A novel two-stage classical gram-schmidt algorithm for wavelet network construction

This paper proposes a two-stage orthogonal least squares (OLS) algorithm based on the classical Gram-Schimdt (CGS) method for the construction of wavelet networks. The main objective is to improve the compactness of the wavelet networks model built by the orthogonal forward stepwise methods. The proposed two stage stepwise method selects model terms one by one from a candidate term pool to construct an initial model in the first stage, and then replaces some insignificant terms by reviewing their contributions to the cost function in the second stage, leading to a significantly improved compact model. The efficacy and effectiveness of the proposed technique is illustrated by a numerical example.