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Mackey Glass Time Series Prediction Using Fractional Least Mean Square (FLMS)

version 1.0.2.0 (26.4 KB) by Shujaat Khan
Mackey Glass Time Series Prediction Using Fractional Least Mean Square (FLMS)

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Updated 18 Jan 2017

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In this submission, I demonstrated the problem of time series prediction using fractional least mean square (FLMS) algorithm.

Comments and Ratings (3)

Shujaat Khan

So far no covergence analysis work is available for FLMS. That's why I didn't mentioned the limits for "etaf". In simple explaination eta and etaf are the mixing weights for the gradient term. Usually, a smaller valu of etaf is chosen compare to the eta.

For the selection of "f", power in the range of 0 and 1 greater than 0 less than 1, is valid.

Mark

Updates

1.0.2.0

- correction of weight update rule

1.0.1.0

-correction of error calculation
-correction of weight update rule

MATLAB Release Compatibility
Created with R2011a
Compatible with any release
Platform Compatibility
Windows macOS Linux