[管理学]时间序列数据分析.pptVIP

Chaos Theory---Logistic Map in the chaotic region, r=3.99 Chaos Theory---Return Map from Logistic Map, r=3.99 Artificial Neural Networks First appear-early 1950’s John Hopfield---1982, flourish of neural network ---a certain kind of highly interconnected network could be considered as a dynamic system containing “energy”. The process that the network started from some random states and went to some stable states was just like that of an unstable system eventually went to a state of minimal energyvery efficient and thus led to the Artificial Neural Networks Artificial neural network system --- an assembly of connected simple processing elements cells or neurons---these elements internal links ---interconnections The structure of a neural network system is a simplified structure of a brain of an animal, hence the name neural network Artificial Neural Network A neural network--- a mathematical function that computes an output based on a set of input values --- each neuron involves a mathematical function that uses weights to convert inputs to an output value --- each neuron can has only one output at a certain time, though that output may broadcast to several other neurons at the same time Artificial Neural Network y = b+w1x1+w2x2+…+wnxn x1, x2, …, xn --- the signals w1, w2, … , wn --- corresponding weights b --- bias (change the output independently of the inputs) activation function --- convert the y into an output: z = f(y) ---Usually, logistic sigmoid function is used: f(y) = 1/(1+exp(-y)) Artificial Neural Network training of the network --- the weights are adapted by the input data set (error back-propagation learning method ) --- small changes of an input signal will not change the output of a neuron dramatically --- changes of a weight will only affect output of a certain number of input patterns Artificial Neural Network End of training --- the error is below a certain level --- perform training for a certain number of epochs (an epoch is a full pa