JOMLAI: Journal of Machine Learning and Artificial Intelligence
Vol. 4 No. 4 (2025): Desember 2025

Entropy-Regularized Nonlinear Auto-Regressive Network with eXogenous Inputs (ER-NARX): A Mathematical Framework for Scalable and Robust Big Data Forecasting Using ITL and Fractional Dynamics

Zulfatri Aini (Unknown)
Tengku Reza Suka Alaqsa (Unknown)



Article Info

Publish Date
20 Dec 2025

Abstract

This study proposes the Entropy-Regularized NARX (ER-NARX) model, which integrates nonlinear autoregressive modeling, entropy-based regularization, and information-theoretic learning for big data forecasting. The NARX model captures temporal dependencies between past outputs and exogenous inputs, while entropy regularization is incorporated to control the uncertainty of model predictions and prevent overfitting. The innovation of this model is its ability to control information flow through entropy regularization, which helps balance predictive accuracy with uncertainty, preventing the model from becoming overly deterministic. By combining these components, the ER-NARX model enhances the stability and robustness of the forecasts and improves its generalization to complex, high-dimensional data. Additionally, fractional dynamics are employed to model long-range memory effects in temporal data to enhancing the model's ability to handle datasets with extended dependencies. The resulting ER-NARX framework provides a mathematically grounded approach to big data forecasting improved performance in a computationally efficient manner. Future research may explore advanced entropy regularization techniques and apply the model to more diverse real-world data with intricate dependencies.

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Journal Info

Abbrev

jomlai

Publisher

Subject

Computer Science & IT Engineering

Description

Focus and Scope JOMLAI: Journal of Machine Learning and Artificial Intelligence is a scientific journal related to machine learning and artificial intelligence that contains scientific writings on pure research and applied research in the field of machine learning and artificial intelligence as well ...