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Empirical results

To determine the appropriate configuration of the feedforward MLP network several parameters have been varied:

  1. time window: n = 2 resp. n = 3
  2. the number of hidden neurons: {112} resp. {16} of the number of input neurons
  3. training rate and momentum
We are using the information of 53 articles in the input layer. The topology of the net is described by the syntax: (input neurons:hidden neurons:output neurons).

 
Figure 3:  error during training

The given data is split into a training set (week 36/1994 to week 24/1995) and a test set (week 25/1995). The test set is not trained and only considered to check whether the net has generalized the behaviour of the time series. With n=2 we have 39 pairs in the training set and one in the test set, with n=3 we have 38 pairs in the training set and one in the test set.

Several experiments have led to a training rate of 0.25 and a momentum of zero that are best for training and prediction.

Figure 3 shows the root mean square error on the training and test set for n=2 resp. n=3, while learning 1000 epochs of the time series for the article in figure 2 with this parameter settings. The error is going down immediately on the training set, especially for the larger nets.

More important is the error on the test set --- the prediction error. This is better for the net with n=2. It needs more epochs to learn the rule of the time series, but can generalize its behaviour better.

The prediction error of the net 424:70:1 in means of sales can be seen from figures 2, too. For the week 25/1995 the forecasted sale is drawn dotted: the error is smaller than one piece.

The time for training the nets on a sequential SUN SPARC 20 can be seen in table 1.

 
net # training 1c|time for
topology 1.5ex[-1.5ex]n pairs 1c|1000 epochs
424:35:1 2 39 489 sec
424:70:1 2 39 1018 sec
583:50:1 3 38 907 sec
583:100:1 3 38 1815 sec


Table 1:  training times on SPARC 20-50MHz



next up previous
Next: Parallelization Up: Short Term Prediction of Previous: Preprocessing the input



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