Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2

Search results for: NARX

2 Optimization of the Input Layer Structure for Feed-Forward Narx Neural Networks

Authors: Zongyan Li, Matt Best

Abstract:

This paper presents an optimization method for reducing the number of input channels and the complexity of the feed-forward NARX neural network (NN) without compromising the accuracy of the NN model. By utilizing the correlation analysis method, the most significant regressors are selected to form the input layer of the NN structure. An application of vehicle dynamic model identification is also presented in this paper to demonstrate the optimization technique and the optimal input layer structure and the optimal number of neurons for the neural network is investigated.

Keywords: Correlation analysis, F-ratio, Levenberg-Marquardt, MSE, NARX, neural network, optimisation.

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1 Combined Effect of Heat Stimulation and Delay Addition of Superplasticizer with Slag on Fresh and Hardened Property of Mortar

Authors: Antoni Wibowo, Harry Pujianto, Dewi Retno Sari Saputro

Abstract:

The stock market can provide huge profits in a relatively short time in financial sector; however, it also has a high risk for investors and traders if they are not careful to look the factors that affect the stock market. Therefore, they should give attention to the dynamic fluctuations and movements of the stock market to optimize profits from their investment. In this paper, we present a nonlinear autoregressive exogenous model (NARX) to predict the movements of stock market; especially, the movements of the closing price index. As case study, we consider to predict the movement of the closing price in Indonesia composite index (IHSG) and choose the best structures of NARX for IHSG’s prediction.

Keywords: NARX, prediction, stock market, time series.

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