Residential College | false |
Status | 已發表Published |
Constrained Variable Projection Optimization for Stationary RBF-AR Models | |
Chen, Jia1; Gan, Min2,3; Chen, Guang Yong4; Chen, C. L.Philip4,5 | |
2020-11-23 | |
Source Publication | IEEE Transactions on Systems, Man, and Cybernetics: Systems |
ABS Journal Level | 3 |
ISSN | 2168-2216 |
Volume | 52Issue:3Pages:1882-1890 |
Abstract | Stationarity is fundamental for time-series modeling and prediction. In this article, we focus on the radial basis function network-based autoregressive (RBF-AR) models which have been widely used in practical applications. Compared to previous work, we give a less-restrictive sufficient condition for the asymptotic stationarity of the RBF-AR model. The parameter estimation of the RBF-AR model is converted to the optimization of a variable projection functional with constraints of stationarity to always derive a stationary model. The constrained evolutionary algorithm is used to solve the optimization problem. Numerical results demonstrate the effectiveness of the proposed method. |
Keyword | Constrained Evolutionary Algorithm (Cea) Prediction Radial Basis Function Network-based Autoregressive (Rbf-ar) Model Stationarity Variable Projection |
DOI | 10.1109/TSMC.2020.3034644 |
URL | View the original |
Indexed By | SCIE |
Language | 英語English |
WOS Research Area | Automation & Control Systems ; Computer Science |
WOS Subject | Automation & Control Systems ; Computer Science, Cybernetics |
WOS ID | WOS:000756835400053 |
Publisher | IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC445 HOES LANE, PISCATAWAY, NJ 08855-4141 |
Scopus ID | 2-s2.0-85097162556 |
Fulltext Access | |
Citation statistics | |
Document Type | Journal article |
Collection | DEPARTMENT OF COMPUTER AND INFORMATION SCIENCE Faculty of Science and Technology |
Corresponding Author | Gan, Min; Chen, Guang Yong |
Affiliation | 1.College of Mathematics and Computer Science, Fuzhou University, Fuzhou, 350116, China 2.College of Computer Science and Technology, Qingdao University, Qingdao, China 3.College of Mathematics and Computer Science, Fuzhou University, Fuzhou, 350108, China 4.Faculty of Science and Technology, University of Macau, Macao 5.School of Computer Science and Engineering, South China University of Technology, Guangzhou, 510641, China |
Corresponding Author Affilication | Faculty of Science and Technology |
Recommended Citation GB/T 7714 | Chen, Jia,Gan, Min,Chen, Guang Yong,et al. Constrained Variable Projection Optimization for Stationary RBF-AR Models[J]. IEEE Transactions on Systems, Man, and Cybernetics: Systems, 2020, 52(3), 1882-1890. |
APA | Chen, Jia., Gan, Min., Chen, Guang Yong., & Chen, C. L.Philip (2020). Constrained Variable Projection Optimization for Stationary RBF-AR Models. IEEE Transactions on Systems, Man, and Cybernetics: Systems, 52(3), 1882-1890. |
MLA | Chen, Jia,et al."Constrained Variable Projection Optimization for Stationary RBF-AR Models".IEEE Transactions on Systems, Man, and Cybernetics: Systems 52.3(2020):1882-1890. |
Files in This Item: | There are no files associated with this item. |
Items in the repository are protected by copyright, with all rights reserved, unless otherwise indicated.
Edit Comment