MATLAB: Is it possible to train a Dynamic/Recurrent neural network with Ensemble Method

dynamic or recurrent ensemble

i want implementation y(k)=a1 y(k-1)+ b1*u, and u is initiate value.
how learn a1 and b1. is it possible ?

Best Answer

The documentation in
help fitensemble
doc fitensemble
lists the methods of regression and classification for which this function is applicable. Neural Networks are not mentioned in the list.
However, this does not mean that you cannot form an ensemble by combining the outputs from a number of NNs.
In my experience, simple linear combinations of multiple designs have been very successful. The success results from the "strong learner" capability of NNs.
The differences between designs tend (but are not limited) to be
1. Design (Train + Validation) data subsets
2. Number of hidden nodes
3. Type of hidden node activations (e.g., sigmoidal and Gaussian)
4. Random initial weights
In addition, the function stagewisefit can be used to identify nets whose removable will not significantly decrease performance.
Hope this helps.
Greg
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