Enhanced BFGS Quasi-Newton Backpropagation Models on MCCI Data
| Autor: | Ismail Musirin, Saadi Bin Ahmad Kamaruddin, Nor Azura Md Ghani, Hishamuddin Hashim, Norazan Mohammed Ramli |
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| Rok vydání: | 2017 |
| Předmět: |
Control and Optimization
Artificial neural network Mean squared error Computer Networks and Communications Computer science Estimator Backpropagation Autoregressive model Hardware and Architecture Broyden–Fletcher–Goldfarb–Shanno algorithm Signal Processing Ordinary least squares Outlier Electrical and Electronic Engineering Algorithm Information Systems |
| Zdroj: | Indonesian Journal of Electrical Engineering and Computer Science. 8:101 |
| ISSN: | 2502-4760 2502-4752 |
| DOI: | 10.11591/ijeecs.v8.i1.pp101-106 |
| Popis: | Neurocomputing is widely implemented in time series area, however the nearness of exceptions that for the most part happen in information time arrangement might be hurtful to the information organize preparing. This is on the grounds that the capacity to consequently discover any examples without earlier suppositions and loss of all-inclusive statement. In principle, the most well-known preparing calculation for Backpropagation calculations inclines toward lessening ordinary least squares estimator (OLS) or all the more particularly, the mean squared error (MSE). In any case, this calculation is not completely hearty when exceptions exist in preparing information, and it will prompt false estimate future esteem. Along these lines, in this paper, we show another calculation that control calculations firefly on slightest middle squares estimator (FFA-LMedS) for BFGS quasi-newton backpropagation neural network nonlinear autoregressive moving (BPNN-NARMA) model to lessen the effect of exceptions in time arrangement information. In the in the mean time, the monthly data of Malaysian Roof Materials cost index from January 1980 to December 2012 (base year 1980=100) with various level of exceptions issue is adjusted in this examination. Toward the finish of this paper, it was found that the upgraded BPNN-NARMA models utilizing FFA-LMedS performed extremely well with RMSE values just about zero errors. It is expected that the finding would help the specialists in Malaysian development activities to handle cost indices data accordingly. |
| Databáze: | OpenAIRE |
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