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Constrained Variable Projection Optimization for Stationary RBF-AR Models
Chen, Jia1; Gan, Min2,3; Chen, Guang Yong4; Chen, C. L.Philip4,5
2020-11-23
Source PublicationIEEE Transactions on Systems, Man, and Cybernetics: Systems
ABS Journal Level3
ISSN2168-2216
Volume52Issue:3Pages:1882-1890
Abstract

Stationarity is fundamental for time-series modeling and prediction. In this article, we focus on the radial basis function network-based autoregressive (RBF-AR) models which have been widely used in practical applications. Compared to previous work, we give a less-restrictive sufficient condition for the asymptotic stationarity of the RBF-AR model. The parameter estimation of the RBF-AR model is converted to the optimization of a variable projection functional with constraints of stationarity to always derive a stationary model. The constrained evolutionary algorithm is used to solve the optimization problem. Numerical results demonstrate the effectiveness of the proposed method.

KeywordConstrained Evolutionary Algorithm (Cea) Prediction Radial Basis Function Network-based Autoregressive (Rbf-ar) Model Stationarity Variable Projection
DOI10.1109/TSMC.2020.3034644
URLView the original
Indexed BySCIE
Language英語English
WOS Research AreaAutomation & Control Systems ; Computer Science
WOS SubjectAutomation & Control Systems ; Computer Science, Cybernetics
WOS IDWOS:000756835400053
PublisherIEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC445 HOES LANE, PISCATAWAY, NJ 08855-4141
Scopus ID2-s2.0-85097162556
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Citation statistics
Document TypeJournal article
CollectionDEPARTMENT OF COMPUTER AND INFORMATION SCIENCE
Faculty of Science and Technology
Corresponding AuthorGan, Min; Chen, Guang Yong
Affiliation1.College of Mathematics and Computer Science, Fuzhou University, Fuzhou, 350116, China
2.College of Computer Science and Technology, Qingdao University, Qingdao, China
3.College of Mathematics and Computer Science, Fuzhou University, Fuzhou, 350108, China
4.Faculty of Science and Technology, University of Macau, Macao
5.School of Computer Science and Engineering, South China University of Technology, Guangzhou, 510641, China
Corresponding Author AffilicationFaculty of Science and Technology
Recommended Citation
GB/T 7714
Chen, Jia,Gan, Min,Chen, Guang Yong,et al. Constrained Variable Projection Optimization for Stationary RBF-AR Models[J]. IEEE Transactions on Systems, Man, and Cybernetics: Systems, 2020, 52(3), 1882-1890.
APA Chen, Jia., Gan, Min., Chen, Guang Yong., & Chen, C. L.Philip (2020). Constrained Variable Projection Optimization for Stationary RBF-AR Models. IEEE Transactions on Systems, Man, and Cybernetics: Systems, 52(3), 1882-1890.
MLA Chen, Jia,et al."Constrained Variable Projection Optimization for Stationary RBF-AR Models".IEEE Transactions on Systems, Man, and Cybernetics: Systems 52.3(2020):1882-1890.
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