loading...
 This Article 
   
 Share 
   
 Bibliographic References 
   
 Add to: 
 
Digg
Furl
Spurl
Blink
Simpy
Google
Del.icio.us
Y!MyWeb
 
 Search 
   
VII Brazilian Symposium on Neural Networks (SBRN'02)
Extracting Driving Signals from Non-Stationary Time Series
Pernambuco, Brazil
November 11-November 14
ISBN: 0-7695-1709-9
M.I. Széliga, Instituto de F?sica Rosario, CONICET-UNR
P.F. Verdes, Instituto de F?sica Rosario, CONICET-UNR,
P.M. Granitto, Instituto de F?sica Rosario, CONICET-UNR,
H.A. Ceccatto, Instituto de F?sica Rosario, CONICET-UNR,
We propose a simple method for the reconstruction of slow dynamics perturbations from non-stationary time series records. The method traces the evolution of the perturbing signal by simultaneously learning the intrinsic stationary dynamics and the time dependency of the changing parameter. For this purpose, an extra input unit is added to a feedforward artificial neural network and a suitable error function minimized in the training process. Testing of our algorithm on synthetic data shows its efficacy and allows extracting general criteria for applications on real-world problems. Finally, a preliminary study of the well-known sunspot time series recovers particular features of this series, including recently reported changes in solar activity during last century.
Citation:
M.I. Széliga, P.F. Verdes, P.M. Granitto, H.A. Ceccatto, "Extracting Driving Signals from Non-Stationary Time Series," sbrn, pp.104, VII Brazilian Symposium on Neural Networks (SBRN'02), 2002
Usage of this product signifies your acceptance of the Terms of Use.