• Title/Summary/Keyword: feed forward neural network

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Stock Market Forecasting : Comparison between Artificial Neural Networks and Arch Models

  • Merh, Nitin
    • Journal of Information Technology Applications and Management
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    • v.19 no.1
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    • pp.1-12
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    • 2012
  • Data mining is the process of searching and analyzing large quantities of data for finding out meaningful patterns and rules. Artificial Neural Network (ANN) is one of the tools of data mining which is becoming very popular in forecasting the future values. Some of the areas where it is used are banking, medicine, retailing and fraud detection. In finance, artificial neural network is used in various disciplines including stock market forecasting. In the stock market time series, due to high volatility, it is very important to choose a model which reads volatility and forecasts the future values considering volatility as one of the major attributes for forecasting. In this paper, an attempt is made to develop two models - one using feed forward back propagation Artificial Neural Network and the other using Autoregressive Conditional Heteroskedasticity (ARCH) technique for forecasting stock market returns. Various parameters which are considered for the design of optimal ANN model development are input and output data normalization, transfer function and neuron/s at input, hidden and output layers, number of hidden layers, values with respect to momentum, learning rate and error tolerance. Simulations have been done using prices of daily close of Sensex. Stock market returns are chosen as input data and output is the forecasted return. Simulations of the Model have been done using MATLAB$^{(R)}$ 6.1.0.450 and EViews 4.1. Convergence and performance of models have been evaluated on the basis of the simulation results. Performance evaluation is done on the basis of the errors calculated between the actual and predicted values.

Evaluation of existing bridges using neural networks

  • Molina, Augusto V.;Chou, Karen C.
    • Structural Engineering and Mechanics
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    • v.13 no.2
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    • pp.187-209
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    • 2002
  • The infrastructure system in the United States has been aging faster than the resource available to restore them. Therefore decision for allocating the resources is based in part on the condition of the structural system. This paper proposes to use neural network to predict the overall rating of the structural system because of the successful applications of neural network to other fields which require a "symptom-diagnostic" type relationship. The goal of this paper is to illustrate the potential of using neural network in civil engineering applications and, particularly, in bridge evaluations. Data collected by the Tennessee Department of Transportation were used as "test bed" for the study. Multi-layer feed forward networks were developed using the Levenberg-Marquardt training algorithm. All the neural networks consisted of at least one hidden layer of neurons. Hyperbolic tangent transfer functions were used in the first hidden layer and log-sigmoid transfer functions were used in the subsequent hidden and output layers. The best performing neural network consisted of three hidden layers. This network contained three neurons in the first hidden layer, two neurons in the second hidden layer and one neuron in the third hidden layer. The neural network performed well based on a target error of 10%. The results of this study indicate that the potential for using neural networks for the evaluation of infrastructure systems is very good.

A Research on the Adaptive Control by the Modification of Control Structure and Neural Network Compensation (제어구조 변경과 신경망 보정에 의한 적응제어에 관한 연구)

  • Kim, Yun-Sang;Lee, Jong-Soo;Choi, Kyung-Sam
    • Proceedings of the KIEE Conference
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    • 1999.11c
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    • pp.812-814
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    • 1999
  • In this paper, we propose a new control algorithm based on the neural network(NN) feedback compensation with a desired trajectory modification. The proposed algorithm decreases trajectory errors by a feed-forward desired torque combined with a neural network feedback torque component. And, to robustly control the tracking error, we modified the desired trajectory by variable structure concept smoothed by a fuzzy logic. For the numerical simulation, a 2-link robot manipulator model was assumed. To simulate the disturbance due to the modelling uncertainty. As a result of this simulation, the proposed method shows better trajectory tracking performance compared with the CTM and decreases the chattering in control inputs.

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A Study for Bad Data Processing by a Neural Network (신경회로망을 이용한 불량 Data 처리에 관한 연구)

  • Kim, Ik-Hyeon;Park, Jong-Keun
    • Proceedings of the KIEE Conference
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    • 1989.11a
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    • pp.186-190
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    • 1989
  • A Study for Bad Data Processing in state estimation by a Neural Network is presented. State estimation is the process of assigning a value to an unknown system state variable based on measurement from that system according to some criteria. In this case, the ability to detect and identify bad measurements is extremely valuable, and much time in oder to achieve the state estimation is needed. This paper proposed new bad data processing using Neural Network in order to settle it. The concept of neural net is a parallel distributed processing. In this paper, EBP (Error Back Propagation) algorithm based on three layered feed forward network is used.

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Application of artificial neural networks (ANNs) and linear regressions (LR) to predict the deflection of concrete deep beams

  • Mohammadhassani, Mohammad;Nezamabadi-pour, Hossein;Jumaat, Mohd Zamin;Jameel, Mohammed;Arumugam, Arul M.S.
    • Computers and Concrete
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    • v.11 no.3
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    • pp.237-252
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    • 2013
  • This paper presents the application of artificial neural network (ANN) to predict deep beam deflection using experimental data from eight high-strength-self-compacting-concrete (HSSCC) deep beams. The optimized network architecture was ten input parameters, two hidden layers, and one output. The feed forward back propagation neural network of ten and four neurons in first and second hidden layers using TRAINLM training function predicted highly accurate and more precise load-deflection diagrams compared to classical linear regression (LR). The ANN's MSE values are 40 times smaller than the LR's. The test data R value from ANN is 0.9931; thus indicating a high confidence level.

Optimizing Artificial Neural Network-Based Models to Predict Rice Blast Epidemics in Korea

  • Lee, Kyung-Tae;Han, Juhyeong;Kim, Kwang-Hyung
    • The Plant Pathology Journal
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    • v.38 no.4
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    • pp.395-402
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    • 2022
  • To predict rice blast, many machine learning methods have been proposed. As the quality and quantity of input data are essential for machine learning techniques, this study develops three artificial neural network (ANN)-based rice blast prediction models by combining two ANN models, the feed-forward neural network (FFNN) and long short-term memory, with diverse input datasets, and compares their performance. The Blast_Weathe long short-term memory r_FFNN model had the highest recall score (66.3%) for rice blast prediction. This model requires two types of input data: blast occurrence data for the last 3 years and weather data (daily maximum temperature, relative humidity, and precipitation) between January and July of the prediction year. This study showed that the performance of an ANN-based disease prediction model was improved by applying suitable machine learning techniques together with the optimization of hyperparameter tuning involving input data. Moreover, we highlight the importance of the systematic collection of long-term disease data.

GENERALIZED SYMMETRICAL SIGMOID FUNCTION ACTIVATED NEURAL NETWORK MULTIVARIATE APPROXIMATION

  • ANASTASSIOU, GEORGE A.
    • Journal of Applied and Pure Mathematics
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    • v.4 no.3_4
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    • pp.185-209
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    • 2022
  • Here we exhibit multivariate quantitative approximations of Banach space valued continuous multivariate functions on a box or ℝN, N ∈ ℕ, by the multivariate normalized, quasi-interpolation, Kantorovich type and quadrature type neural network operators. We treat also the case of approximation by iterated operators of the last four types. These approximations are achieved by establishing multidimensional Jackson type inequalities involving the multivariate modulus of continuity of the engaged function or its high order Fréchet derivatives. Our multivariate operators are defined by using a multidimensional density function induced by the generalized symmetrical sigmoid function. The approximations are point-wise and uniform. The related feed-forward neural network is with one hidden layer.

PARAMETRIZED GUDERMANNIAN FUNCTION RELIED BANACH SPACE VALUED NEURAL NETWORK MULTIVARIATE APPROXIMATIONS

  • GEORGE A. ANASTASSIOU
    • Journal of Applied and Pure Mathematics
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    • v.5 no.1_2
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    • pp.69-93
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    • 2023
  • Here we give multivariate quantitative approximations of Banach space valued continuous multivariate functions on a box or ℝN, N ∈ ℕ, by the multivariate normalized, quasi-interpolation, Kantorovich type and quadrature type neural network operators. We treat also the case of approximation by iterated operators of the last four types. These approximations are derived by establishing multidimensional Jackson type inequalities involving the multivariate modulus of continuity of the engaged function or its high order Fréchet derivatives. Our multivariate operators are defined by using a multidimensional density function induced by a parametrized Gudermannian sigmoid function. The approximations are pointwise and uniform. The related feed-forward neural network is with one hidden layer.

A neural network approach for simulating stationary stochastic processes

  • Beer, Michael;Spanos, Pol D.
    • Structural Engineering and Mechanics
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    • v.32 no.1
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    • pp.71-94
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    • 2009
  • In this paper a procedure for Monte Carlo simulation of univariate stationary stochastic processes with the aid of neural networks is presented. Neural networks operate model-free and, thus, circumvent the need of specifying a priori statistical properties of the process, as needed traditionally. This is particularly advantageous when only limited data are available. A neural network can capture the "pattern" of a short observed time series. Afterwards, it can directly generate stochastic process realizations which capture the properties of the underlying data. In the present study a simple feed-forward network with focused time-memory is utilized. The proposed procedure is demonstrated by examples of Monte Carlo simulation, by synthesis of future values of an initially short single process record.

Bayesian Analysis for Neural Network Models

  • Chung, Younshik;Jung, Jinhyouk;Kim, Chansoo
    • Communications for Statistical Applications and Methods
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    • v.9 no.1
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    • pp.155-166
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    • 2002
  • Neural networks have been studied as a popular tool for classification and they are very flexible. Also, they are used for many applications of pattern classification and pattern recognition. This paper focuses on Bayesian approach to feed-forward neural networks with single hidden layer of units with logistic activation. In this model, we are interested in deciding the number of nodes of neural network model with p input units, one hidden layer with m hidden nodes and one output unit in Bayesian setup for fixed m. Here, we use the latent variable into the prior of the coefficient regression, and we introduce the 'sequential step' which is based on the idea of the data augmentation by Tanner and Wong(1787). The MCMC method(Gibbs sampler and Metropolish algorithm) can be used to overcome the complicated Bayesian computation. Finally, a proposed method is applied to a simulated data.