Enhanced BFGS quasi-newton backpropagation models on MCCI data
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...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English English |
| Published: |
Institute of Advanced Engineering and Science (IAES)
2017
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| Subjects: | |
| Online Access: | http://irep.iium.edu.my/62831/ http://irep.iium.edu.my/62831/ http://irep.iium.edu.my/62831/ http://irep.iium.edu.my/62831/1/52831_Enhanced%20BFGS%20quasi-newton%20backpropagation_article.pdf http://irep.iium.edu.my/62831/2/52831_Enhanced%20BFGS%20quasi-newton%20backpropagation_scopus.pdf |
| Summary: | 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 |
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