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Goryn
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Extreme learning machine forecasting/prediction

Asked by Goryn
on 13 Sep 2011
Latest activity Answered by BERGHOUT Tarek on 7 Feb 2018
Hello, Matlab experts!
I'm interesting in apply extreme learning machine method for time-series forecasting/prediction. The most commonly used code is on http://www.ntu.edu.sg/home/egbhuang/ELM_Codes.htm
Does anyone knows how to use it for forecasting time-series (like Santa Fe or Mackey-Glass)?
Thanks for your help!

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me to, Let me know if you already know, please,Thank You, suryaadi4848@gmail.com

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2 Answers

Answer by Anas Al Rawi on 24 Nov 2011

Hi Goryn,
I recommend these books:
1- Time series analysis; forecasting and control. by George E. P. Box, Gwilym M. Jenkins and Gergory C. Reinsel.
2- Introduction to time series and forecasting. by Peter J. Brockwell and Richard A. Davis.
They are very easy to follow.
Good luck
Anas

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Answer by BERGHOUT Tarek on 7 Feb 2018

you can use ELM for regression ; use a training set to train the network ;then if you want to predict a value for such instance , you must add to the function the outpt value which is:TY in the algorithm of Huang bin guang

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