Search results for: generalized regression neural networks
3433 Detecting Earnings Management via Statistical and Neural Network Techniques
Authors: Mohammad Namazi, Mohammad Sadeghzadeh Maharluie
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Predicting earnings management is vital for the capital market participants, financial analysts and managers. The aim of this research is attempting to respond to this query: Is there a significant difference between the regression model and neural networks’ models in predicting earnings management, and which one leads to a superior prediction of it? In approaching this question, a Linear Regression (LR) model was compared with two neural networks including Multi-Layer Perceptron (MLP), and Generalized Regression Neural Network (GRNN). The population of this study includes 94 listed companies in Tehran Stock Exchange (TSE) market from 2003 to 2011. After the results of all models were acquired, ANOVA was exerted to test the hypotheses. In general, the summary of statistical results showed that the precision of GRNN did not exhibit a significant difference in comparison with MLP. In addition, the mean square error of the MLP and GRNN showed a significant difference with the multi variable LR model. These findings support the notion of nonlinear behavior of the earnings management. Therefore, it is more appropriate for capital market participants to analyze earnings management based upon neural networks techniques, and not to adopt linear regression models.Keywords: Earnings management, generalized regression neural networks, linear regression, multi-layer perceptron, Tehran stock exchange.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21043432 A Combined Neural Network Approach to Soccer Player Prediction
Authors: Wenbin Zhang, Hantian Wu, Jian Tang
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An artificial neural network is a mathematical model inspired by biological neural networks. There are several kinds of neural networks and they are widely used in many areas, such as: prediction, detection, and classification. Meanwhile, in day to day life, people always have to make many difficult decisions. For example, the coach of a soccer club has to decide which offensive player to be selected to play in a certain game. This work describes a novel Neural Network using a combination of the General Regression Neural Network and the Probabilistic Neural Networks to help a soccer coach make an informed decision.
Keywords: General Regression Neural Network, Probabilistic Neural Networks, Neural function.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 37633431 Complex-Valued Neural Network in Signal Processing: A Study on the Effectiveness of Complex Valued Generalized Mean Neuron Model
Authors: Anupama Pande, Ashok Kumar Thakur, Swapnoneel Roy
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A complex valued neural network is a neural network which consists of complex valued input and/or weights and/or thresholds and/or activation functions. Complex-valued neural networks have been widening the scope of applications not only in electronics and informatics, but also in social systems. One of the most important applications of the complex valued neural network is in signal processing. In Neural networks, generalized mean neuron model (GMN) is often discussed and studied. The GMN includes a new aggregation function based on the concept of generalized mean of all the inputs to the neuron. This paper aims to present exhaustive results of using Generalized Mean Neuron model in a complex-valued neural network model that uses the back-propagation algorithm (called -Complex-BP-) for learning. Our experiments results demonstrate the effectiveness of a Generalized Mean Neuron Model in a complex plane for signal processing over a real valued neural network. We have studied and stated various observations like effect of learning rates, ranges of the initial weights randomly selected, error functions used and number of iterations for the convergence of error required on a Generalized Mean neural network model. Some inherent properties of this complex back propagation algorithm are also studied and discussed.Keywords: Complex valued neural network, Generalized Meanneuron model, Signal processing.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17293430 Churn Prediction: Does Technology Matter?
Authors: John Hadden, Ashutosh Tiwari, Rajkumar Roy, Dymitr Ruta
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The aim of this paper is to identify the most suitable model for churn prediction based on three different techniques. The paper identifies the variables that affect churn in reverence of customer complaints data and provides a comparative analysis of neural networks, regression trees and regression in their capabilities of predicting customer churn.Keywords: Churn, Decision Trees, Neural Networks, Regression.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 33003429 Application of Feed-Forward Neural Networks Autoregressive Models in Gross Domestic Product Prediction
Authors: Ε. Giovanis
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In this paper we present an autoregressive model with neural networks modeling and standard error backpropagation algorithm training optimization in order to predict the gross domestic product (GDP) growth rate of four countries. Specifically we propose a kind of weighted regression, which can be used for econometric purposes, where the initial inputs are multiplied by the neural networks final optimum weights from input-hidden layer after the training process. The forecasts are compared with those of the ordinary autoregressive model and we conclude that the proposed regression-s forecasting results outperform significant those of autoregressive model in the out-of-sample period. The idea behind this approach is to propose a parametric regression with weighted variables in order to test for the statistical significance and the magnitude of the estimated autoregressive coefficients and simultaneously to estimate the forecasts.Keywords: Autoregressive model, Error back-propagation Feed-Forward neural networks, , Gross Domestic Product
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14193428 Neural Network Based Determination of Splice Junctions by ROC Analysis
Authors: S. Makal, L. Ozyilmaz, S. Palavaroglu
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Gene, principal unit of inheritance, is an ordered sequence of nucleotides. The genes of eukaryotic organisms include alternating segments of exons and introns. The region of Deoxyribonucleic acid (DNA) within a gene containing instructions for coding a protein is called exon. On the other hand, non-coding regions called introns are another part of DNA that regulates gene expression by removing from the messenger Ribonucleic acid (RNA) in a splicing process. This paper proposes to determine splice junctions that are exon-intron boundaries by analyzing DNA sequences. A splice junction can be either exon-intron (EI) or intron exon (IE). Because of the popularity and compatibility of the artificial neural network (ANN) in genetic fields; various ANN models are applied in this research. Multi-layer Perceptron (MLP), Radial Basis Function (RBF) and Generalized Regression Neural Networks (GRNN) are used to analyze and detect the splice junctions of gene sequences. 10-fold cross validation is used to demonstrate the accuracy of networks. The real performances of these networks are found by applying Receiver Operating Characteristic (ROC) analysis.Keywords: Gene, neural networks, ROC analysis, splice junctions.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16573427 The Multi-Layered Perceptrons Neural Networks for the Prediction of Daily Solar Radiation
Authors: Radouane Iqdour, Abdelouhab Zeroual
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The Multi-Layered Perceptron (MLP) Neural networks have been very successful in a number of signal processing applications. In this work we have studied the possibilities and the met difficulties in the application of the MLP neural networks for the prediction of daily solar radiation data. We have used the Polack-Ribière algorithm for training the neural networks. A comparison, in term of the statistical indicators, with a linear model most used in literature, is also performed, and the obtained results show that the neural networks are more efficient and gave the best results.Keywords: Daily solar radiation, Prediction, MLP neural networks, linear model
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13273426 A Fast Neural Algorithm for Serial Code Detection in a Stream of Sequential Data
Authors: Hazem M. El-Bakry, Qiangfu Zhao
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In recent years, fast neural networks for object/face detection have been introduced based on cross correlation in the frequency domain between the input matrix and the hidden weights of neural networks. In our previous papers [3,4], fast neural networks for certain code detection was introduced. It was proved in [10] that for fast neural networks to give the same correct results as conventional neural networks, both the weights of neural networks and the input matrix must be symmetric. This condition made those fast neural networks slower than conventional neural networks. Another symmetric form for the input matrix was introduced in [1-9] to speed up the operation of these fast neural networks. Here, corrections for the cross correlation equations (given in [13,15,16]) to compensate for the symmetry condition are presented. After these corrections, it is proved mathematically that the number of computation steps required for fast neural networks is less than that needed by classical neural networks. Furthermore, there is no need for converting the input data into symmetric form. Moreover, such new idea is applied to increase the speed of neural networks in case of processing complex values. Simulation results after these corrections using MATLAB confirm the theoretical computations.
Keywords: Fast Code/Data Detection, Neural Networks, Cross Correlation, real/complex values.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16263425 Exponential Stability of Uncertain Takagi-Sugeno Fuzzy Hopfield Neural Networks with Time Delays
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In this paper, based on linear matrix inequality (LMI), by using Lyapunov functional theory, the exponential stability criterion is obtained for a class of uncertain Takagi-Sugeno fuzzy Hopfield neural networks (TSFHNNs) with time delays. Here we choose a generalized Lyapunov functional and introduce a parameterized model transformation with free weighting matrices to it, these techniques lead to generalized and less conservative stability condition that guarantee the wide stability region. Finally, an example is given to illustrate our results by using MATLAB LMI toolbox.
Keywords: Hopfield neural network, linear matrix inequality, exponential stability, time delay, T-S fuzzy model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15103424 The Application of an Ensemble of Boosted Elman Networks to Time Series Prediction: A Benchmark Study
Authors: Chee Peng Lim, Wei Yee Goh
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In this paper, the application of multiple Elman neural networks to time series data regression problems is studied. An ensemble of Elman networks is formed by boosting to enhance the performance of the individual networks. A modified version of the AdaBoost algorithm is employed to integrate the predictions from multiple networks. Two benchmark time series data sets, i.e., the Sunspot and Box-Jenkins gas furnace problems, are used to assess the effectiveness of the proposed system. The simulation results reveal that an ensemble of boosted Elman networks can achieve a higher degree of generalization as well as performance than that of the individual networks. The results are compared with those from other learning systems, and implications of the performance are discussed.
Keywords: AdaBoost, Elman network, neural network ensemble, time series regression.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16893423 General Regression Neural Network and Back Propagation Neural Network Modeling for Predicting Radial Overcut in EDM: A Comparative Study
Authors: Raja Das, M. K. Pradhan
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This paper presents a comparative study between two neural network models namely General Regression Neural Network (GRNN) and Back Propagation Neural Network (BPNN) are used to estimate radial overcut produced during Electrical Discharge Machining (EDM). Four input parameters have been employed: discharge current (Ip), pulse on time (Ton), Duty fraction (Tau) and discharge voltage (V). Recently, artificial intelligence techniques, as it is emerged as an effective tool that could be used to replace time consuming procedures in various scientific or engineering applications, explicitly in prediction and estimation of the complex and nonlinear process. The both networks are trained, and the prediction results are tested with the unseen validation set of the experiment and analysed. It is found that the performance of both the networks are found to be in good agreement with average percentage error less than 11% and the correlation coefficient obtained for the validation data set for GRNN and BPNN is more than 91%. However, it is much faster to train GRNN network than a BPNN and GRNN is often more accurate than BPNN. GRNN requires more memory space to store the model, GRNN features fast learning that does not require an iterative procedure, and highly parallel structure. GRNN networks are slower than multilayer perceptron networks at classifying new cases.
Keywords: Electrical-discharge machining, General Regression Neural Network, Back-propagation Neural Network, Radial Overcut.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 31153422 Software Maintenance Severity Prediction for Object Oriented Systems
Authors: Parvinder S. Sandhu, Roma Jaswal, Sandeep Khimta, Shailendra Singh
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As the majority of faults are found in a few of its modules so there is a need to investigate the modules that are affected severely as compared to other modules and proper maintenance need to be done in time especially for the critical applications. As, Neural networks, which have been already applied in software engineering applications to build reliability growth models predict the gross change or reusability metrics. Neural networks are non-linear sophisticated modeling techniques that are able to model complex functions. Neural network techniques are used when exact nature of input and outputs is not known. A key feature is that they learn the relationship between input and output through training. In this present work, various Neural Network Based techniques are explored and comparative analysis is performed for the prediction of level of need of maintenance by predicting level severity of faults present in NASA-s public domain defect dataset. The comparison of different algorithms is made on the basis of Mean Absolute Error, Root Mean Square Error and Accuracy Values. It is concluded that Generalized Regression Networks is the best algorithm for classification of the software components into different level of severity of impact of the faults. The algorithm can be used to develop model that can be used for identifying modules that are heavily affected by the faults.Keywords: Neural Network, Software faults, Software Metric.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15743421 Estimating Reaction Rate Constants with Neural Networks
Authors: Benedek Kovacs, Janos Toth
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Solutions are proposed for the central problem of estimating the reaction rate coefficients in homogeneous kinetics. The first is based upon the fact that the right hand side of a kinetic differential equation is linear in the rate constants, whereas the second one uses the technique of neural networks. This second one is discussed deeply and its advantages, disadvantages and conditions of applicability are analyzed in the mirror of the first one. Numerical analysis carried out on practical models using simulated data, and our programs written in Mathematica.
Keywords: Neural networks, parameter estimation, linear regression, kinetic models, reaction rate coefficients.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19933420 Power Forecasting of Photovoltaic Generation
Authors: S. H. Oudjana, A. Hellal, I. Hadj Mahammed
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Photovoltaic power generation forecasting is an important task in renewable energy power system planning and operating. This paper explores the application of neural networks (NN) to study the design of photovoltaic power generation forecasting systems for one week ahead using weather databases include the global irradiance, and temperature of Ghardaia city (south of Algeria) using a data acquisition system. Simulations were run and the results are discussed showing that neural networks Technique is capable to decrease the photovoltaic power generation forecasting error.Keywords: Photovoltaic Power Forecasting, Regression, Neural Networks.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 37653419 Fast Complex Valued Time Delay Neural Networks
Authors: Hazem M. El-Bakry, Qiangfu Zhao
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Here, a new idea to speed up the operation of complex valued time delay neural networks is presented. The whole data are collected together in a long vector and then tested as a one input pattern. The proposed fast complex valued time delay neural networks uses cross correlation in the frequency domain between the tested data and the input weights of neural networks. It is proved mathematically that the number of computation steps required for the presented fast complex valued time delay neural networks is less than that needed by classical time delay neural networks. Simulation results using MATLAB confirm the theoretical computations.Keywords: Fast Complex Valued Time Delay Neural Networks, Cross Correlation, Frequency Domain
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18243418 Application of Wavelet Neural Networks in Optimization of Skeletal Buildings under Frequency Constraints
Authors: Mohammad Reza Ghasemi, Amin Ghorbani
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The main goal of the present work is to decrease the computational burden for optimum design of steel frames with frequency constraints using a new type of neural networks called Wavelet Neural Network. It is contested to train a suitable neural network for frequency approximation work as the analysis program. The combination of wavelet theory and Neural Networks (NN) has lead to the development of wavelet neural networks. Wavelet neural networks are feed-forward networks using wavelet as activation function. Wavelets are mathematical functions within suitable inner parameters, which help them to approximate arbitrary functions. WNN was used to predict the frequency of the structures. In WNN a RAtional function with Second order Poles (RASP) wavelet was used as a transfer function. It is shown that the convergence speed was faster than other neural networks. Also comparisons of WNN with the embedded Artificial Neural Network (ANN) and with approximate techniques and also with analytical solutions are available in the literature.Keywords: Weight Minimization, Frequency Constraints, Steel Frames, ANN, WNN, RASP Function.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17383417 Artificial Neural Network Modeling of a Closed Loop Pulsating Heat Pipe
Authors: Vipul M. Patel, Hemantkumar B. Mehta
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Technological innovations in electronic world demand novel, compact, simple in design, less costly and effective heat transfer devices. Closed Loop Pulsating Heat Pipe (CLPHP) is a passive phase change heat transfer device and has potential to transfer heat quickly and efficiently from source to sink. Thermal performance of a CLPHP is governed by various parameters such as number of U-turns, orientations, input heat, working fluids and filling ratio. The present paper is an attempt to predict the thermal performance of a CLPHP using Artificial Neural Network (ANN). Filling ratio and heat input are considered as input parameters while thermal resistance is set as target parameter. Types of neural networks considered in the present paper are radial basis, generalized regression, linear layer, cascade forward back propagation, feed forward back propagation; feed forward distributed time delay, layer recurrent and Elman back propagation. Linear, logistic sigmoid, tangent sigmoid and Radial Basis Gaussian Function are used as transfer functions. Prediction accuracy is measured based on the experimental data reported by the researchers in open literature as a function of Mean Absolute Relative Deviation (MARD). The prediction of a generalized regression ANN model with spread constant of 4.8 is found in agreement with the experimental data for MARD in the range of ±1.81%.
Keywords: ANN models, CLPHP, filling ratio, generalized regression, spread constant.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11843416 Diagnosis of Ovarian Cancer with Proteomic Patterns in Serum using Independent Component Analysis and Neural Networks
Authors: Simone C. F. Neves, Lúcio F. A. Campos, Ewaldo Santana, Ginalber L. O. Serra, Allan K. Barros
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We propose a method for discrimination and classification of ovarian with benign, malignant and normal tissue using independent component analysis and neural networks. The method was tested for a proteomic patters set from A database, and radial basis functions neural networks. The best performance was obtained with probabilistic neural networks, resulting I 99% success rate, with 98% of specificity e 100% of sensitivity.Keywords: Cancer ovarian, Proteomic patterns in serum, independent component analysis and neural networks.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18303415 Application of Functional Network to Solving Classification Problems
Authors: Yong-Quan Zhou, Deng-Xu He, Zheng Nong
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In this paper two models using a functional network were employed to solving classification problem. Functional networks are generalized neural networks, which permit the specification of their initial topology using knowledge about the problem at hand. In this case, and after analyzing the available data and their relations, we systematically discuss a numerical analysis method used for functional network, and apply two functional network models to solving XOR problem. The XOR problem that cannot be solved with two-layered neural network can be solved by two-layered functional network, which reveals a potent computational power of functional networks, and the performance of the proposed model was validated using classification problems.Keywords: Functional network, neural network, XOR problem, classification, numerical analysis method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13093414 Efficient System for Speech Recognition using General Regression Neural Network
Authors: Abderrahmane Amrouche, Jean Michel Rouvaen
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In this paper we present an efficient system for independent speaker speech recognition based on neural network approach. The proposed architecture comprises two phases: a preprocessing phase which consists in segmental normalization and features extraction and a classification phase which uses neural networks based on nonparametric density estimation namely the general regression neural network (GRNN). The relative performances of the proposed model are compared to the similar recognition systems based on the Multilayer Perceptron (MLP), the Recurrent Neural Network (RNN) and the well known Discrete Hidden Markov Model (HMM-VQ) that we have achieved also. Experimental results obtained with Arabic digits have shown that the use of nonparametric density estimation with an appropriate smoothing factor (spread) improves the generalization power of the neural network. The word error rate (WER) is reduced significantly over the baseline HMM method. GRNN computation is a successful alternative to the other neural network and DHMM.Keywords: Speech Recognition, General Regression NeuralNetwork, Hidden Markov Model, Recurrent Neural Network, ArabicDigits.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21833413 Analysis of Periodic Solution of Delay Fuzzy BAM Neural Networks
Authors: Qianhong Zhang, Lihui Yang, Daixi Liao
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In this paper, by employing a new Lyapunov functional and an elementary inequality analysis technique, some sufficient conditions are derived to ensure the existence and uniqueness of periodic oscillatory solution for fuzzy bi-directional memory (BAM) neural networks with time-varying delays, and all other solutions of the fuzzy BAM neural networks converge the uniqueness periodic solution. These criteria are presented in terms of system parameters and have important leading significance in the design and applications of neural networks. Moreover an example is given to illustrate the effectiveness and feasible of results obtained.Keywords: Fuzzy BAM neural networks, Periodic solution, Global exponential stability, Time-varying delays
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15143412 A Modified Cross Correlation in the Frequency Domain for Fast Pattern Detection Using Neural Networks
Authors: Hazem M. El-Bakry, Qiangfu Zhao
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Recently, neural networks have shown good results for detection of a certain pattern in a given image. In our previous papers [1-5], a fast algorithm for pattern detection using neural networks was presented. Such algorithm was designed based on cross correlation in the frequency domain between the input image and the weights of neural networks. Image conversion into symmetric shape was established so that fast neural networks can give the same results as conventional neural networks. Another configuration of symmetry was suggested in [3,4] to improve the speed up ratio. In this paper, our previous algorithm for fast neural networks is developed. The frequency domain cross correlation is modified in order to compensate for the symmetric condition which is required by the input image. Two new ideas are introduced to modify the cross correlation algorithm. Both methods accelerate the speed of the fast neural networks as there is no need for converting the input image into symmetric one as previous. Theoretical and practical results show that both approaches provide faster speed up ratio than the previous algorithm.Keywords: Fast Pattern Detection, Neural Networks, Modified Cross Correlation
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17443411 Support Vector Fuzzy Based Neural Networks For Exchange Rate Modeling
Authors: Prof. Chokri SLIM
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A Novel fuzzy neural network combining with support vector learning mechanism called support-vector-based fuzzy neural networks (SVBFNN) is proposed. The SVBFNN combine the capability of minimizing the empirical risk (training error) and expected risk (testing error) of support vector learning in high dimensional data spaces and the efficient human-like reasoning of FNN.
Keywords: Neural network, fuzzy inference, machine learning, fuzzy modeling and rule extraction, support vector regression.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 166863410 Fast Object/Face Detection Using Neural Networks and Fast Fourier Transform
Authors: Hazem M. El-Bakry, Qiangfu Zhao
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Recently, fast neural networks for object/face detection were presented in [1-3]. The speed up factor of these networks relies on performing cross correlation in the frequency domain between the input image and the weights of the hidden layer. But, these equations given in [1-3] for conventional and fast neural networks are not valid for many reasons presented here. In this paper, correct equations for cross correlation in the spatial and frequency domains are presented. Furthermore, correct formulas for the number of computation steps required by conventional and fast neural networks given in [1-3] are introduced. A new formula for the speed up ratio is established. Also, corrections for the equations of fast multi scale object/face detection are given. Moreover, commutative cross correlation is achieved. Simulation results show that sub-image detection based on cross correlation in the frequency domain is faster than classical neural networks.Keywords: Conventional Neural Networks, Fast Neural Networks, Cross Correlation in the Frequency Domain.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24783409 Existence and Globally Exponential Stability of Equilibrium for BAM Neural Networks with Mixed Delays and Impulses
Authors: Xiaomei Wang, Shouming Zhong
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In this paper, a class of generalized bi-directional associative memory (BAM) neural networks with mixed delays is investigated. On the basis of Lyapunov stability theory and contraction mapping theorem, some new sufficient conditions are established for the existence and uniqueness and globally exponential stability of equilibrium, which generalize and improve the previously known results. One example is given to show the feasibility and effectiveness of our results.
Keywords: Bi-directional associative memory (BAM) neural networks, mixed delays, Lyapunov stability theory, contraction mapping theorem, existence, equilibrium, globally exponential stability.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14813408 Application of Feed-Forward Neural Networks Autoregressive Models with Genetic Algorithm in Gross Domestic Product Prediction
Authors: E. Giovanis
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In this paper we present a Feed-Foward Neural Networks Autoregressive (FFNN-AR) model with genetic algorithms training optimization in order to predict the gross domestic product growth of six countries. Specifically we propose a kind of weighted regression, which can be used for econometric purposes, where the initial inputs are multiplied by the neural networks final optimum weights from input-hidden layer of the training process. The forecasts are compared with those of the ordinary autoregressive model and we conclude that the proposed regression-s forecasting results outperform significant those of autoregressive model. Moreover this technique can be used in Autoregressive-Moving Average models, with and without exogenous inputs, as also the training process with genetics algorithms optimization can be replaced by the error back-propagation algorithm.Keywords: Autoregressive model, Feed-Forward neuralnetworks, Genetic Algorithms, Gross Domestic Product
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16713407 Optimized Calculation of Hourly Price Forward Curve (HPFC)
Authors: Ahmed Abdolkhalig
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This paper examines many mathematical methods for molding the hourly price forward curve (HPFC); the model will be constructed by numerous regression methods, like polynomial regression, radial basic function neural networks & a furrier series. Examination the models goodness of fit will be done by means of statistical & graphical tools. The criteria for choosing the model will depend on minimize the Root Mean Squared Error (RMSE), using the correlation analysis approach for the regression analysis the optimal model will be distinct, which are robust against model misspecification. Learning & supervision technique employed to determine the form of the optimal parameters corresponding to each measure of overall loss. By using all the numerical methods that mentioned previously; the explicit expressions for the optimal model derived and the optimal designs will be implemented.Keywords: Forward curve, furrier series, regression, radial basic function neural networks.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 42273406 Sub-Image Detection Using Fast Neural Processors and Image Decomposition
Authors: Hazem M. El-Bakry, Qiangfu Zhao
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In this paper, an approach to reduce the computation steps required by fast neural networksfor the searching process is presented. The principle ofdivide and conquer strategy is applied through imagedecomposition. Each image is divided into small in sizesub-images and then each one is tested separately usinga fast neural network. The operation of fast neuralnetworks based on applying cross correlation in thefrequency domain between the input image and theweights of the hidden neurons. Compared toconventional and fast neural networks, experimentalresults show that a speed up ratio is achieved whenapplying this technique to locate human facesautomatically in cluttered scenes. Furthermore, fasterface detection is obtained by using parallel processingtechniques to test the resulting sub-images at the sametime using the same number of fast neural networks. Incontrast to using only fast neural networks, the speed upratio is increased with the size of the input image whenusing fast neural networks and image decomposition.
Keywords: Fast Neural Networks, 2D-FFT, CrossCorrelation, Image decomposition, Parallel Processing.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21783405 Neural Network Ensemble-based Solar Power Generation Short-Term Forecasting
Authors: A. Chaouachi, R.M. Kamel, R. Ichikawa, H. Hayashi, K. Nagasaka
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This paper presents the applicability of artificial neural networks for 24 hour ahead solar power generation forecasting of a 20 kW photovoltaic system, the developed forecasting is suitable for a reliable Microgrid energy management. In total four neural networks were proposed, namely: multi-layred perceptron, radial basis function, recurrent and a neural network ensemble consisting in ensemble of bagged networks. Forecasting reliability of the proposed neural networks was carried out in terms forecasting error performance basing on statistical and graphical methods. The experimental results showed that all the proposed networks achieved an acceptable forecasting accuracy. In term of comparison the neural network ensemble gives the highest precision forecasting comparing to the conventional networks. In fact, each network of the ensemble over-fits to some extent and leads to a diversity which enhances the noise tolerance and the forecasting generalization performance comparing to the conventional networks.Keywords: Neural network ensemble, Solar power generation, 24 hour forecasting, Comparative study
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 32753404 Investigation of Some Technical Indexes inStock Forecasting Using Neural Networks
Authors: Myungsook Klassen
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Training neural networks to capture an intrinsic property of a large volume of high dimensional data is a difficult task, as the training process is computationally expensive. Input attributes should be carefully selected to keep the dimensionality of input vectors relatively small. Technical indexes commonly used for stock market prediction using neural networks are investigated to determine its effectiveness as inputs. The feed forward neural network of Levenberg-Marquardt algorithm is applied to perform one step ahead forecasting of NASDAQ and Dow stock prices.Keywords: Stock Market Prediction, Neural Networks, Levenberg-Marquadt Algorithm, Technical Indexes
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1946