Multilayer feedforward networks are universal approximators
Neural Networks
Learning internal representations by error propagation
Parallel distributed processing: explorations in the microstructure of cognition, vol. 1
Neural network system for forecasting method selection
Decision Support Systems
Neurofuzzy adaptive modelling and control
Neurofuzzy adaptive modelling and control
Methods to speed up error back-propagation learning algorithm
ACM Computing Surveys (CSUR)
Artificial Neural Networks: Theory and Applications
Artificial Neural Networks: Theory and Applications
Time Series Analysis, Forecasting and Control
Time Series Analysis, Forecasting and Control
Engineering Applications of Artificial Intelligence
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New algorithm was devised to speed up the convergence of backpropagation networks and the Bayesian Information Criterion was presented to obtain the optimal network structure. Nonlinear neural network problem can be partitioned into the nonlinear part in the weights of the hidden layers and the linear part in the weights of the output layer. We proposed the algorithm for speeding up the convergence by employing the conjugate gradient method for the nonlinear part and the Kalman filter algorithm for the linear part. From simulation experiments with daily data on the stock prices in the Thai market, it was found that the algorithm and the Bayesian Information Criterion could perform satisfactorily.