Analysis of Recurrent Neural Networks for Henon Simulated Time-Series Forecasting

Authors

  • Said Jadid Abdulkadir Department of Computer and Information Sciences, Universiti Teknologi PETRONAS.
  • Hitham Alhussian Department of Computer and Information Sciences, Universiti Teknologi PETRONAS.
  • Ahmed Ibrahim Alzahrani Department of Computer Science, King Saud University.

Keywords:

Chaotic Time-Series, Recurrent Networks, Henon Time-Series,

Abstract

Forecasting of chaotic time-series has increasingly become a challenging subject. Non-linear models such as recurrent neural networks have been successfully applied in generating short term forecasts, but perform poorly in long term forecasts due to the vanishing gradient problem when the forecasting period increases. This study proposes a robust model that can be applied in long term forecasting of henon chaotic time-series whilst reducing the vanishing gradient problem through enhancing the models ability in learning of long-term dependencies. The proposed hybrid model is tested using henon simulated chaotic time-series data. Empirical analysis is performed using quantitative forecasting metrics and comparative model performance on the generated forecasts. Performance evaluation results confirm that the proposed recurrent model performs long term forecasts on henon chaotic time-series effectively in terms of error metrics compared to existing forecasting models.

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Published

2018-02-15

How to Cite

Abdulkadir, S. J., Alhussian, H., & Alzahrani, A. I. (2018). Analysis of Recurrent Neural Networks for Henon Simulated Time-Series Forecasting. Journal of Telecommunication, Electronic and Computer Engineering (JTEC), 10(1-8), 155–159. Retrieved from https://jtec.utem.edu.my/jtec/article/view/3753

Issue

Vol. 10 No. 1-8: Breakthrough To Excellence in Communication and Computer Engineering IV

Section

Articles

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