Title
Forecasting Real Time Series Data using Deep Belief Net and Reinforcement Learning.
Abstract
Hinton's deep auto-encoder (DAE) with multiple restricted Boltzmann machines (RBMs) is trained by the unsupervised learning of RBMs and fine-tuned by the supervised learning with error-backpropagation (BP). Kuremoto et al. proposed a deep belief network (DBN) with RBMs as a time series predictor, and used the same training methods as DAE. Recently, Hirata et al. proposed to fine-tune the DBN with a reinforcement learning (RL) algorithm named "Stochastic Gradient Ascent (SGA)" proposed by Kimura & Kobayashi and showed the priority to the conventional training method by a benchmark time series data CATS. In this paper, DBN with SGA is invested its effectiveness for real time series data. Experiments using atmospheric CO2 concentration, sunspot number, and Darwin sea level pressures were reported.
Year
DOI
Venue
2018
10.2991/jrnal.2018.4.4.1
ICAROB 2017: PROCEEDINGS OF THE 2017 INTERNATIONAL CONFERENCE ON ARTIFICIAL LIFE AND ROBOTICS
Keywords
Field
DocType
deep learning,restricted Boltzmann machine,stochastic gradient ascent,reinforcement learning,error-backpropagation
Restricted Boltzmann machine,Time series,Computer science,Artificial intelligence,Deep learning,Reinforcement learning
Journal
Volume
Issue
ISSN
4
4
2352-6386
Citations 
PageRank 
References 
0
0.34
3
Authors
5
Name
Order
Citations
PageRank
Takaomi Hirata100.68
Takashi Kuremoto219627.73
Masanao Obayashi319826.10
Shingo Mabu449377.00
Kunikazu Kobayashi517321.96