文章基本信息

标题：A Comparison of Two Hybrid Approaches for Improving Neural Network “Simulation Study”
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作者：Mohammed Abou Elfettouh Ghazal ; Asaad Ahmed Gad Elrab ; Wafa Hamed Abd Allah 等
期刊名称：International Journal of Statistics and Applications
印刷版ISSN：2168-5193
电子版ISSN：2168-5215
出版年度：2020
卷号：10
期号：5
页码：113-117
DOI：10.5923/j.statistics.20201005.01
语种：English
出版社：Scientific & Academic Publishing Co.
摘要：Traditional statistical models work on the assumption of linearity and stationary of time series. Machine learning models such as Artificial Neural Network (ANN) and Support Vector Regression (SVR) suffer the problem of over-fitting and are sensitive to parameter selection, respectively. This paper propose two models that integrates Statistical Empirical Mode Decomposition (SEMD) and ANN and Ensample Empirical Mode Decomposition and ANN for improve the weakness of ANN. SEMD and EEMD are an adaptive technique that shifts the non-stationary and non-linear time series data till it becomes stationary. In first stage, the data is decomposed into a smaller set of Intrinsic Mode Functions (IMFs) and residuals using EEMD and SEMD. In the next stage, IMFs and residue are taken as the inputs for the ANN model. The methodology was compared with EEMD-ANN and SEMD-ANN models. The results suggest that the SEMD-ANN is better than EEMD-ANN.
关键词：Empirical mode decomposition;Statistical empirical mode decomposition;Ensample empirical mode decomposition;Artificial neural network;Support vector regression;Discrete wavelet transform;Intrinsic mode functions