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Fast adaptive gradient RBF networks for online learning of nonstationary time series

Fast adaptive gradient RBF networks for online learning of nonstationary time series
Fast adaptive gradient RBF networks for online learning of nonstationary time series
For a learning model to be effective in online modeling of nonstationary data, it must not only be equipped with high adaptability to track the changing data dynamics but also maintain low complexity to meet online computational restrictions. Based on these two important principles, in this paper, we propose a fast adaptive gradient radial basis function (GRBF) network for nonlinear and nonstationary time series prediction. Specifically, an initial compact GRBF model is constructed on the training data using the orthogonal least squares algorithm, which is capable of modeling variations of local mean and trend in the signal well. During the online operation, when the current model does not perform well, the worst performing GRBF node is replaced by a new node, whose structure is optimized to fit the current data. Owing to the local one-step predictor property of GRBF node, this adaptive node replacement can be done very efficiently. Experiments involving two chaotic time series and two real-world signals are used to demonstrate the superior online prediction performance of the proposed fast adaptive GRBF algorithm over a range of benchmark schemes, in terms of prediction accuracy and real-time computational complexity.
1053-587X
2015-2030
Liu, Tong
f344313b-ab83-4a11-ae90-13c2b2f47564
Chen, Sheng
9310a111-f79a-48b8-98c7-383ca93cbb80
Liang, Shan
d3ff1c77-4e78-452b-911f-2ef7af733354
Gan, Shaojun
458954ae-151d-4355-a677-3470632569f7
Harris, Chris J.
b9a8ebd4-82a7-421f-9a68-4abf18938a62
Liu, Tong
f344313b-ab83-4a11-ae90-13c2b2f47564
Chen, Sheng
9310a111-f79a-48b8-98c7-383ca93cbb80
Liang, Shan
d3ff1c77-4e78-452b-911f-2ef7af733354
Gan, Shaojun
458954ae-151d-4355-a677-3470632569f7
Harris, Chris J.
b9a8ebd4-82a7-421f-9a68-4abf18938a62

Liu, Tong, Chen, Sheng, Liang, Shan, Gan, Shaojun and Harris, Chris J. (2020) Fast adaptive gradient RBF networks for online learning of nonstationary time series. IEEE Transactions on Signal Processing, 68 (1), 2015-2030. (doi:10.1109/TSP.2020.2981197).

Record type: Article

Abstract

For a learning model to be effective in online modeling of nonstationary data, it must not only be equipped with high adaptability to track the changing data dynamics but also maintain low complexity to meet online computational restrictions. Based on these two important principles, in this paper, we propose a fast adaptive gradient radial basis function (GRBF) network for nonlinear and nonstationary time series prediction. Specifically, an initial compact GRBF model is constructed on the training data using the orthogonal least squares algorithm, which is capable of modeling variations of local mean and trend in the signal well. During the online operation, when the current model does not perform well, the worst performing GRBF node is replaced by a new node, whose structure is optimized to fit the current data. Owing to the local one-step predictor property of GRBF node, this adaptive node replacement can be done very efficiently. Experiments involving two chaotic time series and two real-world signals are used to demonstrate the superior online prediction performance of the proposed fast adaptive GRBF algorithm over a range of benchmark schemes, in terms of prediction accuracy and real-time computational complexity.

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Accepted/In Press date: 11 March 2020
e-pub ahead of print date: 18 March 2020
Published date: 10 April 2020

Identifiers

Local EPrints ID: 438826
URI: http://eprints.soton.ac.uk/id/eprint/438826
ISSN: 1053-587X
PURE UUID: 6f9d8efd-757d-4968-87d3-808d907b83fe

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Date deposited: 25 Mar 2020 17:30
Last modified: 06 Oct 2020 17:14

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