International Journal of Electrical and Computer Engineering
Vol 8, No 4: August 2018

System for Prediction of Non Stationary Time Series based on the Wavelet Radial Bases Function Neural Network Model

Heni Kusdarwati (Universitas Brawijaya)
Samingun Handoyo (Universitas Brawijaya)



Article Info

Publish Date
01 Aug 2018

Abstract

This paper proposes and examines the performance of a hybrid model called the wavelet radial bases function neural networks (WRBFNN). The model will be compared its performance with the wavelet feed forward neural networks (WFFN model by developing a prediction or forecasting system that considers two types of input formats: input9 and input17, and also considers 4 types of non-stationary time series data. The MODWT transform is used to generate wavelet and smooth coefficients, in which several elements of both coefficients are chosen in a particular way to serve as inputs to the NN model in both RBFNN and FFNN models. The performance of both WRBFNN and WFFNN models is evaluated by using MAPE and MSE value indicators, while the computation process of the two models is compared using two indicators, many epoch, and length of training. In stationary benchmark data, all models have a performance with very high accuracy. The WRBFNN9 model is the most superior model in nonstationary data containing linear trend elements, while the WFFNN17 model performs best on non-stationary data with the non-linear trend and seasonal elements. In terms of speed in computing, the WRBFNN model is superior with a much smaller number of epochs and much shorter training time.

Copyrights © 2018






Journal Info

Abbrev

IJECE

Publisher

Subject

Computer Science & IT Electrical & Electronics Engineering

Description

International Journal of Electrical and Computer Engineering (IJECE, ISSN: 2088-8708, a SCOPUS indexed Journal, SNIP: 1.001; SJR: 0.296; CiteScore: 0.99; SJR & CiteScore Q2 on both of the Electrical & Electronics Engineering, and Computer Science) is the official publication of the Institute of ...