The Application of an Ensemble of Boosted Elman Networks to Time Series Prediction : A Benchmark Study

@inproceedings{Lim2005TheAO,
  title={The Application of an Ensemble of Boosted Elman Networks to Time Series Prediction : A Benchmark Study},
  author={Chee Peng Lim and Wei Yee Goh},
  year={2005}
}
In this paper, the application of multiple Elman neural networks to time series data regression problems is studied. An ensemble of Elman networks is formed by boosting to enhance the performance of the individual networks. A modified version of the AdaBoost algorithm is employed to integrate the predictions from multiple networks. Two benchmark time series data sets, i.e., the Sunspot and Box-Jenkins gas furnace problems, are used to assess the effectiveness of the proposed system. The… CONTINUE READING

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