This paper discusses the modeling method of time series with neural network. In order to improve the adaptability of direct multi-step prediction models, this paper proposes a method of combining the temporal differen...This paper discusses the modeling method of time series with neural network. In order to improve the adaptability of direct multi-step prediction models, this paper proposes a method of combining the temporal differences methods with back-propagation algorithm for updating the parameters continuously on the basis of recent data. This method can make the neural network model fit the recent characteristic of the time series as close as possible, therefore improves the prediction accuracy. We built models and made predictions for the sunspot series. The prediction results of adaptive modeling method are better than that of non-adaptive modeling methods.展开更多
针对深度Q网络(DQN)算法因过估计导致收敛稳定性差的问题,在传统时序差分(TD)的基础上提出N阶TD误差的概念,设计基于二阶TD误差的双网络DQN算法。构造基于二阶TD误差的值函数更新公式,同时结合DQN算法建立双网络模型,得到两个同构的值...针对深度Q网络(DQN)算法因过估计导致收敛稳定性差的问题,在传统时序差分(TD)的基础上提出N阶TD误差的概念,设计基于二阶TD误差的双网络DQN算法。构造基于二阶TD误差的值函数更新公式,同时结合DQN算法建立双网络模型,得到两个同构的值函数网络分别用于表示先后两轮的值函数,协同更新网络参数,以提高DQN算法中值函数估计的稳定性。基于Open AI Gym平台的实验结果表明,在解决Mountain Car和Cart Pole问题方面,该算法较经典DQN算法具有更好的收敛稳定性。展开更多
文摘This paper discusses the modeling method of time series with neural network. In order to improve the adaptability of direct multi-step prediction models, this paper proposes a method of combining the temporal differences methods with back-propagation algorithm for updating the parameters continuously on the basis of recent data. This method can make the neural network model fit the recent characteristic of the time series as close as possible, therefore improves the prediction accuracy. We built models and made predictions for the sunspot series. The prediction results of adaptive modeling method are better than that of non-adaptive modeling methods.
文摘针对深度Q网络(DQN)算法因过估计导致收敛稳定性差的问题,在传统时序差分(TD)的基础上提出N阶TD误差的概念,设计基于二阶TD误差的双网络DQN算法。构造基于二阶TD误差的值函数更新公式,同时结合DQN算法建立双网络模型,得到两个同构的值函数网络分别用于表示先后两轮的值函数,协同更新网络参数,以提高DQN算法中值函数估计的稳定性。基于Open AI Gym平台的实验结果表明,在解决Mountain Car和Cart Pole问题方面,该算法较经典DQN算法具有更好的收敛稳定性。
