Improved CBP Neural Network Model with Applications in Time Series Prediction

摘要

Circular back-propagation neural network (CBP) put forward by Sandro Ridella and Stefano Rovetta, a generalized model of multi-layer perceptron (MLP), possesses strong capabilities of generalization and adaptation to unknown inputs. And they can flexibly construct vector quantization (VQ) and radial basis function (RBF) networks under the CBP framework. With the original structure of CBP remaining unchanged, in this Letter a more generalized network model ICBP (Improved Circular Back-Propagation Neural Network) was designed by adding an extensive node with quadratic form to the original CBP inputs and endowing fixed values to the weights between this node and all the hidden nodes. An interesting property of ICBP is that although it has less adaptable weights, it is better in generalization and adaptability than CBP. Moreover, in order to partially solve the problem of local minima, we adopt the method of adding controlled noise to desired outputs. Finally, ithas been proved by experiments that ICBP is better than CBP in the capabilities of forecasting and function approximation.