Research output: Contribution to Journal/Magazine › Journal article › peer-review
Research output: Contribution to Journal/Magazine › Journal article › peer-review
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TY - JOUR
T1 - A new multilayer feedforward network based on trimmed mean neuron model
AU - Yolcu, Ufuk
AU - Bas, Eren
AU - Egrioglu, Erol
AU - Aladag, Cagdas Hakan
PY - 2015/1/1
Y1 - 2015/1/1
N2 - The multilayer perceptron model has been suggested as an alternative to conventional approaches, and can accurately forecast time series. Additionally, several novel artificial neural network models have been proposed as alternatives to the multilayer perceptron model, which have used (for example) the generalized- mean, geometric mean, and multiplicative neuron models. Although all of these artificial neural network models can produce successful forecasts, their aggregation functions mean that they are negatively affected by outliers. In this study, we propose a new multilayer, feed forward neural network model, which is a robust model that uses the trimmed mean neuron model. Its aggregation function does not depend on outliers. We trained this multilayer, feed forward neural network using modified particle swarm optimization. We applied the proposed method to three well-known time series, and our results suggest that it produces superior forecasts when compared with similar methods.
AB - The multilayer perceptron model has been suggested as an alternative to conventional approaches, and can accurately forecast time series. Additionally, several novel artificial neural network models have been proposed as alternatives to the multilayer perceptron model, which have used (for example) the generalized- mean, geometric mean, and multiplicative neuron models. Although all of these artificial neural network models can produce successful forecasts, their aggregation functions mean that they are negatively affected by outliers. In this study, we propose a new multilayer, feed forward neural network model, which is a robust model that uses the trimmed mean neuron model. Its aggregation function does not depend on outliers. We trained this multilayer, feed forward neural network using modified particle swarm optimization. We applied the proposed method to three well-known time series, and our results suggest that it produces superior forecasts when compared with similar methods.
KW - Forecast
KW - Neural networks
KW - Neuron model
KW - Outliers
KW - Particle swarm optimization
KW - Trimmed mean
U2 - 10.14311/NNW.2015.25.029
DO - 10.14311/NNW.2015.25.029
M3 - Journal article
AN - SCOPUS:84987760533
VL - 25
SP - 587
EP - 602
JO - Neural Network World
JF - Neural Network World
SN - 1210-0552
IS - 6
ER -