迴歸分析與類神經網路預測能力之比較
| Autor: | 楊雅媛 |
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| Druh dokumentu: | Text |
| Popis: | 迴歸分析與類神經網路此兩種方法皆是預測領域上的主要工具。本論文嘗試在線性迴歸模式及非線性迴歸模式的條件下，隨機產生不同特性的資料以完整探討資料特性對迴歸分析與類神經網路之預測效果的影響。這些特性包括常態分配、偏態分配、不等變異、Michaelis-Menten關係模式及指數迴歸模式。 再者，我們使用區域搜尋法(local search methods)中的演化策略法(evolution strategies，ES)作為類神經網路的學習(learning)方法以提高其預測功能。我們稱這種類型的類神經網路為ESNN。 模擬結果顯示，ESNN確實可以取代常用來與迴歸分析做比較的倒傳遞類神經網路(back-propagation neural network，BPNN)，成為類神經網路的新選擇。針對不同特性的資料，我們建議：如果原始的資料適合以常態線性迴歸模式配適，則使用者可考慮使用迴歸方法做預測。如果原始的資料經由圖形分析或由檢定方法得知違反誤差項為均等變異之假設時，若能找到合適的權數，可使用加權最小平方法，但若權數難以決定時，則使用ESNN做預測。如果資料呈現韋伯偏態分佈時，可考慮使用ESNN或韋伯迴歸方法。資料適合以非線性迴歸模式做配適時，則選擇以ESNN做預測。 關鍵詞：迴歸分析，類神經網路，區域搜尋法，演化策略法類神經網路，倒傳遞類神經網路 Both regression analysis and artificial neural networks are the main techniques for prediction. In this research, we tried to randomly generate different types of data, so as to completely explore the effect of data characteristics on the predictive performance of regression analysis and artificial neural networks. The data characteristics include normal distribution, skew distribution, unequal variances, Michaelis-Menten relationship model and exponential regression model. In addition, we used the evolution strategies, which is one of the local search methods for training artificial neural networks, to further improve its predictive performance. We name this type of artificial neural networks ESNN. Simulation studies indicate that ESNN could indeed replace BPNN to be the new choice of artificial neural networks. For different types of data, we commend that users can use regression analysis for their prediction if the original data is fit for linear regression model. When the residuals of the data are unequal variances, users can use weighted least squares if the optimal weights could be found. Otherwise, users can use ESNN. If the data is fit for weibull distribution, users can use ESNN or weibull regression. If the data is fit for nonlinear regression model, users can choose ESNN for the prediction. Keywords: Regression Analysis, Artificial Neural Networks, Local Search Methods, Evolution Strategies Neural Network (ESNN), Back-propagation Neural Network (BPNN) |
| Databáze: | Networked Digital Library of Theses & Dissertations |
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