Staged training of neural networks for improved time series prediction performance

Abstract

An apparatus includes a processor to: train a first neural network of a chain to generate first configuration data including first trained parameters, wherein the chain performs an analytical function generating a set of output values from a set of input values, each neural network has inputs to receive the set of input values and outputs to output a portion of the set of output values, and the neural networks are ordered from the first at the head to a last neural network at the tail, and are interconnected so that each neural network additionally receives the outputs of a preceding neural network; train, using the first configuration data, a next neural network in the chain ordering to generate next configuration data including next trained parameters; and use at least the first and next configuration data and data indicating the interconnections to instantiate the chain to perform the analytical function.