Algorithm for predicting the evolution of series of dynamics of complex systems in solving information problems

In the development of information, systems and programming to predict the series of dynamics, neural network methods have recently been applied. They are more flexible, in comparison with existing analogues and are capable of taking into account the nonlinearities of the series. In this paper, we pr...

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Veröffentlicht in:Journal of physics. Conference series 2018-03, Vol.973 (1), p.12035
Hauptverfasser: Kasatkina, T I, Dushkin, A V, Pavlov, V A, Shatovkin, R R
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Sprache:eng
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Zusammenfassung:In the development of information, systems and programming to predict the series of dynamics, neural network methods have recently been applied. They are more flexible, in comparison with existing analogues and are capable of taking into account the nonlinearities of the series. In this paper, we propose a modified algorithm for predicting the series of dynamics, which includes a method for training neural networks, an approach to describing and presenting input data, based on the prediction by the multilayer perceptron method. To construct a neural network, the values of a series of dynamics at the extremum points and time values corresponding to them, formed based on the sliding window method, are used as input data. The proposed algorithm can act as an independent approach to predicting the series of dynamics, and be one of the parts of the forecasting system. The efficiency of predicting the evolution of the dynamics series for a short-term one-step and long-term multi-step forecast by the classical multilayer perceptron method and a modified algorithm using synthetic and real data is compared. The result of this modification was the minimization of the magnitude of the iterative error that arises from the previously predicted inputs to the inputs to the neural network, as well as the increase in the accuracy of the iterative prediction of the neural network.
ISSN:1742-6588
1742-6596
DOI:10.1088/1742-6596/973/1/012035