Fourth International ICSC Symposium on ENGINEERING OF INTELLIGENT SYSTEMS (EIS 2004) in collaboration with the University of Madeira Island of Madeira, Portugal February 29 – March 2, 2004
Session:
Hybrid Algorithms for Function Approximation and Time Series Prediction Sunday, February 29, 2004, 17.35 – 17.55
Session Chair:
Peter Anderson
Paper Title:
Time Series Forecasting Based on Parallel Neural Network
Author(s):
C. Puntonet, Arquitectura y Tecnologia Computadores, ETSII, Universidad de Granada, Spain J.M. Gorriz, University of Cadiz, Spain M. Salmeron, University of Cadiz, Spain J. Ortega, University of Cadiz, Spain M. Aldasht, University of Cadiz, Spain
Abstract:
In this paper we show a Parallel Neural Network (Cross-over Prediction Model) for time series forecasting implemented in PVM ("Parallel Virtual Machine") and MPI ("Message Passing Interface"), in order to reduce computational time. Parallelization is achieved twofold: (a) updating autoregressive parameters using a genetic algorithm (GA) and (b) evaluating the overall prediction function via a parallel neural network. We implement the GA in two popular architectures of parallel processors (i.e hypercube and 2D-mesh) and discuss their time efficiency.
ICSC
