
To improve the modeling performance of Recurrent Wavelet Neural Network (RWNN), a training algorithm based on Immune Evolving Algorithm (IEA) is proposed. In the process of RWNN training, IEA is mainly used to optimize the connection weight, translating and scaling parameter. The experiment result on Duffing chaotic time series shows that the proposed RWNN training algorithm has a good prediction capability in the field of nonlinear modeling.
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