Self-organizing maps and functional networks for local dynamic modeling

@inproceedings{SnchezMaroo2003SelforganizingMA,
  title={Self-organizing maps and functional networks for local dynamic modeling},
  author={Noelia S{\'a}nchez-Maro{\~n}o and Oscar Fontenla-Romero and Amparo Alonso-Betanzos and Bertha Guijarro-Berdi{\~n}as},
  booktitle={ESANN},
  year={2003}
}
The paper presents a method for times series prediction using a local dynamic modeling based on a three step process. In the first step the input data is embedded in a reconstruction space using a memory structure. The second step, implemented by a self-organizing map (SOM), derives a set of local models from data. The third step is accomplished by a set of functional networks. The goal of the last network is to fit a local model from the winning neuron and a set of neighbors of the SOM map… CONTINUE READING