Time series forecasting by combining the radial basis function network and the self‐organizing map

Hydrological Processes - Tập 19 Số 10 - Trang 1925-1937 - 2005
Gwo‐Fong Lin1, Lu‐Hsien Chen1
1Department of Civil Engineering, National Taiwan University, Taipei 10617, Taiwan

Tóm tắt

AbstractBased on a combination of a radial basis function network (RBFN) and a self‐organizing map (SOM), a time‐series forecasting model is proposed. Traditionally, the positioning of the radial basis centres is a crucial problem for the RBFN. In the proposed model, an SOM is used to construct the two‐dimensional feature map from which the number of clusters (i.e. the number of hidden units in the RBFN) can be figured out directly by eye, and then the radial basis centres can be determined easily. The proposed model is examined using simulated time series data. The results demonstrate that the proposed RBFN is more competent in modelling and forecasting time series than an autoregressive integrated moving average (ARIMA) model. Finally, the proposed model is applied to actual groundwater head data. It is found that the proposed model can forecast more precisely than the ARIMA model. For time series forecasting, the proposed model is recommended as an alternative to the existing method, because it has a simple structure and can produce reasonable forecasts. Copyright © 2005 John Wiley & Sons, Ltd.

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Hydrological Processes

Tập 19 Số 10

1925-1937

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