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Using Complex Network Topologies and Self-Organizing Maps for Time Series Prediction

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Nostradamus 2013: Prediction, Modeling and Analysis of Complex Systems

Part of the book series: Advances in Intelligent Systems and Computing ((AISC,volume 210))

Abstract

A Self-organizing Map (SOM) is a competitive learning neural network architecture that make available a certain amount of classificatory neurons, which self-organize spatially based on input patterns. In this paper we explore the use of complex network topologies, like small-world, scale-free or random networks; for connecting the neurons within a SOM, and apply them for Time Series Prediction (TSP).We follow the classical VQTAMmodel for function prediction, and consider several benchmarks to evaluate the quality of the predictions. The results presented in this work suggest that the most regular the network topology is, the better results it provides in prediction. Besides, we have found that not updating all the cells at the same time provides much better results.

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Correspondence to Juan C. Burguillo .

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Burguillo, J.C., Dorronsoro, B. (2013). Using Complex Network Topologies and Self-Organizing Maps for Time Series Prediction. In: Zelinka, I., Chen, G., Rössler, O., Snasel, V., Abraham, A. (eds) Nostradamus 2013: Prediction, Modeling and Analysis of Complex Systems. Advances in Intelligent Systems and Computing, vol 210. Springer, Heidelberg. https://doi.org/10.1007/978-3-319-00542-3_33

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  • DOI: https://doi.org/10.1007/978-3-319-00542-3_33

  • Publisher Name: Springer, Heidelberg

  • Print ISBN: 978-3-319-00541-6

  • Online ISBN: 978-3-319-00542-3

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