Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
Online ISSN : 2188-4749
Print ISSN : 2188-4730
The 37th ISCIE International Symposium on Stochastic Systems Theory and Its Applications (Oct. 2005, Ibaraki, Osaka)
Revised GMDH-type Neural Network Algorithm with a Feedback Loop Identifying Sigmoid Function Neural Network
Tadashi Kondo
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2006 Volume 2006 Pages 137-142

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Abstract
In this paper, the revised Group Method of Data Handling (GMDH)-type neural network algorithm with a feedback loop identifying sigmoid function neural network is proposed. In this algorithm, the optimum sigmoid function neural network architecture is automatically organized so as to minimize the prediction error criterion defined as Akaike's Information criterion (AIC) or Prediction Sum of Squares (PSS) by using the heuristic self-organization. The structural parameters such as the number of neurons in each layer, the number of feedback loops and the useful input variables are automatically determined by using AIC or PSS criterion. Therefore, it is easy to apply this algorithm to the identification problem of the complex nonlinear system and to obtain a good prediction results.
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© 2006 ISCIE Symposium on Stochastic Systems Theory and Its Applications
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