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Learning and predicting time series by neural networks

Ansgar Freking, Wolfgang Kinzel, and Ido Kanter
Phys. Rev. E 65, 050903(R) – Published 21 May 2002
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Abstract

Artificial neural networks which are trained on a time series are supposed to achieve two abilities: first, to predict the series many time steps ahead and second, 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.

  • Received 6 December 2001

DOI:https://doi.org/10.1103/PhysRevE.65.050903

©2002 American Physical Society

Authors & Affiliations

Ansgar Freking and Wolfgang Kinzel

  • Institut für Theoretische Physik und Astrophysik, Universität Würzburg, Am Hubland, 97074 Würzburg, Germany

Ido Kanter

  • Minerva Center and Department of Physics, Bar-Ilan University, Ramat-Gan 52900, Israel

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Issue

Vol. 65, Iss. 5 — May 2002

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