Integrating simulated annealing and delta technique for constructing optimal prediction intervals

Khosravi, Abbas, Nahavandi, Saeid and Creighton, Doug 2009, Integrating simulated annealing and delta technique for constructing optimal prediction intervals, Lecture notes in computer science, vol. 5863, pp. 285-292, doi: 10.1007/978-3-642-10677-4_32.

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Title Integrating simulated annealing and delta technique for constructing optimal prediction intervals
Author(s) Khosravi, AbbasORCID iD for Khosravi, Abbas
Nahavandi, SaeidORCID iD for Nahavandi, Saeid
Creighton, DougORCID iD for Creighton, Doug
Journal name Lecture notes in computer science
Volume number 5863
Start page 285
End page 292
Total pages 8
Publisher Springer
Place of publication Heidelberg, Germany
Publication date 2009-12-15
ISSN 0302-9743
Keyword(s) prediction interval
neural network
simulated annealing
delta technique
Summary This paper aims at developing a new criterion for quantitative assessment of prediction intervals. The proposed criterion is developed based on both key measures related to quality of prediction intervals: length and coverage probability. This criterion is applied as a cost function for optimizing prediction intervals constructed using delta technique for neural network model. Optimization seeks out to minimize length of prediction intervals without compromising their coverage probability. Simulated Annealing method is employed for readjusting neural network parameters for minimization of the new cost function. To further ameliorate search efficiency of the optimization method, parameters of the network trained using weight decay method are considered as the initial set in Simulated Annealing algorithm. Implementation of the proposed method for a real world case study shows length and coverage probability of constructed prediction intervals are better than those constructed using traditional techniques.
Language eng
DOI 10.1007/978-3-642-10677-4_32
Field of Research 080610 Information Systems Organisation
Socio Economic Objective 970109 Expanding Knowledge in Engineering
HERDC Research category C1 Refereed article in a scholarly journal
Copyright notice ©2009, Springer-Verlag Berlin Heidelberg
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Created: Tue, 08 Jun 2010, 10:17:18 EST by Linda Aldridge

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