人工神经网络预报模型的过拟合研究

STUDY ON THE OVERFITTING OF THE ARTIFICIAL NEURAL NETWORK FOR ECASTING MODEL

  • 摘要: 针对神经网络方法在预报建模中存在的“过拟合”(overfitting)现象和提高泛化性能(generalization capability)问题,提出了采用主成分分析构造神经网络低维学习矩阵的预报建模方法。研究结果表明,这种新的神经网络预报建模方法,通过浓缩预报信息,降维去噪,使得神经网络的预报建模不需要进行适宜隐节点数的最优网络结构试验,没有“过拟合”现象,并且与传统的神经网络预报建模方法及逐步回归预报模型相比泛化能力有显著提高。

     

    Abstract: With the application of the artificial neural network(ANN) in the field of Atmospheric Science,a "bottle-neck" was found while the artificial neural network model was applied for weather forecast:the fitting precision of training sample could not be definitely determined to make the model showing its best forecasting capability.It was a key problem to be solved on the overfitting and generation capability of the ANN application theory area.Study on this problemis necessary for the further operating application of ANN in the field of Atmospheric Science.A new forecasting model has been proposed for model establishment by means of making a low-dimension ANN learing matrix through principal component analysis(PCA-ANN).The monthly rainf all of June、July and August were forecasted by using PCA-ANN,R-ANN(regression artificial neural network model) and SR(stepwise regression model) respectively.

     

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