A Novel FRBF-Type Model for Nonlinear Time Series Prediction

Table 1

Pseudocode of the proposed method for FRBF-ARX model.

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For the selected state vector and the model order in the FRBF-ARX model (4).

%Initialization

Generate a set of initial values of FRBF centers.

% Calculate based on the LSM

calculate the scaling factor using equation (9)

calculate the vector of equation (8)

stack and to form the vectors and for all samples; calculate using equation (10);

calculate the error in equation (11);

calculate the error in equation (12);

% Update the parameters

for iteration = 1: selected iteration

step 1: calculate the gradient of in equation (13) with respect to ;

update based on the calculated gradient;

update based on ;

calculate ;

if is not reduced then change the search direction and go back to Step 1;

and if the change of desired value, then break;

end (for selected iteration)

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