Impact of noise on a dynamical system: prediction and uncertainties from a swarm-optimized neural network

no code implementations • 20 Sep 2015 • C. H. López-Caraballo, J. A. Lazzús, I. Salfate, P. Rojas, M. Rivera, L. Palma-Chilla

Next, the hybrid ANN+PSO algorithm was complemented with a Gaussian stochastic procedure (called {\it stochastic} hybrid ANN+PSO) in order to obtain a new estimator of the predictions, which also allowed us to compute uncertainties of predictions for noisy Mackey--Glass chaotic time series.

Time Series Time Series Prediction