A hybrid approach for training recurrent neural networks: application to multi-step-ahead prediction of noisy and large data sets

Abstract

Noisy and large data sets are extremely difficult to handle and especially to predict. Time series prediction is a problem, which is frequently addressed by researchers in many engineering fields. This paper presents a hybrid approach to handle a large and noisy data set. In fact, a Self Organizing Map (SOM), combined with multiple recurrent neural networks (RNN) has been trained to predict the components of noisy and large data set. The SOM has been developed to construct incrementally a set of clusters. Each cluster has been represented by a subset of data used to train a recurrent neural network. The back propagation through time has been deployed to train the set of recurrent neural networks. To show the performances of the proposed approach, a problem of instruction addresses prefetching has been treated.