Improved long-term temperature prediction by chaining of neural networks

When an artificial neural network (ANN) is trained to predict signals p steps ahead, the quality of the prediction typically decreases for large values of p. In this paper, we compare two methods for prediction with ANNs: the classical recursion of one-step ahead predictors and a new kind of chain structure. When applying both techniques to the prediction of the temperature at the end of a blast furnace, we conclude that the chaining approach leads to an improved prediction of the temperature and avoidance of instabilities, since the chained networks gradually take the prediction of their predecessors in the chain as an extra input. It is observed that instabilities might occur in the iterative case, which does not happen with the chaining approach. To select relevant inputs and decrease the number of weights in this approach, Automatic Relevance Determination (ARD) for multilayer perceptrons is applied.