A Novel Modeling Method Based on Multi-Dimensional Taylor Network and its Application in Time Series Prediction

Abstract

A novel modeling method based on multi-dimensional Taylor network is proposed. The structure and the principle of the multi-dimensional Taylor network are introduced. Based on this, the method is applied in the nonlinear time series prediction based on multi-dimensional Taylor network. It provides a new method to predict the time series, which can describe the dynamic characteristics without prior knowledge and can realize the prediction of the nonlinear time series just with input-output data. An example of predicting the stress data of a large span bridge tower induced by strong typhoon is taken at last in this paper. Results indicate the validity and the better prediction accuracy of this method in nonlinear time series prediction.