Variance-covariance based weighing for neural network ensembles

Hassan, Saima, Khosravi, Abbas and Jaafar, Jafreezal 2013, Variance-covariance based weighing for neural network ensembles, in SMC 2013 : Proceedings of the 2013 IEEE International Conference on Systems, Man and Cybernetics, IEEE, Piscataway, N.J., pp. 3214-3219.

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Title Variance-covariance based weighing for neural network ensembles
Author(s) Hassan, Saima
Khosravi, AbbasORCID iD for Khosravi, Abbas
Jaafar, Jafreezal
Conference name IEEE Systems, Man and Cybernetics. Conference (2013 : Manchester, England)
Conference location Manchester, England
Conference dates 13-16 Oct. 2013
Title of proceedings SMC 2013 : Proceedings of the 2013 IEEE International Conference on Systems, Man and Cybernetics
Editor(s) [Unknown]
Publication date 2013
Conference series IEEE Systems, Man and Cybernetics Conference
Start page 3214
End page 3219
Total pages 6
Publisher IEEE
Place of publication Piscataway, N.J.
Keyword(s) load demand forecasting
neural networks
forecasts combination
Summary Neural network (NN) is a popular artificial intelligence technique for solving complicated problems due to their inherent capabilities. However generalization in NN can be harmed by a number of factors including parameter's initialization, inappropriate network topology and setting parameters of the training process itself. Forecast combinations of NN models have the potential for improved generalization and lower training time. A weighted averaging based on Variance-Covariance method that assigns greater weight to the forecasts producing lower error, instead of equal weights is practiced in this paper. While implementing the method, combination of forecasts is done with all candidate models in one experiment and with the best selected models in another experiment. It is observed during the empirical analysis that forecasting accuracy is improved by combining the best individual NN models. Another finding of this study is that reducing the number of NN models increases the diversity and, hence, accuracy.
Language eng
Field of Research 110999 Neurosciences not elsewhere classified
Socio Economic Objective 970101 Expanding Knowledge in the Mathematical Sciences
HERDC Research category E1 Full written paper - refereed
Copyright notice ©2013, IEEE
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Created: Mon, 09 Dec 2013, 10:44:21 EST

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