algorithm for solving multivariate time series problem. To better the accuracy of neural network it is important to find optimized architecture for the problem under consideration. The learning rate is also an important factor which affects the performance of result. In this study, we proposed extended adaptive learning approach in which learning rate is adapted from number of previous iteration error trend in first half of training. In next half of training learning rate is adapted as per adaptive learning rate algorithm. Compare performance of three variation of backpropagationalgorithm. All these variation experimented on two standard dataset. Experimental result shows that during validation and training ANN with extended adaptive learning rate outperforms other than two variations.

Predication of Sunspot Number Based on Parallel Process Neural Networks

2013 ◽  
Vol 411-414 ◽  
pp. 2098-2101
Author(s):  
Yan Gao ◽  
Tie Cheng Yu ◽  
Zhi Li ◽  
Yun Jiang Li ◽  
Xin Li
Keyword(s):  
Neural Networks ◽  
Time Series ◽  
Sunspot Number ◽  
Learning Algorithm ◽  
Time Series Prediction ◽  
Functional Space ◽  
Small Time ◽  
Parallel Process ◽  
Time Intervals ◽  
Basis Expansion

To solve prediction of sunspot number, a parallel process neural networks model is proposed in this paper, Firstly, by dividing the whole time-varying process into several small time intervals, the process neural networks are constructed in these small time intervals, which may disperse the load of networks. Then, employing the orthogonal basis expansion in functional space, the learning algorithm of the above-mentioned model is designed. The experimental results of time series predication of sunspots show that the proposed method has great potential for complicated nonlinear time series prediction.

scholarly journals Financial Time Series Prediction Using Elman Recurrent Random Neural Networks

2016 ◽  
Vol 2016 ◽  
pp. 1-14 ◽  
Author(s):  
Jie Wang ◽  
Jun Wang ◽  
Wen Fang ◽  
Hongli Niu
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Time Series ◽  
Financial Time Series ◽  
Time Series Prediction ◽  
Economic Research ◽  
Financial Time ◽  
Invariant Distance ◽  
Elman Recurrent Neural Network ◽  
Stochastic Time

In recent years, financial market dynamics forecasting has been a focus of economic research. To predict the price indices of stock markets, we developed an architecture which combined Elman recurrent neural networks with stochastic time effective function. By analyzing the proposed model with the linear regression, complexity invariant distance (CID), and multiscale CID (MCID) analysis methods and taking the model compared with different models such as the backpropagation neural network (BPNN), the stochastic time effective neural network (STNN), and the Elman recurrent neural network (ERNN), the empirical results show that the proposed neural network displays the best performance among these neural networks in financial time series forecasting. Further, the empirical research is performed in testing the predictive effects of SSE, TWSE, KOSPI, and Nikkei225 with the established model, and the corresponding statistical comparisons of the above market indices are also exhibited. The experimental results show that this approach gives good performance in predicting the values from the stock market indices.

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