Multi-step-ahead prediction based on B-spline interpolation and adaptive time-delay neural network

Abstract

The availability of accurate empirical models for multi-step-ahead (MS) prediction is desirable in many areas. Motivated by B-spline interpolation and adaptive time-delay neural network (ATNN) which have proven successful in addressing different complicated problems, we aim at investigating the applicability of ATNN for MS prediction and propose a hybrid model SATNN. The annual sunspots and Mackey-Glass equation considered as benchmark chaotic nonlinear systems were selected to test our model. Validation studies indicated that the proposed model is quite effective in MS prediction, especially for single factor time series. © Springer-Verlag Berlin Heidelberg 2005.