Architecture Optimization of a Non-Linear Autoregressive Neural Networks for Mackey-Glass Time Series Prediction Using Discrete Mycorrhiza Optimization Algorithm

Abstract

Recurrent Neural Networks (RNN) are basically used for applications with time series and sequential data and are currently being used in embedded devices. However, one of their drawbacks is that RNNs have a high computational cost and require the use of a significant amount of memory space. Therefore, computer equipment with a large processing capacity and memory is required. In this article, we experiment with Nonlinear Autoregressive Neural Networks (NARNN), which are a type of RNN, and we use the Discrete Mycorrhizal Optimization Algorithm (DMOA) in the optimization of the NARNN architecture. We used the Mackey-Glass chaotic time series (MG) to test the proposed approach, and very good results were obtained. In addition, some comparisons were made with other methods that used the MG and other types of Neural Networks such as Backpropagation and ANFIS, also obtaining good results. The proposed algorithm can be applied to robots, microsystems, sensors, devices, MEMS, microfluidics, piezoelectricity, motors, biosensors, 3D printing, etc.