Back-propagation algorithm to estimate the parameters of auto-regressive exogenous model.
Tianyang XuJing ChenYingjiao RongPublished in: Int. J. Model. Identif. Control. (2021)
Keyphrases
- autoregressive
- levenberg marquardt
- back propagation
- training algorithm
- autoregressive moving average
- probabilistic model
- parameter estimation
- expectation maximization
- mathematical model
- learning algorithm
- steepest descent method
- artificial neural networks
- bp algorithm
- em algorithm
- bp neural network
- optimization algorithm
- least squares
- state space model
- moving average
- feed forward neural networks
- random fields
- bp network
- rbf network
- feed forward
- convergence rate
- neural network
- weight update
- radial basis function neural network
- non stationary
- generative model
- multi layer neural network
- hybrid model
- improved algorithm
- convergence speed
- prediction model
- neural network model
- conditional random fields
- particle swarm optimization
- maximum likelihood
- denoising