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Model selection for RBF-ARX models

delete2022-05-01
delete8
PRE
AI
L
Long Chen
J
Jian-Nan Su
M
Mingjian Fu
G
Guangyong Chen *
DOI:10.1016/j.asoc.2022.108723delete
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摘要

摘要

En 中文
Radial basis function network-based autoregressive with exogenous input (RBF-ARX) models are useful in nonlinear system modelling and prediction. The identification of RBF-ARX models includes optimization of the (model lags, number of hidden nodes and state vector) and the parameters of the model. Previous works have usually ignored optimizations of the model's architecture. In this paper, the RBF-ARX architecture, which includes the selection of lags, number of nodes of the RBF network, lag orders and state vector, is encoded into a chromosome and is evolved simultaneously by a genetic algorithm (GA). This combines the advantages of the GA and the variable projection (VP) method to automatically generate a parsimonious RBF-ARX model with a high generalization performance. The highly efficient VP algorithm is used as a local search strategy to accelerate the convergence of the optimization. The experimental results demonstrate the effectiveness of the proposed method. (C) 2022 Elsevier B.V. All rights reserved.
Keyword:
Model selection
RBF-ARX models
Variable projection
Genetic algorithms
Time series prediction
Parameter estimation

期刊

Applied Soft Computing 封面图
Applied Soft Computing
IF:
6.6
论文数:
1.4W
被引数:
4.8W

机构

F
fuzhou university
学者数:
3.3W
论文数: 2.1W
被引数: 31
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