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