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Authors: M. P. Cuéllar ; M. Delgado and M. C. Pegalajar

Affiliation: E.T.S. Ingeniería Informática. Univerity of Granada, Spain

Keyword(s): Non-Linear Programming, Recurrent Neural Networks, Time Series Prediction

Related Ontology Subjects/Areas/Topics: Artificial Intelligence ; Artificial Intelligence and Decision Support Systems ; Biomedical Engineering ; Biomedical Signal Processing ; Computational Intelligence ; Enterprise Information Systems ; Health Engineering and Technology Applications ; Human-Computer Interaction ; Methodologies and Methods ; Neural Network Software and Applications ; Neural Networks ; Neurocomputing ; Neurotechnology, Electronics and Informatics ; Pattern Recognition ; Physiological Computing Systems ; Sensor Networks ; Signal Processing ; Soft Computing ; Theory and Methods

Abstract: Artificial Neural Networks are bioinspired mathematical models that have been widely used to solve many complex problems. However, the training of a Neural Network is a difficult task since the traditional training algorithms may get trapped into local solutions easily. This problem is greater in Recurrent Neural Networks, where the traditional training algorithms sometimes provide unsuitable solutions. Some evolutionary techniques have also been used to improve the training stage, and to overcome such local solutions, but they have the disadvantage that the time taken to train the network is high. The objective of this work is to show that the use of some non-linear programming techniques is a good choice to train a Neural Network, since they may provide suitable solutions quickly. In the experimental section, we apply the models proposed to train an Elman Recurrent Neural Network in real-life Time Series Prediction problems.

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Paper citation in several formats:
P. Cuéllar, M.; Delgado, M. and C. Pegalajar, M. (2005). AN APPLICATION OF NON-LINEAR PROGRAMMING TO TRAIN RECURRENT NEURAL NETWORKS IN TIME SERIES PREDICTION PROBLEMS. In Proceedings of the Seventh International Conference on Enterprise Information Systems - Volume 2: ICEIS; ISBN 972-8865-19-8; ISSN 2184-4992, SciTePress, pages 35-42. DOI: 10.5220/0002515800350042

@conference{iceis05,
author={M. {P. Cuéllar}. and M. Delgado. and M. {C. Pegalajar}.},
title={AN APPLICATION OF NON-LINEAR PROGRAMMING TO TRAIN RECURRENT NEURAL NETWORKS IN TIME SERIES PREDICTION PROBLEMS},
booktitle={Proceedings of the Seventh International Conference on Enterprise Information Systems - Volume 2: ICEIS},
year={2005},
pages={35-42},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0002515800350042},
isbn={972-8865-19-8},
issn={2184-4992},
}

TY - CONF

JO - Proceedings of the Seventh International Conference on Enterprise Information Systems - Volume 2: ICEIS
TI - AN APPLICATION OF NON-LINEAR PROGRAMMING TO TRAIN RECURRENT NEURAL NETWORKS IN TIME SERIES PREDICTION PROBLEMS
SN - 972-8865-19-8
IS - 2184-4992
AU - P. Cuéllar, M.
AU - Delgado, M.
AU - C. Pegalajar, M.
PY - 2005
SP - 35
EP - 42
DO - 10.5220/0002515800350042
PB - SciTePress