Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
Online ISSN : 2188-4749
Print ISSN : 2188-4730
第37回ISCIE「確率システム理論と応用」国際シンポジウム(2005年10月, 大阪茨木)
Revised GMDH-type Neural Network Algorithm with a Feedback Loop Identifying Sigmoid Function Neural Network
Tadashi Kondo
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2006 年 2006 巻 p. 137-142

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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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