Increasing the speed of convergence of an artificial neural network based ARMA coefficients determination technique

In this paper, novel techniques in increasing the accuracy and speed of convergence of a Feed forward Back propagation Artificial Neural Network (FFBPNN) with polynomial activation function reported in literature is presented. These technique was subsequently used to determine the coefficients o...

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Bibliographic Details
Main Authors: Aibinu, Abiodun Musa, Salami, Momoh Jimoh Emiyoka, Shafie, Amir Akramin, Najeeb, Athaur Rahman
Format: Conference or Workshop Item
Language:English
Published: 2008
Subjects:
Online Access:http://irep.iium.edu.my/5451/
http://irep.iium.edu.my/5451/1/Increasing_The_Speed_of_Convergence_of_an.pdf
Description
Summary:In this paper, novel techniques in increasing the accuracy and speed of convergence of a Feed forward Back propagation Artificial Neural Network (FFBPNN) with polynomial activation function reported in literature is presented. These technique was subsequently used to determine the coefficients of Autoregressive Moving Average (ARMA) and Autoregressive (AR) system. The results obtained by introducing sequential and batch method of weight initialization, batch method of weight and coefficient update, adaptive momentum and learning rate technique gives more accurate result and significant reduction in convergence time when compared t the traditional method of back propagation algorithm, thereby making FFBPNN an appropriate technique for online ARMA coefficient determination.