paper on time series generation

[Avner Priel]

The following preprint on the subject of time series generation by
feed-forward networks was submitted for publication in the
Physical Review E.

The paper is available from my home-page :

	http://faculty.biu.ac.il/~priel/

comments are welcome.


*************** NO HARD COPIES ******************


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Long-term properties of time series generated by
a perceptron with various transfer functions
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A Priel and I Kanter 

Department of Physics, Bar Ilan University, 52900 Ramat Gan,Israel


ABSTRACT:  We study the effect of various transfer functions on the 
properties of a time series generated by a continuous-valued 
feed-forward network in which the next input vector is determined from 
past output values. 
The parameter space for monotonic and non-monotonic transfer functions
is analyzed in the unstable regions with the following main finding;
non-monotonic functions can produce robust chaos whereas monotonic functions
generate fragile chaos only. In the case of non-monotonic functions, 
the number of positive Lyapunov exponents increases as a function of one 
of the free parameters in the model, hence, high dimensional chaotic 
attractors can be generated. We extend the analysis to a combination 
of monotonic and non-monotonic functions.


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  Priel Avner  < priel at mail.biu.ac.il >           
  	       < http://faculty.biu.ac.il/~priel >
  Department of Physics,  Bar-Ilan University.            
  Ramat-Gan, 52900.             
  Israel.