Increasing the speed of convergence of an artificial neural network based ARMA coefficients determination technique
In this paper, novel techniques in increasing the accuracy and speed of convergence of a Feed forward Back propagation Artificial Neural Network (FFBPNN) with polynomial activation function reported in literature is presented. These technique was subsequently used to determine the coefficients o...
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| Main Authors: | , , , |
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| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
2008
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| Subjects: | |
| Online Access: | http://irep.iium.edu.my/5451/1/Increasing_The_Speed_of_Convergence_of_an.pdf http://irep.iium.edu.my/5451/ |
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| Summary: | In this paper, novel techniques in increasing the accuracy
and speed of convergence of a Feed forward Back propagation
Artificial Neural Network (FFBPNN) with polynomial activation
function reported in literature is presented. These technique was
subsequently used to determine the coefficients of Autoregressive
Moving Average (ARMA) and Autoregressive (AR) system. The
results obtained by introducing sequential and batch method of weight
initialization, batch method of weight and coefficient update, adaptive
momentum and learning rate technique gives more accurate result
and significant reduction in convergence time when compared t the
traditional method of back propagation algorithm, thereby making
FFBPNN an appropriate technique for online ARMA coefficient
determination. |
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