personal choices. In this paper, we present two procedures which can be used to select the forgetting factor in subset AR … modelling. The first procedure uses the bootstrap to determine the value of a fixed forgetting factor. The second procedure … starts from this base and applies the time-recursive maximum likelihood estimation to a variable forgetting factor. In one …

In this paper, a recursive training procedure with forgetting factor is proposed for on-line calibration of temporal … neural networks. The forgetting factor discounts old measurements through an on-line model calibration. The forgetting factor … the network trained by the conventional method. It is also demonstrated that the neural network trained with forgetting …