“…Let (c 1i , c 1 f ), (c 2i , c 2 f ), and (w 1 , w 2 ) be the intervals which includes possible values for c 1 , c 2 and w, respectively. At each iteration, these parameters are calculated by using the formulas given in (7), (8) and (9).…”
Section: Algorithm 1 Mpso Algorithmmentioning
confidence: 99%
“…In the literature, there are several recurrent architectures for PS-ANN. [8,16,17] proposed Jordan Type recurrent PS-ANN. In these methods, the output of recurrent PS-ANN is linked to the input layer as one step lagged and shown as a new input.…”
Section: Autoregressive Moving Average Type Pi Sigma Neural Networkmentioning
confidence: 99%
“…The updated values of cognitive coefficient c 1 , social coefficient c 2 , and inertia parameter w are calculated using the formulas given in (7), (8), and (9).…”
Section: Algorithm 3 the Training Of Armatps-ann With Mpsomentioning
confidence: 99%
“…While Egrioglu et al [2] proposed recurrent multiplicative neuron model artificial neural network (RMNM-ANN), Gundogdu et al [3] PS-ANN proposed by Shin and Ghosh [7] is also a kind of higher order neural network. Ghosh and Shin [7] argued that PS-ANN requires less memory (weights and nodes), and at least two orders of magnitude less number of computations when compared to MLP-ANN for similar performance level, and over a broad class of problems [8]. [9,10,11] used PS-ANN for time series forecasting problem.…”
Section: Introductionmentioning
confidence: 99%
“…Moreover, there are some recurrent Pi-Sigma neural networks (R-PS-ANN) in the literature. Ghazali et al [8] introduced an R-PS-ANN that the output of NN is connected to input layer as one-step-lagged and forms a new input. [16] and Nayak et al [17] presented Jordan type R-PS-ANN.…”
Real-life time series have complex and non-linear structures. Artificial Neural Networks have been frequently used in the literature to analyze non-linear time series. High order artificial neural networks, in view of other artificial neural network types, are more adaptable to the data because of their expandable model order. In this paper, a new recurrent architecture for Pi-Sigma artificial neural networks is proposed. A learning algorithm based on particle swarm optimization is also used as a tool for the training of the proposed neural network. The proposed new high order artificial neural network is applied to three real life time series data and also a simulation study is performed for Istanbul Stock Exchange data set.
“…Let (c 1i , c 1 f ), (c 2i , c 2 f ), and (w 1 , w 2 ) be the intervals which includes possible values for c 1 , c 2 and w, respectively. At each iteration, these parameters are calculated by using the formulas given in (7), (8) and (9).…”
Section: Algorithm 1 Mpso Algorithmmentioning
confidence: 99%
“…In the literature, there are several recurrent architectures for PS-ANN. [8,16,17] proposed Jordan Type recurrent PS-ANN. In these methods, the output of recurrent PS-ANN is linked to the input layer as one step lagged and shown as a new input.…”
Section: Autoregressive Moving Average Type Pi Sigma Neural Networkmentioning
confidence: 99%
“…The updated values of cognitive coefficient c 1 , social coefficient c 2 , and inertia parameter w are calculated using the formulas given in (7), (8), and (9).…”
Section: Algorithm 3 the Training Of Armatps-ann With Mpsomentioning
confidence: 99%
“…While Egrioglu et al [2] proposed recurrent multiplicative neuron model artificial neural network (RMNM-ANN), Gundogdu et al [3] PS-ANN proposed by Shin and Ghosh [7] is also a kind of higher order neural network. Ghosh and Shin [7] argued that PS-ANN requires less memory (weights and nodes), and at least two orders of magnitude less number of computations when compared to MLP-ANN for similar performance level, and over a broad class of problems [8]. [9,10,11] used PS-ANN for time series forecasting problem.…”
Section: Introductionmentioning
confidence: 99%
“…Moreover, there are some recurrent Pi-Sigma neural networks (R-PS-ANN) in the literature. Ghazali et al [8] introduced an R-PS-ANN that the output of NN is connected to input layer as one-step-lagged and forms a new input. [16] and Nayak et al [17] presented Jordan type R-PS-ANN.…”
Real-life time series have complex and non-linear structures. Artificial Neural Networks have been frequently used in the literature to analyze non-linear time series. High order artificial neural networks, in view of other artificial neural network types, are more adaptable to the data because of their expandable model order. In this paper, a new recurrent architecture for Pi-Sigma artificial neural networks is proposed. A learning algorithm based on particle swarm optimization is also used as a tool for the training of the proposed neural network. The proposed new high order artificial neural network is applied to three real life time series data and also a simulation study is performed for Istanbul Stock Exchange data set.
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