Abstract: The stock market can provide huge profits in a relatively short time in financial sector; however, it also has a high risk for investors and traders if they are not careful to look the factors that affect the stock market. Therefore, they should give attention to the dynamic fluctuations and movements of the stock market to optimize profits from their investment. In this paper, we present a nonlinear autoregressive exogenous model (NARX) to predict the movements of stock market; especially, the movements of the closing price index. As case study, we consider to predict the movement of the closing price in Indonesia composite index (IHSG) and choose the best structures of NARX for IHSG’s prediction.
Abstract: This paper presents an optimization method for
reducing the number of input channels and the complexity of the
feed-forward NARX neural network (NN) without compromising the
accuracy of the NN model. By utilizing the correlation analysis
method, the most significant regressors are selected to form the input
layer of the NN structure. An application of vehicle dynamic model
identification is also presented in this paper to demonstrate the
optimization technique and the optimal input layer structure and the
optimal number of neurons for the neural network is investigated.
Abstract: Polymer Electrolyte Membrane Fuel Cell (PEMFC) is
such a time-vary nonlinear dynamic system. The traditional linear
modeling approach is hard to estimate structure correctly of PEMFC
system. From this reason, this paper presents a nonlinear modeling of
the PEMFC using Neural Network Auto-regressive model with
eXogenous inputs (NNARX) approach. The multilayer perception
(MLP) network is applied to evaluate the structure of the NNARX
model of PEMFC. The validity and accuracy of NNARX model are
tested by one step ahead relating output voltage to input current from
measured experimental of PEMFC. The results show that the obtained
nonlinear NNARX model can efficiently approximate the dynamic
mode of the PEMFC and model output and system measured output
consistently.