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
  • [41] An Efficient Reliability Analysis Method Based on the Improved Radial Basis Function Neural Network
    Zhang, Dequan
    Zhao, Zida
    Ouyang, Heng
    Wu, Zeping
    Han, Xu
    JOURNAL OF MECHANICAL DESIGN, 2023, 145 (08)
  • [42] A study on Fault Diagnosis Method of Rolling Bearing Based on Wavelet Packet and Improved BP Neural Network
    Song, Mengmeng
    Song, Haixia
    Xiao, Shungen
    1ST INTERNATIONAL CONFERENCE ON FRONTIERS OF MATERIALS SYNTHESIS AND PROCESSING (FMSP 2017), 2017, 274
  • [43] Local Polynomial Wavelet Neural Network with a Nonlinear Structured Parameter Optimization Method
    Inoussa, Garba
    Peng, Hui
    Ye, Zhi Cheng
    Babawurao, Usman
    Umaru, Samaila
    JOURNAL OF INFORMATION SCIENCE AND ENGINEERING, 2014, 30 (02) : 403 - 424
  • [44] A quantitative prediction method of network security situation based on Wavelet Neural Network
    Lai Jibao
    Wang Huiqiang
    Liu Xiaowa
    Liang Ying
    PROCEEDINGS OF THE FIRST INTERNATIONAL SYMPOSIUM ON DATA, PRIVACY, AND E-COMMERCE, 2007, : 197 - 202
  • [45] An improved fault diagnosis method for rolling bearings based on wavelet packet decomposition and network parameter optimization
    Zhao, Fangyuan
    Jiang, Yulian
    Cheng, Chao
    Wang, Shenquan
    MEASUREMENT SCIENCE AND TECHNOLOGY, 2024, 35 (02)
  • [46] An unconstrained optimization method based on BP neural network
    Wang, F. (fulinwang@yahoo.com.cn), 1600, ICIC Express Letters Office, Tokai University, Kumamoto Campus, 9-1-1, Toroku, Kumamoto, 862-8652, Japan (07):
  • [47] A constrained optimization method based on BP neural network
    Zhang, Li
    Wang, Fulin
    Sun, Ting
    Xu, Bing
    NEURAL COMPUTING & APPLICATIONS, 2018, 29 (02): : 413 - 421
  • [48] A constrained optimization method based on BP neural network
    Li Zhang
    Fulin Wang
    Ting Sun
    Bing Xu
    Neural Computing and Applications, 2018, 29 : 413 - 421
  • [49] An aggregate-function-based filled function method for constrained global optimization
    Liu, Wei
    Manufacturing and Engineering Technology, 2015, : 577 - 581
  • [50] License Plate Character Recognition Algorithm based on Filled Function Method Training BP Neural Network
    Zhang, Ying
    Xu, Yingtao
    Ding, Gejian
    2008 CHINESE CONTROL AND DECISION CONFERENCE, VOLS 1-11, 2008, : 3886 - +
12345