An Improved Method of Wavelet Neural Network Optimization Based on Filled Function Method

被引：0
|
作者：
Huang Feng-wen [1 ]
Jiang Ai-ping [2 ]
机构：
[1] Shanghai Urban Management Coll, Res Ctr Finance, Shanghai, Peoples R China
[2] Shanghai Univ, Sydney Inst Language & Commerce, Shanghai 200041, Peoples R China
来源：
2009 IEEE 16TH INTERNATIONAL CONFERENCE ON INDUSTRIAL ENGINEERING AND ENGINEERING MANAGEMENT, VOLS 1 AND 2, PROCEEDINGS | 2009年
关键词：
BP algorithm; Filled function; Optimization; Wavelet neural network; UNCONSTRAINED GLOBAL OPTIMIZATION;
D O I：
暂无
中图分类号：
T [工业技术];
学科分类号：
08 ;
摘要：
BP algorithm of neural network don't obtain global minimum sometimes[2-5], furthermore, it is possible to create many local minimum so that the optimum solution can't be found. In order to solve this question, one parameter filled function method[1] is presented which can calculate value fast. We combine it with modified BFGS (Broyden-Davidon-Fletcher- Powell) to get a new algorithm for global optimization of wavelet neural network. The algorithm obtain the first local minimum by BFGS, then filled function method is used to obtain another smaller local minimum, this process is repeated for some times so that the network structure and weight value are optimized till global minimum is found. This method is used to train Shanghai stock index, then better network performance is obtained.
引用
收藏
页码：1694 / +
页数：3
相关论文
共 50 条
  • [21] The Method and Application of Time Series Prediction Based Wavelet Neural Network
    Pen, Yumin
    Zhang, Quanzhu
    Xue, Pengqian
    MECHATRONICS AND MATERIALS PROCESSING I, PTS 1-3, 2011, 328-330 : 2312 - 2317
  • [22] A filled function method for constrained global optimization
    Wu, Z. Y.
    Bai, F. S.
    Lee, H. W. J.
    Yang, Y. J.
    JOURNAL OF GLOBAL OPTIMIZATION, 2007, 39 (04) : 495 - 507
  • [23] A new filled function method for global optimization
    Gao, Yuelin
    Yang, Yongjian
    You, Mi
    APPLIED MATHEMATICS AND COMPUTATION, 2015, 268 : 685 - 695
  • [24] Study on the method of GPS Height Fitting Based on Wavelet Neural Network
    Chen Gang
    Ma Youli
    Wang Fangjie
    Liu Lilong
    ISIP: 2009 INTERNATIONAL SYMPOSIUM ON INFORMATION PROCESSING, PROCEEDINGS, 2009, : 306 - 308
  • [25] Airborne transient electromagnetic imaging method based on wavelet neural network
    Zhang, Jifeng
    Bai, Yang
    Feng, Bing
    Bao, Qianzong
    You, Xiran
    Shi, Yu
    EXPLORATION GEOPHYSICS, 2024, 55 (04) : 405 - 422
  • [26] Comprehensive evaluation method of information system based on wavelet neural network
    Tang, ZW
    Fu, P
    Fourth Wuhan International Conference on E-Business: The Internet Era & The Global Enterprise, Vols 1 and 2, 2005, : 389 - 393
  • [27] Network Optimization Method Based on Improved Quantum Genetic Algorithm
    Fan, Xin
    Li, Wei
    Chen, Zhihuan
    Yi, Jun
    2012 INTERNATIONAL SYMPOSIUM ON INFORMATION SCIENCE AND ENGINEERING (ISISE), 2012, : 422 - 425
  • [28] Research on RTD Fluxgate Induction Signal Denoising Method Based on Particle Swarm Optimization Wavelet Neural Network
    Hu, Xu
    Pang, Na
    Guo, Haibo
    Wang, Rui
    Li, Fei
    Li, Guo
    SENSORS, 2025, 25 (02)
  • [29] Wavelet Neural Network Optimization Based on Hybrid Hierarchy Genetic Algorithm
    Yang Xiaobo
    Feng Jining
    Diao Zhejun
    Liu Hongyun
    MATERIALS SCIENCE AND INFORMATION TECHNOLOGY, PTS 1-8, 2012, 433-440 : 823 - +
  • [30] A New Method of Rolling Prediction for Gas Emission Based on Wavelet Neural Network
    Pan, Yumin
    Zhang, Xiaoyu
    Xue, Pengqian
    MATERIALS SCIENCE AND INFORMATION TECHNOLOGY, PTS 1-8, 2012, 433-440 : 2288 - 2294
12345