Performance Analysis of Narx Neural Network Back Propagation Algorithm by Various Training Functions with Tracking Signal Approach for Time Series Data

Abstract

This study proposed a novel Nonlinear Auto Regressive eXogenous Neural Network (NARXNN) with Tracking Signal (TS) approach and seeks to investigate the various training functions to forecast the closing index of the stock market. A novel approach strives to adjust the number of hidden neurons of a NARXNN model with different training functions. It uses the… (More)

Topics

12 Figures and Tables

Slides referencing similar topics