• DocumentCode
    1679722
  • Title

    Variability in generalisation curves and the effects of linear scaling thereon

  • Author

    Parkinson, Alan

  • Author_Institution
    Sch. of Inf. Syst., Curtin Univ. of Technol., Perth, WA, Australia
  • Volume
    3
  • fYear
    2002
  • fDate
    6/24/1905 12:00:00 AM
  • Firstpage
    2527
  • Lastpage
    2532
  • Abstract
    It is demonstrated that different linear scalings of input data can have significant effects on stability of the learning trajectory. Using a feed forward network with sigmoid output function, two different financial data sets were trained under varying conditions. It was found that a range of 0.3-0.7 gave much more consistent results than the commonly employed 0.1-0.9. The variability was shown to have two causes, one of which was an artefact of presentation sequence
  • Keywords
    feedforward neural nets; finance; learning (artificial intelligence); time series; feedforward network; financial data sets; generalisation curves; learning trajectory; linear scaling; sigmoid output function; stability; Australia; Exchange rates; Feeds; Forward contracts; Frequency; Information systems; Neural networks; Pathology; Stability; Training data;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Neural Networks, 2002. IJCNN '02. Proceedings of the 2002 International Joint Conference on
  • Conference_Location
    Honolulu, HI
  • ISSN
    1098-7576
  • Print_ISBN
    0-7803-7278-6
  • Type

    conf

  • DOI
    10.1109/IJCNN.2002.1007541
  • Filename
    1007541