scholarly journals Are Neural Network Models Truly Effective at Forecasting? An Evaluation of Forecast Performance of Traditional Models with Neural Network Model for the Macroeconomic Data of G-7 Countries

2020 ◽  
Vol 11 (3) ◽  
pp. 49-52
Author(s):  
Tayyab Raza Fraz ◽  
Samreen Fatima
Keyword(s):  
Neural Network ◽  
Network Model ◽  
Neural Network Model ◽  
Linear Models ◽  
Arima Models ◽  
Neural Network Models ◽  
Economic Variables ◽  
Forecast Performance ◽  
Non Linear ◽  
Auto Regressive

Forecasting macroeconomic and financial data are always difficult task to the researchers. Various statisticaland econometrics techniques have been used to forecast these variables more accurately. Furthermore, in the presenceof structural break, linear models are failed to model and forecast. Therefore, this study examines the forecastingperformance of economic variables of G7 countries: France, Italy, Canada, Germany, Japan, United Kingdom andUnited States of America using non-linear autoregressive neural network (ARNN) model, linear auto regressive (AR)and Auto regressive integrated moving average model (ARIMA) models. The economic variables are inflation,exchange rate and Gross Domestic Product (GDP) growth for the period from 1970 to 2015. To measure theperformance of the considered model Root, Mean Square Error, Mean Absolute Error and Mean Absolute PercentageError are used. The results show that the forecasts from the non-linear neural network model are undoubtedly better ascompared to the AR and the Box–Jenkins ARIMA models.

Optimized Intelligent Auto-Regressive Neural Network Model (ARNN) for Prediction of Non-Linear Exogenous Signals

2021 ◽  
Author(s):  
Lubna Farhi ◽  
Agha Yasir
Keyword(s):  
Neural Network ◽  
Network Model ◽  
Neural Network Model ◽  
Computational Cost ◽  
Error Component ◽  
Design Parameters ◽  
Non Linear ◽  
Auto Regressive ◽  
Comparison Of The Results ◽  
Intelligent Approach

Abstract The paper presents a prediction of non-linear exogenous signal by optimized intelligent auto-regressive neural network model (ARNN). A signal comprises of two sets of data called deterministic and error. The former type of data represents the degradation index of a signal, while the error is the uncertainties associated with the signal. To understand and predict signals, a intelligent approach is taken through the use of ARNN model. In this approach, the rst step is to diagnose whether a time series signal is normally distributed or not by utilizing the Jarque-Bera test. The high and low volatility data ele- ments can be separated via kurtosis hypothesis. The deterministic component of the signal is also predicted by developing a neural network based non-linear autoregressive model (NN-NARX) and the error component by using a linear model. The nal forecast is formed by combining the results determined from each of the models and evaluated using the mean square error results. Vali- dation of the prediction is obtained through a comparison of the results with other models such as ARNN, traditional ARMX, and NARX models. The re- sults show that the proposed model provides improved predictions, minimize high dependence on design parameters with low computational cost.

scholarly journals RISC-V Virtual Platform-Based Convolutional Neural Network Accelerator Implemented in SystemC

Electronics ◽  
2021 ◽  
Vol 10 (13) ◽  
pp. 1514
Author(s):  
Seung-Ho Lim ◽  
WoonSik William Suh ◽  
Jin-Young Kim ◽  
Sang-Young Cho
Keyword(s):  
Neural Network ◽  
Deep Learning ◽  
Network Model ◽  
Neural Network Model ◽  
Deep Neural Network ◽  
System Level ◽  
Neural Network Models ◽  
Data Set ◽  
Embedded Device ◽  
Virtual Platform

The optimization for hardware processor and system for performing deep learning operations such as Convolutional Neural Networks (CNN) in resource limited embedded devices are recent active research area. In order to perform an optimized deep neural network model using the limited computational unit and memory of an embedded device, it is necessary to quickly apply various configurations of hardware modules to various deep neural network models and find the optimal combination. The Electronic System Level (ESL) Simulator based on SystemC is very useful for rapid hardware modeling and verification. In this paper, we designed and implemented a Deep Learning Accelerator (DLA) that performs Deep Neural Network (DNN) operation based on the RISC-V Virtual Platform implemented in SystemC in order to enable rapid and diverse analysis of deep learning operations in an embedded device based on the RISC-V processor, which is a recently emerging embedded processor. The developed RISC-V based DLA prototype can analyze the hardware requirements according to the CNN data set through the configuration of the CNN DLA architecture, and it is possible to run RISC-V compiled software on the platform, can perform a real neural network model like Darknet. We performed the Darknet CNN model on the developed DLA prototype, and confirmed that computational overhead and inference errors can be analyzed with the DLA prototype developed by analyzing the DLA architecture for various data sets.

scholarly journals Initial Results of Modeling and Improvement of BDS-2/GPS Broadcast Ephemeris Satellite Orbit Based on BP and PSO-BP Neural Networks

2021 ◽  
Vol 13 (23) ◽  
pp. 4801
Author(s):  
Hanlin Chen ◽  
Fei Niu ◽  
Xing Su ◽  
Tao Geng ◽  
Zhimin Liu ◽  
...  
Keyword(s):  
Neural Network ◽  
Network Model ◽  
Neural Network Model ◽  
Bp Neural Network ◽  
Network Models ◽  
Neural Network Models ◽  
Orbit Error ◽  
Broadcast Ephemeris ◽  
Bp Neural Network Model ◽  
Orbit Errors

With the rapid development and gradual perfection of GNSS in recent years, improving the real-time service performance of GNSS has become a research hotspot. In GNSS single-point positioning, broadcast ephemeris is used to provide a space–time reference. However, the orbit parameters of broadcast ephemeris have meter-level errors, and no mathematical model can simulate the variation of this, which restricts the real-time positioning accuracy of GNSS. Based on this research background, this paper uses a BP (Back Propagation) neural network and a PSO (Particle Swarm Optimization)–BP neural network to model the variation in the orbit error of GPS and BDS broadcast ephemeris to improve the accuracy of broadcast ephemeris. The experimental results showed that the two neural network models in GPS can model the broadcast ephemeris orbit errors, and the results of the two models were roughly the same. The one-day and three-day improvement rates of RMS(3D) were 30–50%, but the PSO–BP neural network model was better able to model the trend of errors and effectively improve the broadcast ephemeris orbit accuracy. In BDS, both of the neural network models were able to model the broadcast ephemeris orbit errors; however, the PSO–BP neural network model results were better than those of the BP neural network. In the GEO satellite outcome of the PSO–BP neural network, the STD and RMS of the orbit error in three directions were reduced by 20–70%, with a 20–30% improvement over the BP neural network results. The IGSO satellite results showed that the PSO–BP neural network model output accuracy of the along- and radial-track directions experienced a 70–80% improvement in one and three days. The one- and three-day RMS(3D) of the MEO satellites showed that the PSO–BP neural network has a greater ability to resist gross errors than that of the BP neural network for modeling the changing trend of the broadcast ephemeris orbit errors. These results demonstrate that using neural networks to model the orbit error of broadcast ephemeris is of great significance to improving the orbit accuracy of broadcast ephemeris.

A COMPARISON OF NEURAL NETWORK MODEL SELECTION STRATEGIES FOR THE PRICING OF S&P 500 STOCK INDEX OPTIONS

2007 ◽  
Vol 16 (06) ◽  
pp. 1093-1113 ◽  
Author(s):  
N. S. THOMAIDIS ◽  
V. S. TZASTOUDIS ◽  
G. D. DOUNIAS
Keyword(s):  
Neural Network ◽  
Model Selection ◽  
Network Model ◽  
Neural Network Model ◽  
Information Criteria ◽  
Stock Index ◽  
Statistical Hypothesis ◽  
Neural Network Models ◽  
Index Options ◽  
Pruning Technique

This paper compares a number of neural network model selection approaches on the basis of pricing S&P 500 stock index options. For the choice of the optimal architecture of the neural network, we experiment with a “top-down” pruning technique as well as two “bottom-up” strategies that start with simple models and gradually complicate the architecture if data indicate so. We adopt methods that base model selection on statistical hypothesis testing and information criteria and we compare their performance to a simple heuristic pruning technique. In the first set of experiments, neural network models are employed to fit the entire options surface and in the second they are used as parts of a hybrid intelligence scheme that combines a neural network model with theoretical option-pricing hints.

scholarly journals PV Power Prediction, Using CNN-LSTM Hybrid Neural Network Model. Case of Study: Temixco-Morelos, México

Energies ◽  
2020 ◽  
Vol 13 (24) ◽  
pp. 6512
Author(s):  
Mario Tovar ◽  
Miguel Robles ◽  
Felipe Rashid
Keyword(s):  
Neural Network ◽  
Hybrid Model ◽  
Network Model ◽  
Neural Network Model ◽  
Short Term Memory ◽  
Lasso Regression ◽  
Neural Network Models ◽  
Model Case ◽  
Hybrid Neural Network ◽  
Photovoltaic Power

Due to the intermittent nature of solar energy, accurate photovoltaic power predictions are very important for energy integration into existing energy systems. The evolution of deep learning has also opened the possibility to apply neural network models to predict time series, achieving excellent results. In this paper, a five layer CNN-LSTM model is proposed for photovoltaic power predictions using real data from a location in Temixco, Morelos in Mexico. In the proposed hybrid model, the convolutional layer acts like a filter, extracting local features of the data; then the temporal features are extracted by the long short-term memory network. Finally, the performance of the hybrid model with five layers is compared with a single model (a single LSTM), a CNN-LSTM hybrid model with two layers and two well known popular benchmarks. The results also shows that the hybrid neural network model has better prediction effect than the two layer hybrid model, the single prediction model, the Lasso regression or the Ridge regression.

scholarly journals The Performance Study on the Long-Span Bridge Involving the Wireless Sensor Network Technology in a Big Data Environment

Complexity ◽  
2018 ◽  
Vol 2018 ◽  
pp. 1-13
Author(s):  
Liwen Zhang ◽  
Chao Zhang ◽  
Zhuo Sun ◽  
You Dong ◽  
Pu Wei
Keyword(s):  
Neural Network ◽  
Network Model ◽  
Neural Network Model ◽  
Bp Neural Network ◽  
Network Models ◽  
Neural Network Models ◽  
Long Span ◽  
Long Span Bridge ◽  
Vibration Responses ◽  
Bp Neural Network Model

The random traffic flow model which considers parameters of all the vehicles passing through the bridge, including arrival time, vehicle speed, vehicle type, vehicle weight, and horizontal position as well as the bridge deck roughness, is input into the vehicle-bridge coupling vibration program. In this way, vehicle-bridge coupling vibration responses with considering the random traffic flow can be numerically simulated. Experimental test is used to validate the numerical simulation, and they had the consistent changing trends. This result proves the reliability of the vehicle-bridge coupling model in this paper. However, the computational process of this method is complicated and proposes high requirements for computer performance and resources. Therefore, this paper considers using a more advanced intelligent method to predict vibration responses of the long-span bridge. The PSO-BP (particle swarm optimization-back propagation) neural network model is proposed to predict vibration responses of the long-span bridge. Predicted values and real values at each point basically have the consistent changing trends, and the maximum error is less than 10%. Hence, it is feasible to predict vibration responses of the long-span bridge using the PSO-BP neural network model. In order to verify advantages of the predicting model, it is compared with the BP neural network model and GA-BP neural network model. The PSO-BP neural network model converges to the set critical error after it is iterated to the 226th generation, while the other two neural network models are not converged. In addition, the relative error of predicted values using PSO-BP neural network is only 2.71%, which is obviously less than the predicted results of other two neural network models. We can find that the PSO-BP neural network model proposed by the paper in predicting vibration responses is highly efficient and accurate.

Nonlinear auto-regressive neural network for mathematical modelling of an airship using experimental data

2018 ◽  
Vol 233 (7) ◽  
pp. 2549-2569
Author(s):  
Farrukh Mazhar ◽  
Mohammad A Choudhry ◽  
Muhammad Shehryar
Keyword(s):  
Neural Network ◽  
Experimental Data ◽  
Artificial Neural Network ◽  
Network Model ◽  
Neural Network Model ◽  
Flight Test ◽  
Aerial Vehicle ◽  
Auto Regressive ◽  
Artificial Neural ◽  
Trained Neural Network

Autonomous flight of an aerial vehicle requires a sufficiently accurate mathematical model, which can capture system dynamics in the presence of external disturbances. Artificial neural network is known for ideal in capturing systems behaviour, where little knowledge about vehicle dynamics is available. In this paper, we explored this potential of artificial neural network for characterizing nonlinear dynamics of an unmanned airship. The flight experimentation data for an outdoor experimental airship are acquired through a series of pre-determined flight tests. The experimental data are subjected to a class of dynamic recurrent neural network model dubbed as nonlinear auto-regressive model with exogenous inputs for training. Sufficiently trained neural network model captured and demonstrated the longitudinal dynamics of the airship satisfactorily. We also demonstrated the usefulness of proposed technique for Lotte airship, wherein the performance of proposed model is validated and analysed for the Lotte airship flight test data.

An explicit methodology for manufacturing cost–tolerance modeling and optimization using the neural network integrated with the genetic algorithm

2020 ◽  
Vol 34 (3) ◽  
pp. 430-443
Author(s):  
A. Saravanan ◽  
J. Jerald ◽  
A. Delphin Carolina Rani
Keyword(s):  
Neural Network ◽  
Genetic Algorithm ◽  
Network Model ◽  
Neural Network Model ◽  
Network Models ◽  
Manufacturing Cost ◽  
Genetic Operators ◽  
Neural Network Models ◽  
Data Set ◽  
The Neural Network

AbstractThe objective of the paper is to develop a new method to model the manufacturing cost–tolerance and to optimize the tolerance values along with its manufacturing cost. A cost–tolerance relation has a complex nonlinear correlation among them. The property of a neural network makes it possible to model the complex correlation, and the genetic algorithm (GA) is integrated with the best neural network model to optimize the tolerance values. The proposed method used three types of neural network models (multilayer perceptron, backpropagation network, and radial basis function). These network models were developed separately for prismatic and rotational parts. For the construction of network models, part size and tolerance values were used as input neurons. The reference manufacturing cost was assigned as the output neuron. The qualitative production data set was gathered in a workshop and partitioned into three files for training, testing, and validation, respectively. The architecture of the network model was identified based on the best regression coefficient and the root-mean-square-error value. The best network model was integrated into the GA, and the role of genetic operators was also studied. Finally, two case studies from the literature were demonstrated in order to validate the proposed method. A new methodology based on the neural network model enables the design and process planning engineers to propose an intelligent decision irrespective of their experience.

Modified BP Neural Network Model is Used for Odd-Even Discrimination of Integer Number

2013 ◽  
Vol 423-426 ◽  
pp. 2675-2678 ◽  
Author(s):  
Bao Long Hu ◽  
Ji Ren Xu ◽  
Huai Hui Gao ◽  
Ji Hai Liu ◽  
Ke Ren Wang
Keyword(s):  
Neural Network ◽  
Network Model ◽  
Neural Network Model ◽  
Bp Neural Network ◽  
Network Models ◽  
Bp Algorithm ◽  
Integer Number ◽  
Neural Network Models ◽  
Bp Neural Network Model ◽  
Bp Model

This paper introduced the BP neural network model and the BP algorithm in detail, and pointed out the BP neural network existed the defects of local optimal tendency of local optimal, slowed convergence speed etc. Through the modified BP algorithm, we could solve the problems existing in the traditional BP algorithm successfully, simulation results for odd-even discrimination of integer number based on MATLAB BP algorithm show that modified BP model compared with BP model has faster training speed and high study accuracy. Modified BP neural network models is used in practice, as long as it is complementary with effective measures, and we can get satisfactory result completely.

scholarly journals Tongue fissure visualization by using deep learning – an example of the application of artificial intelligence in traditional medicine

2020 ◽  
Author(s):  
Wen-Hsien Chang ◽  
Han-Kuei Wu ◽  
Lun-chien Lo ◽  
William W. L. Hsiao ◽  
Hsueh-Ting Chu ◽  
...  
Keyword(s):  
Neural Network ◽  
Deep Learning ◽  
Transfer Learning ◽  
Network Model ◽  
Neural Network Model ◽  
Graphics Processing Units ◽  
Network Models ◽  
Neural Network Models ◽  
The Neural Network ◽  
Objective Evidence

Abstract Background: Traditional Chinese medicine (TCM) describes physiological and pathological changes inside and outside the human body by the application of four methods of diagnosis. One of the four methods, tongue diagnosis, is widely used by TCM physicians, since it allows direct observations that prevent discrepancies in the patient’s history and, as such, provides clinically important, objective evidence. The clinical significance of tongue features has been explored in both TCM and modern medicine. However, TCM physicians may have different interpretations of the features displayed by the same tongue, and therefore intra- and inter-observer agreements are relatively low. If an automated interpretation system could be developed, more consistent results could be obtained, and learning could also be more efficient. This study will apply a recently developed deep learning method to the classification of tongue features, and indicate the regions where the features are located.Methods: A large number of tongue photographs with labeled fissures were used. Transfer learning was conducted using the ImageNet-pretrained ResNet50 model to determine whether tongue fissures were identified on a tongue photograph. Often, the neural network model lacks interpretability, and users cannot understand how the model determines the presence of tongue fissures. Therefore, Gradient-weighted Class Activation Mapping (Grad-CAM) was also applied to directly mark the tongue features on the tongue image. Results: Only 6 epochs were trained in this study and no graphics processing units (GPUs) were used. It took less than 4 minutes for each epoch to be trained. The correct rate for the test set was approximately 70%. After the model training was completed, Grad-CAM was applied to localize tongue fissures in each image. The neural network model not only determined whether tongue fissures existed, but also allowed users to learn about the tongue fissure regions.Conclusions: This study demonstrated how to apply transfer learning using the ImageNet-pretrained ResNet50 model for the identification and localization of tongue fissures and regions. The neural network model built in this study provided interpretability and intuitiveness, (often lacking in general neural network models), and improved the feasibility for clinical application.

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