TY - GEN
T1 - Averaged and decorrelated neural networks as a time-series predictor
AU - Naftaly, U.
AU - Ginzburg, I.
AU - Horn, D.
AU - Intrator, N.
N1 - Publisher Copyright:
© 1994 Institute of Electrical and Electronics Engineers Inc.. All rights reserved.
PY - 1994
Y1 - 1994
N2 - We study the effect of removing temporal structure in the prediction error. We observe that networks which are not optimally trained, exhibit strong temporal structure in their prediction error, which can be eliminated using linear regression. This elimination improves performance significantly, but does not lead to the best performance which is achieved by training networks unitl they do not exhibit any such temporal structure. The improvement in performance of ensemble net averaging does not affect possible temporal sturcture of the error, thus averaging can be performed before or after temporal structure removal. We demonstrate these findings on the sunspot data set.
AB - We study the effect of removing temporal structure in the prediction error. We observe that networks which are not optimally trained, exhibit strong temporal structure in their prediction error, which can be eliminated using linear regression. This elimination improves performance significantly, but does not lead to the best performance which is achieved by training networks unitl they do not exhibit any such temporal structure. The improvement in performance of ensemble net averaging does not affect possible temporal sturcture of the error, thus averaging can be performed before or after temporal structure removal. We demonstrate these findings on the sunspot data set.
UR - http://www.scopus.com/inward/record.url?scp=85115229283&partnerID=8YFLogxK
M3 - ???researchoutput.researchoutputtypes.contributiontobookanthology.conference???
AN - SCOPUS:85115229283
T3 - Proceedings - International Conference on Pattern Recognition
SP - 429
EP - 432
BT - Proceedings of the 12th IAPR International Conference on Pattern Recognition - Conference B
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 12th IAPR International Conference on Pattern Recognition - Conference B: Pattern Recognition and Neural Networks, ICPR 1994
Y2 - 9 October 1994 through 13 October 1994
ER -