A dynamic regularized Gaussian radial basis function network for nonlinear, nonstationary time series prediction

A dynamic network of regularized Gaussian radial basis functions (GaRBF) is described for the one-step prediction of nonlinear, nonstationary autoregressive (NLAR) processes governed by a smooth process map and a zero-mean, independent additive disturbance process of bounded variance. For N basis functions, both full-order and reduced-order updating algorithms are introduced, having computational complexities of O (N/sup 3/) and O (N/sup 2/), …