A connectionnist Approach to Time Series Forecasting
Nowadays, classical connectionnist techniques are very well-known, particularly in the
field of MultiLayers Perceptrons (MLP). Nonetheless, time series predictions using MLP
are quite difficult and results are not as good as they were supposed to be.
In fact, time series do not accomodate very well with neural networks because of :
- an important noise
- the notion of next and previous (that is to say the notion of time)
which are not present in MLPs
The aim of this Ph.D. is to design a methodology for this kind of neural
networks
based forecasting, to find architectures which are suitable for
some kind of prediction (FIR, TDNN, RST,... , hybrid ones), or design new
ones, and finally to design tests which may be used to compare our results
with statistical models.
Another part of our work is to find a new architecture dedicated to
time dependant series, that is to say a neural network architecture
where time will not be another spatial dimension. Opposed to TDNN, we
want time to be a built-in dimension. A first attempt in this
direction is the delta-NARMA neural network, which can be seen as a
connectionist extension of ARIMA and ARARMA statistical models.
Another topic of interest for us is the fusion between symbolic and
numerical processing in the particular case of time series
prediction. We study both the use of classical statistical methods
(Fischer statistic) and connectionist one to estimate relevance and
redundancy. We also study from a more general point of view how to
handle symbolic data with a classical connectionist network.
To implement delta-NARMA neural networks and to make experiments about
the fusion of symbolic and numerical processing, we have developped a
simulator: dnns.
This project is in the field of Virtual Reality for robotics. It deals with the communication between a user and a virtual
environment, in tele-operation context. We study a possibility of communication at the user intention level, in order
to make operations easier for him. When a tricky operation (such as object prehension) is going to be done by the
operator, the system detects the operator's intention through movements, distances, or other relations. After
confirmation, it starts a process aimed at performing this operation automatically. When the operation is finished, the
user get back the control of the robot. This project is mainly situated in the field of cognitive modeling : perceptions,
actions, intentions. On the technical level, this project leads us to design, for each functionnality of the system, the
most appropriated AI techniques (symbolic or connectionist), and a collaboration between them.
Neural Networks
Revues
- D.Bonnet, V. Perrault, A. Grumbach (1997)
"Delta
Networks: A Formalism to Design Local Extensions of Neural Network
Architectures"
submitted to Neural Processing Letters
(postscript)
- D.Bonnet, V. Perrault, A. Grumbach (1997)
"Using
symbolic data to improve connectionist forecasting: a methodology"
ENST technical report 97C002, Paris, France (postscript)
- D.Bonnet, V. Perrault, A. Grumbach (1996)
"Delta-NARMA neural networks: a new approach to signal prediction"
ENST technical report 96C008, Paris, France -- to appear in IEEE trans. on Signal Processing special issue on Neural Networks for Signal Processing (postscript)
Conferences
- D.Bonnet, V. Perrault, A. Grumbach (1997)
"Daily Passenger Traffic Forecasting using delta-NARMA Neural Networks"
to appear in the proceedings of the World Congress on Railroad Research (WCRR'97)
- D.Bonnet, V. Perrault, A. Grumbach (1997)
"Delta-NARMA
neural networks: a connectionist extension of ARARMA models"
Proceedings of the European Symposium on Artificial Neural Networks
1997 (ESANN'97), ed. M. Verleysen, D Facto, Brussels, Belgium, pp. 127-132 (postscript)
- D.Bonnet, V. Ancona, A.Grumbach (1995)
"Forecasting rail traffic using hierarchical mixtures of connexionist experts"
International Conference on Artificial Neural Networks 1995 (ICANN'95), EC2, Paris, France
- D.Bonnet, V. Perrault, A. Grumbach (1997)
"Utilisation
des modèles connexionnistes pour la prévision à court terme du trafic
ferroviaire"
to appear in the proceedings of the 3ème
journées industrielles Modulad, Applications industrielles de
l'analyse des données
- D.Bonnet, V. Ancona, A.Grumbach (1995)
"Modélisation du traffic ferroviaire par arbre d'experts connectionnistes"
Journée de sensibilisation aux méthodes neuronales, Observatoire Economique et Statistique des Transports, Paris, France
- A. Grumbach, S. Midenet (1990)
"Supervised Learning based on Kohonen's self-organizing features maps"
Conférence internationale INNC '90, Paris.
- A. Grumbach, S. Midenet, R. Chevalier, Y. Idan (1991)
"LASSO : un modèle d'apprentissage d'associations par cartes auto-organisatrices"
Journées Neuro-Nîmes 1991, Nîmes.
- A. Giacometti, B. Amy, A. Grumbach (1992)
"Theory and experiments in connectionist AI : a tightly-coupled Hybrid System"
ICANN Conference '92, Brighton.
- V. Lorquet, A. Grumbach (1992)
"Half-distributed coding makes adaptation of sigmoïd threshold useless in backpropagation networks"
IJCNN Conference '92 , Baltimore.
- S. Midenet, A. Grumbach (1994)
"Learning Associations through self organization"
Neuro-computing, 6(3)
- J.C. Chappelier, A. Grumbach (1994)
"Une architecture pour la prise en compte de correlations spatiales et
temporelles"
in proceedings of 7ème Journées NSI , Chamonix, France.
- J.C. Chappelier, A. Grumbach (1994)
"Time in neural networks"
in Sigart Bulletin , 5(3).
- A. Grumbach (1994)
"Cognition artificielle, Du réflexe ... à la réflexion" Table des matières
Addison Wesley, Paris
- A. Grumbach (1994)
"Raisonnement et Connexionnisme"
Psychologie Française
- A. Grumbach (1994)
"Etre symbolique ou numérique ou ne pas être ? ... Est-ce là la question ? Cas des modèles neuro-mimétiques"
in Actes des journées Symbolique-Numérique '94, Orsay.
Last changes May 30 1997
Alain Grumbach (grumbach@inf.enst.fr)