Artificial Higher Order Neural Network Models

2016 ◽  
pp. 241-311
Author(s):  
Ming Zhang

This chapter introduces the background of HONN model developing history and overview 24 applied artificial higher order neural network models. This chapter provides 24 HONN models and uses a single uniform HONN architecture for ALL 24 HONN models. This chapter also uses a uniform learning algorithm for all 24 HONN models and uses a uniform weight update formulae for all 24 HONN models. In this chapter, Polynomial HONN, Trigonometric HONN, Sigmoid HONN, SINC HONN, and Ultra High Frequency HONN structure and models are overviewed too.

Author(s):  
Ming Zhang

This chapter introduces the background of HONN model developing history and overview 24 applied artificial higher order neural network models. This chapter provides 24 HONN models and uses a single uniform HONN architecture for ALL 24 HONN models. This chapter also uses a uniform learning algorithm for all 24 HONN models and uses a uniform weight update formulae for all 24 HONN models. In this chapter, Polynomial HONN, Trigonometric HONN, Sigmoid HONN, SINC HONN, and Ultra High Frequency HONN structure and models are overviewed too.


This chapter introduces the background of the higher order neural network (HONN) model developing history and overviews 24 applied artificial higher order neural network models. This chapter provides 24 HONN models and uses a single uniform HONN architecture for all 24 HONN models. This chapter also uses a uniform learning algorithm for all 24 HONN models and uses uniform weight update formulae for all 24 HONN models. In this chapter, polynomial HONN, Trigonometric HONN, Sigmoid HONN, SINC HONN, and Ultra High Frequency HONN structure and models are overviewed too.


Real-world data is often nonlinear, discontinuous, and may comprise high frequency, multi-polynomial components. Not surprisingly, it is hard to find the best models for modeling such data. Classical neural network models are unable to automatically determine the optimum model and appropriate order for data approximation. In order to solve this problem, neuron-adaptive higher order neural network (NAHONN) models have been introduced. Definitions of one-dimensional, two-dimensional, and n-dimensional NAHONN models are studied. Specialized NAHONN models are also described. NAHONN models are shown to be “open box.” These models are further shown to be capable of automatically finding not only the optimum model but also the appropriate order for high frequency, multi-polynomial, discontinuous data. Rainfall estimation experimental results confirm model convergence. The authors further demonstrate that NAHONN models are capable of modeling satellite data.


2012 ◽  
Vol 6-7 ◽  
pp. 1055-1060 ◽  
Author(s):  
Yang Bing ◽  
Jian Kun Hao ◽  
Si Chang Zhang

In this study we apply back propagation Neural Network models to predict the daily Shanghai Stock Exchange Composite Index. The learning algorithm and gradient search technique are constructed in the models. We evaluate the prediction models and conclude that the Shanghai Stock Exchange Composite Index is predictable in the short term. Empirical study shows that the Neural Network models is successfully applied to predict the daily highest, lowest, and closing value of the Shanghai Stock Exchange Composite Index, but it can not predict the return rate of the Shanghai Stock Exchange Composite Index in short terms.


Author(s):  
Ming Zhang

Real world financial data is often discontinuous and non-smooth. Accuracy will be a problem, if we attempt to use neural networks to simulate such functions. Neural network group models can perform this function with more accuracy. Both Polynomial Higher Order Neural Network Group (PHONNG) and Trigonometric polynomial Higher Order Neural Network Group (THONNG) models are studied in this chapter. These PHONNG and THONNG models are open box, convergent models capable of approximating any kind of piecewise continuous function to any degree of accuracy. Moreover, they are capable of handling higher frequency, higher order nonlinear, and discontinuous data. Results obtained using Polynomial Higher Order Neural Network Group and Trigonometric polynomial Higher Order Neural Network Group financial simulators are presented, which confirm that PHONNG and THONNG group models converge without difficulty, and are considerably more accurate (0.7542% - 1.0715%) than neural network models such as using Polynomial Higher Order Neural Network (PHONN) and Trigonometric polynomial Higher Order Neural Network (THONN) models.


This chapter develops two new nonlinear artificial higher order neural network models. They are sine and sine higher order neural networks (SIN-HONN) and cosine and cosine higher order neural networks (COS-HONN). Financial data prediction using SIN-HONN and COS-HONN models are tested. Results show that SIN-HONN and COS-HONN models are good models for some sine feature only or cosine feature only financial data simulation and prediction compared with polynomial higher order neural network (PHONN) and trigonometric higher order neural network (THONN) models.


Author(s):  
Ming Zhang

This chapter develops a new nonlinear model, Ultra high frequency siGmoid and Trigonometric Higher Order Neural Networks (UGT-HONN), for data pattern recognition. UGT-HONN includes Ultra high frequency siGmoid and Sine function Higher Order Neural Networks (UGS-HONN) and Ultra high frequency siGmoid and Cosine functions Higher Order Neural Networks (UGC-HONN). UGS-HONN and UGC-HONN models are used to recognition data patterns. Results show that UGS-HONN and UGC-HONN models are better than other Polynomial Higher Order Neural Network (PHONN) and Trigonometric Higher Order Neural Network (THONN) models, since UGS-HONN and UGC-HONN models to recognize data pattern with error approaching 0.0000%.


2016 ◽  
pp. 682-715
Author(s):  
Ming Zhang

This chapter develops a new nonlinear model, Ultra high frequency siGmoid and Trigonometric Higher Order Neural Networks (UGT-HONN), for data pattern recognition. UGT-HONN includes Ultra high frequency siGmoid and Sine function Higher Order Neural Networks (UGS-HONN) and Ultra high frequency siGmoid and Cosine functions Higher Order Neural Networks (UGC-HONN). UGS-HONN and UGC-HONN models are used to recognition data patterns. Results show that UGS-HONN and UGC-HONN models are better than other Polynomial Higher Order Neural Network (PHONN) and Trigonometric Higher Order Neural Network (THONN) models, since UGS-HONN and UGC-HONN models to recognize data pattern with error approaching 0.0000%.


This chapter develops a new nonlinear model, ultra high frequency sigmoid and trigonometric higher order neural networks (UGT-HONN), for data pattern recognition. UGT-HONN includes ultra high frequency sigmoid and sine function higher order neural networks (UGS-HONN) and ultra high frequency sigmoid and cosine functions higher order neural networks (UGC-HONN). UGS-HONN and UGC-HONN models are used to recognition data patterns. Results show that UGS-HONN and UGC-HONN models are better than other polynomial higher order neural network (PHONN) and trigonometric higher order neural network (THONN) models, since UGS-HONN and UGC-HONN models can recognize data pattern with error approaching 10-6.


This chapter develops a new nonlinear model, ultra high frequency trigonometric higher order neural networks (UTHONN) for time series data analysis. UTHONN includes three models: UCSHONN (ultra high frequency sine and cosine higher order neural networks) models, UCCHONN (ultra high frequency cosine and cosine higher order neural networks) models, and USSHONN (ultra high frequency sine and sine higher order neural networks) models. Results show that UTHONN models are 3 to 12% better than equilibrium real exchange rates (ERER) model, and 4–9% better than other polynomial higher order neural network (PHONN) and trigonometric higher order neural network (THONN) models. This study also uses UTHONN models to simulate foreign exchange rates and consumer price index with error approaching 10-6.


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