Partially-coupled nonlinear parameter optimization algorithm for a class of multivariate hybrid models
Author
Abstract
Suggested Citation
DOI: 10.1016/j.amc.2021.126663
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- M. B. Priestley, 1980. "State‐Dependent Models: A General Approach To Non‐Linear Time Series Analysis," Journal of Time Series Analysis, Wiley Blackwell, vol. 1(1), pages 47-71, January.
- Volna, Eva & Jarusek, Robert & Kotyrba, Martin & Zacek, Jaroslav, 2021. "Training set fuzzification based on histogram to increase the performance of a neural network," Applied Mathematics and Computation, Elsevier, vol. 398(C).
- Ling Xu & Feng Ding & Quanmin Zhu, 2019. "Hierarchical Newton and least squares iterative estimation algorithm for dynamic systems by transfer functions based on the impulse responses," International Journal of Systems Science, Taylor & Francis Journals, vol. 50(1), pages 141-151, January.
- Xue-Bo Jin & Wei-Zhen Zheng & Jian-Lei Kong & Xiao-Yi Wang & Yu-Ting Bai & Ting-Li Su & Seng Lin, 2021. "Deep-Learning Forecasting Method for Electric Power Load via Attention-Based Encoder-Decoder with Bayesian Optimization," Energies, MDPI, vol. 14(6), pages 1-18, March.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Jianlei Kong & Hongxing Wang & Chengcai Yang & Xuebo Jin & Min Zuo & Xin Zhang, 2022. "A Spatial Feature-Enhanced Attention Neural Network with High-Order Pooling Representation for Application in Pest and Disease Recognition," Agriculture, MDPI, vol. 12(4), pages 1-30, March.
- Jing, Shaoxue, 2023. "Time-delay Hammerstein system identification using modified cross-correlation method and variable stacking length multi-error algorithm," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 207(C), pages 288-300.
- Chaudhary, Naveed Ishtiaq & Khan, Zeshan Aslam & Kiani, Adiqa Kausar & Raja, Muhammad Asif Zahoor & Chaudhary, Iqra Ishtiaq & Pinto, Carla M.A., 2022. "Design of auxiliary model based normalized fractional gradient algorithm for nonlinear output-error systems," Chaos, Solitons & Fractals, Elsevier, vol. 163(C).
- Tang, Jia, 2023. "Fractional gradient descent algorithm for switching models using self-organizing maps: One set data or all the collected data," Chaos, Solitons & Fractals, Elsevier, vol. 172(C).
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Venkataramana Veeramsetty & Arjun Mohnot & Gaurav Singal & Surender Reddy Salkuti, 2021. "Short Term Active Power Load Prediction on A 33/11 kV Substation Using Regression Models," Energies, MDPI, vol. 14(11), pages 1-21, May.
- Huafeng Xia & Feiyan Chen, 2020. "Filtering-Based Parameter Identification Methods for Multivariable Stochastic Systems," Mathematics, MDPI, vol. 8(12), pages 1-19, December.
- Xue-Bo Jin & Wen-Tao Gong & Jian-Lei Kong & Yu-Ting Bai & Ting-Li Su, 2022. "PFVAE: A Planar Flow-Based Variational Auto-Encoder Prediction Model for Time Series Data," Mathematics, MDPI, vol. 10(4), pages 1-17, February.
- Bai, Zhidong & Hui, Yongchang & Wong, Wing-Keung, 2012. "New Non-Linearity Test to Circumvent the Limitation of Volterra Expansion," MPRA Paper 41872, University Library of Munich, Germany.
- Vladimir Franki & Darin Majnarić & Alfredo Višković, 2023. "A Comprehensive Review of Artificial Intelligence (AI) Companies in the Power Sector," Energies, MDPI, vol. 16(3), pages 1-35, January.
- Jeff B. Cromwell & Michael J. Hannan, 1993. "The Utility of Impulse Response Functions in Regional Analysis: Some Critical Issues," International Regional Science Review, , vol. 15(2), pages 199-222, August.
- T.P. Koirala Ph.D., 2012. "Inflation Persistence in Nepal: A TAR Representation," NRB Working Paper 11/2012, Nepal Rastra Bank, Research Department.
- Bovas Abraham & A. Thavaneswaran, 1991. "A nonlinear time series model and estimation of missing observations," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 43(3), pages 493-504, September.
- Donya Rahmani & Damien Fay, 2022. "A state‐dependent linear recurrent formula with application to time series with structural breaks," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(1), pages 43-63, January.
- Andi A. H. Lateko & Hong-Tzer Yang & Chao-Ming Huang, 2022. "Short-Term PV Power Forecasting Using a Regression-Based Ensemble Method," Energies, MDPI, vol. 15(11), pages 1-21, June.
- Cross, Philip & Ma, Xiandong, 2014. "Nonlinear system identification for model-based condition monitoring of wind turbines," Renewable Energy, Elsevier, vol. 71(C), pages 166-175.
- Krishna Prakash N. & Jai Govind Singh, 2023. "Electricity price forecasting using hybrid deep learned networks," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(7), pages 1750-1771, November.
- Hai‐Bin Wang, 2008. "Nonlinear ARMA models with functional MA coefficients," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(6), pages 1032-1056, November.
- Giorgio Busetti & Matteo Manera, 2003. "STAR-GARCH Models for Stock Market Interactions in the Pacific Basin Region, Japan and US," Working Papers 2003.43, Fondazione Eni Enrico Mattei.
- S. Heravi & J. Easaw & R. Golinelli, 2016. "Generalized State-Dependent Models: A Multivariate Approach," Working Papers wp1067, Dipartimento Scienze Economiche, Universita' di Bologna.
- G. Boero & E. Marrocu, 1999. "Modelli non lineari per i tassi di cambio: un confronto previsivo," Working Paper CRENoS 199914, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
- Xue-Bo Jin & Wei-Zhen Zheng & Jian-Lei Kong & Xiao-Yi Wang & Min Zuo & Qing-Chuan Zhang & Seng Lin, 2021. "Deep-Learning Temporal Predictor via Bidirectional Self-Attentive Encoder–Decoder Framework for IOT-Based Environmental Sensing in Intelligent Greenhouse," Agriculture, MDPI, vol. 11(8), pages 1-25, August.
- Ip, Wai-Cheung & Wong, Heung & Li, Yuan & Xie, Zhongjie, 1999. "Threshold variable selection by wavelets in open-loop threshold autoregressive models," Statistics & Probability Letters, Elsevier, vol. 42(4), pages 375-392, May.
- LeBaron, Blake, 2003. "Non-Linear Time Series Models in Empirical Finance,: Philip Hans Franses and Dick van Dijk, Cambridge University Press, Cambridge, 2000, 296 pp., Paperback, ISBN 0-521-77965-0, $33, [UK pound]22.95, [," International Journal of Forecasting, Elsevier, vol. 19(4), pages 751-752.
- Franses,Philip Hans & Dijk,Dick van, 2000.
"Non-Linear Time Series Models in Empirical Finance,"
Cambridge Books,
Cambridge University Press, number 9780521779654.
- Franses,Philip Hans & Dijk,Dick van, 2000. "Non-Linear Time Series Models in Empirical Finance," Cambridge Books, Cambridge University Press, number 9780521770415, September.
More about this item
Keywords
Radial basis function; Hybrid model; Gradient search; Nonlinear optimization; Coupling identification;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:apmaco:v:414:y:2022:i:c:s0096300321007475. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: https://www.journals.elsevier.com/applied-mathematics-and-computation .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.