Abstract: Back propagation algorithm (BP) is a widely used
technique in artificial neural network and has been used as a tool
for solving the time series problems, such as decreasing training
time, maximizing the ability to fall into local minima, and optimizing
sensitivity of the initial weights and bias. This paper proposes an
improvement of a BP technique which is called IM-COH algorithm
(IM-COH). By combining IM-COH algorithm with cuckoo search
algorithm (CS), the result is cuckoo search improved control output
hidden layer algorithm (CS-IM-COH). This new algorithm has a
better ability in optimizing sensitivity of the initial weights and bias
than the original BP algorithm. In this research, the algorithm of
CS-IM-COH is compared with the original BP, the IM-COH, and the
original BP with CS (CS-BP). Furthermore, the selected benchmarks,
four time series samples, are shown in this research for illustration.
The research shows that the CS-IM-COH algorithm give the best
forecasting results compared with the selected samples.