FcMLP_BP | R Documentation |
Foracasting by multilayer perceptron feedforward network with resilient backpropagation with weight backtracking.
FcMLP_BP(Response, SplitAt, Predictor1,
Predictor2, Time, HiddenLayers = 4, Threshold = 0.05, Repetitions = 10,
ErrorFunction = "sse", PlotEvaluation = FALSE, PlotIt = FALSE)
Response |
[1:n] vector with an value of each time j in [1,n] |
SplitAt |
Index of row k where the DataVec is divided into test and train data. If not given n is used |
Predictor1 |
[1:n] vector with an value of each time j in [1,n] |
Predictor2 |
[1:n] vector with an value of each time j in [1,n] |
Time |
[1:n] character vector of Time in the length of data |
HiddenLayers |
Number of hidden layers, see |
Threshold |
Threshold for the partial derivatives of |
Repetitions |
Number of repetitions for the neural network's training. |
ErrorFunction |
Differentiable function that is used for the calculation of the error, string alternatives are 'ce' and 'sse', please see |
PlotEvaluation |
Plot output of training for |
PlotFuture |
A logical determining whether or not to plot the forecast in comparison to the validation set. |
This functions trains a MLP/BP network and then forecasts a new sample of data using the trained ANN. Training and Testdata are splitted up from the arguments using ForecastHorizont
. Testing data is only used to compare against the forecast.
Seems to be good for longterm forcasting. Short term forcasting does not work well.
list with
Forecast |
[k:n], the forecast, of the time interval [k,n] which was not used in the model |
TestSet |
[k:n,1], the part of Response not used in the model |
TrainData |
[1:k,1:3], the part of Response not used in the model |
TestDataOutput |
[output of |
Accuracy |
ME, RMSE, MAE, MPE, MAPE of training and test dataset in a matrix |
Model |
Output of |
This version requires currently two predictors.
Michael Thrun
Riedmiller M. and Braun H.: A direct adaptive method for faster backpropagation learning: The RPROP algorithm. Proceedings of the IEEE International Conference on Neural Networks (ICNN), pages 586-591. San Francisco, 1993.
neuralnet
, compute
#no open acces data available with two predcitors
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