Analysis of recurrent neural networks for henon simulated time-series forecasting

• Main Authors: Abdulkadir, S.J., Alhussian, H., Alzahrani, A.I.
• Format: Article
• Published: Universiti Teknikal Malaysia Melaka 2018
• Online Access: https://www.scopus.com/inward/record.uri?eid=2-s2.0-85045223381&partnerID=40&md5=f3c7250ee392264d86af48ebbec27e29; http://eprints.utp.edu.my/21945/
• Institution: Universiti Teknologi Petronas

Forecasting of chaotic time-series has increasingly become a challenging subject. Non-linear models such as recurrent neural networks have been successfully applied in generating short term forecasts, but perform poorly in long term forecasts due to the vanishing gradient problem when the forecastin...