s-news
[Top] [All Lists]

Re: Problem when using neural network for prediction.

To: "'Augusto Cesar H. Dantas'" <augusto@lps.ufrj.br>, "Splus Discussion List" <s-news@lists.biostat.wustl.edu>
Subject: Re: Problem when using neural network for prediction.
From: "Liaw, Andy" <andy_liaw@merck.com>
Date: Thu, 13 May 2004 19:06:41 -0400
This is the `S-news' mailing list.  Could you kindly explain what your
question has to do with S or S-PLUS?  (You have not mentioned whether you
did your work in S-PLUS, and if you did, how you did it, etc.)

Andy

> From: Augusto Cesar H. Dantas
> 
>       Dear S-plus users,
> 
>       I have designed a simple backpropagation neural network 
> to perform 
> time series prediction, that is, inputs x(t), x(t-1),..., 
> x(t-N+1) must 
> produce x(t+1) in the output. Training converges, but when I 
> pass the test 
> set through the network, the output is delayed by one sample 
> (that is, 
> the output follows x(t) and not (x(t+1)). Also surprising is the fact 
> that,  when I train a network to generate x(t+1) and x(t+2), 
> both outputs 
> follow x(t). This behavior is valid only for the test set; 
> the training 
> and validation sets are correctly mapped.
>       Has anyone seen this before? Any help would be truly welcome!
>       
>       Regards,
> 
>       Augusto. 
> 
> -- 
> Augusto Cesar Heluy Dantas
> D.Sc. Student at COPPE/UFRJ
> Rio de Janeiro, Brazil
> 
> --------------------------------------------------------------------
> This message was distributed by s-news@lists.biostat.wustl.edu.  To
> unsubscribe send e-mail to s-news-request@lists.biostat.wustl.edu with
> the BODY of the message:  unsubscribe s-news
> 
> 


------------------------------------------------------------------------------
Notice:  This e-mail message, together with any attachments, contains 
information of Merck & Co., Inc. (One Merck Drive, Whitehouse Station, New 
Jersey, USA 08889), and/or its affiliates (which may be known outside the 
United States as Merck Frosst, Merck Sharp & Dohme or MSD and in Japan, as 
Banyu) that may be confidential, proprietary copyrighted and/or legally 
privileged. It is intended solely for the use of the individual or entity named 
on this message.  If you are not the intended recipient, and have received this 
message in error, please notify us immediately by reply e-mail and then delete 
it from your system.
------------------------------------------------------------------------------

<Prev in Thread] Current Thread [Next in Thread>