Learning and predicting time series by neural networks

Details Learning and predicting time series by neural networks Learning and predicting time series by neural networks

2002-02-28

arxiv.org/abs/cond-mat/0202537v1

Physics

Condensed Matter

Disordered Systems and Neural Networks

5 pages

Scientific paper

10.1103/PhysRevE.65.050903

Artificial neural networks which are trained on a time series are supposed to achieve two abilities: firstly to predict the series many time steps ahead and secondly to learn the rule which has produced the series. It is shown that prediction and learning are not necessarily related to each other. Chaotic sequences can be learned but not predicted while quasiperiodic sequences can be well predicted but not learned.

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