TIME SERIES FORECASTING USING ARTIFICIAL NEURAL NETWORK WITH EXTENDED ADAPTIVE LEARNING
Artificial neural network (ANN) mainly consists of learning algorithms, which are require to optimize the convergence of neural networks. We need to optimize the convergence of neural networks in order to improve the speed and accuracy of decision making process. To enable the optimization process one of the widely used algorithm is back propagation learning algorithm. Objective of study is to applied backpropagation algorithm for solving multivariate time series problem. To better the accuracy of neural network it is important to find optimized architecture for the problem under consideration. The learning rate is also an important factor which affects the performance of result. In this study, we proposed extended adaptive learning approach in which learning rate is adapted from number of previous iteration error trend in first half of training. In next half of training learning rate is adapted as per adaptive learning rate algorithm. Compare performance of three variation of backpropagationalgorithm. All these variation experimented on two standard dataset. Experimental result shows that during validation and training ANN with extended adaptive learning rate outperforms other than two variations.