Title :
Variability in generalisation curves and the effects of linear scaling thereon
Author_Institution :
Sch. of Inf. Syst., Curtin Univ. of Technol., Perth, WA, Australia
fDate :
6/24/1905 12:00:00 AM
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;
Conference_Titel :
Neural Networks, 2002. IJCNN '02. Proceedings of the 2002 International Joint Conference on
Conference_Location :
Honolulu, HI
Print_ISBN :
0-7803-7278-6
DOI :
10.1109/IJCNN.2002.1007541