Increasing The Speed of Convergence of an Artificial Neural Network based ARMA Coefficients Determination Technique
In this paper, novel techniques in increasing the accuracy
and speed of convergence of a Feed forward Back propagation
Artificial Neural Network (FFBPNN) with polynomial activation
function reported in literature is presented. These technique was
subsequently used to determine the coefficients of Autoregressive
Moving Average (ARMA) and Autoregressive (AR) system. The
results obtained by introducing sequential and batch method of weight
initialization, batch method of weight and coefficient update, adaptive
momentum and learning rate technique gives more accurate result
and significant reduction in convergence time when compared t the
traditional method of back propagation algorithm, thereby making
FFBPNN an appropriate technique for online ARMA coefficient
determination.
[1] Z. P. Liang, P. C. Lauterbur, "Principles of Magnetic Resonance Imaging,
A signal processing perspective", IEEE Press, New York, 2000.
[2] A. M. Aibinu, M. J.E. Salami, A. A. Shafie and A. R. Najeeb, "
Model Order Determination for MRI Signal", accepted for publication
, International Conference on Medical system Engineering (ICMSE),
2008, Singapore, August - September 2008.
[3] D. G. Nishimura, "Principles of Magnetic Resonance Imaging", April
1996.
[4] M. R. Smith, S. T. Nichols, R. M. Henkelman and M. L. Wood,
"Application of Autoregressive Moving Average Parametric Modeling
in Magnetic Resonance Image Reconstruction", IEEE Transactions on
Medical Imaging, Vol. M1-5:3, pp 257 - 261, 1986.
[5] M. R. Smith, S. T. Nichols, R. Constable and R. Henkelman, "A
quantitative comparison of the TERA modeling and DFT magnetic
resonance image reconstruction techniques", Magn. Reson. Med., Vol.
19 pp. 1-19, 1991.
[6] K. H. Chon, R. J. Cohen, "Linear and Non-Linear ARMA Model Parameter
Estimation Using Artificial Neural Network", IEEE Transactions on
BioMedical Engineering, Vol. 44, No 3, pp 168 - 174, 1997.
[7] K. H. Chon, D. Hoyer, A. A Armoundas, N-H Holstein-Rathlou and D.
J Marsh, " Robust Nonlinear Autoregressive Moving Average Model Parameter
Estimation Using Recurrent Artificial Neural Network", Annals
of BioMedical Engineering, Vol. 27, pp 538-547, 1999.
[8] A. M. Aibinu, M. J. E. Salami, A. A. Shafie and A. R. Najeeb
"Performance Evaluation of Autoregressive Moving Average (ARMA)
coefficients determination methods", accepted for publication , International
Conference on Computer System (ICCS) , 2008, Singapore,
August- September 2008.
[9] M. H. Hayes, "Staitical Digital Signal processing and Modelling", John
Wiley & Sons, Canada, 1996.
[10] E. C. Whitman, "The spectral analysis of discrete time series in terms
of linear regressive models", Naval Ordinance Labs Rep., NOLTR-070-
109, White Oak, MD, June 23, 1974.
[11] Z. P. Liang, F. E. Boada, R. T. Constable, E. M. Haacke, P. C.
Lauterbur, and M. R. Smith, "Constrained Reconstruction Methods in
MR Imaging", Reviews of MRM, vol. 4, pp.67 - 185, 1992.
[12] E. Hackle and Z. Liang, "Superresolution Reconstruction Through
Object Modeling and Estimation", IEEE transactions in A.S.S.P, 37:
592 - 595, 1989.
[13] R. Palaniappan, "Towards Optimal Model Oreder Selection for Autoregressive
Spectral Analysis of Mental Tasks Using Genetic Algorithm",
IJCSNS International Journal of Computer Science and Network Security,
Vol. 6 No. 1A, January 2006.
[14] C. C. Yu, Bin-Da Liu "A Simple Procedure in Back Propagation
Trainning", IEEE Trans. Autom. Control, vol. AC-19, pp. 529-535,
2001.
[15] C. C. Yu, Bin-Da Liu "A Backpropapgation Algorithm With Adaptive
Learning Rate and Momentum coefficients", IEEE Trans. Autom.
Control, pp. 1218-1223, 2002.
[16] S. Haykin, " Neural Networks: A comprehensive foundation, 2nd ed.",
Eaglewood, Cliffs, NJ: Prentice Hall.
[17] D. Nguyen, B. Widrow, " Improving the learning speed of 2- Layer
Neural Network by Choosing initial values of the adaptive weights "
Proc. Int. Joint Conference on Neural Networks, Vol. 3, pp.21-26, July,
1990.
[18] J. Rissanen, "Modelling by shortest data description", Automatica,
vol.14, pp.465-471, 1978.
[19] M.J. Salami, A. R. Najeeb, O. Khalifa, K. Arrifin, "MR Reconsturction
with Autoregressive Moving Average", International Conference on
Biotechnology Engineering, Kuala Lumpur, pp 676 - 704, May, 2007.
[1] Z. P. Liang, P. C. Lauterbur, "Principles of Magnetic Resonance Imaging,
A signal processing perspective", IEEE Press, New York, 2000.
[2] A. M. Aibinu, M. J.E. Salami, A. A. Shafie and A. R. Najeeb, "
Model Order Determination for MRI Signal", accepted for publication
, International Conference on Medical system Engineering (ICMSE),
2008, Singapore, August - September 2008.
[3] D. G. Nishimura, "Principles of Magnetic Resonance Imaging", April
1996.
[4] M. R. Smith, S. T. Nichols, R. M. Henkelman and M. L. Wood,
"Application of Autoregressive Moving Average Parametric Modeling
in Magnetic Resonance Image Reconstruction", IEEE Transactions on
Medical Imaging, Vol. M1-5:3, pp 257 - 261, 1986.
[5] M. R. Smith, S. T. Nichols, R. Constable and R. Henkelman, "A
quantitative comparison of the TERA modeling and DFT magnetic
resonance image reconstruction techniques", Magn. Reson. Med., Vol.
19 pp. 1-19, 1991.
[6] K. H. Chon, R. J. Cohen, "Linear and Non-Linear ARMA Model Parameter
Estimation Using Artificial Neural Network", IEEE Transactions on
BioMedical Engineering, Vol. 44, No 3, pp 168 - 174, 1997.
[7] K. H. Chon, D. Hoyer, A. A Armoundas, N-H Holstein-Rathlou and D.
J Marsh, " Robust Nonlinear Autoregressive Moving Average Model Parameter
Estimation Using Recurrent Artificial Neural Network", Annals
of BioMedical Engineering, Vol. 27, pp 538-547, 1999.
[8] A. M. Aibinu, M. J. E. Salami, A. A. Shafie and A. R. Najeeb
"Performance Evaluation of Autoregressive Moving Average (ARMA)
coefficients determination methods", accepted for publication , International
Conference on Computer System (ICCS) , 2008, Singapore,
August- September 2008.
[9] M. H. Hayes, "Staitical Digital Signal processing and Modelling", John
Wiley & Sons, Canada, 1996.
[10] E. C. Whitman, "The spectral analysis of discrete time series in terms
of linear regressive models", Naval Ordinance Labs Rep., NOLTR-070-
109, White Oak, MD, June 23, 1974.
[11] Z. P. Liang, F. E. Boada, R. T. Constable, E. M. Haacke, P. C.
Lauterbur, and M. R. Smith, "Constrained Reconstruction Methods in
MR Imaging", Reviews of MRM, vol. 4, pp.67 - 185, 1992.
[12] E. Hackle and Z. Liang, "Superresolution Reconstruction Through
Object Modeling and Estimation", IEEE transactions in A.S.S.P, 37:
592 - 595, 1989.
[13] R. Palaniappan, "Towards Optimal Model Oreder Selection for Autoregressive
Spectral Analysis of Mental Tasks Using Genetic Algorithm",
IJCSNS International Journal of Computer Science and Network Security,
Vol. 6 No. 1A, January 2006.
[14] C. C. Yu, Bin-Da Liu "A Simple Procedure in Back Propagation
Trainning", IEEE Trans. Autom. Control, vol. AC-19, pp. 529-535,
2001.
[15] C. C. Yu, Bin-Da Liu "A Backpropapgation Algorithm With Adaptive
Learning Rate and Momentum coefficients", IEEE Trans. Autom.
Control, pp. 1218-1223, 2002.
[16] S. Haykin, " Neural Networks: A comprehensive foundation, 2nd ed.",
Eaglewood, Cliffs, NJ: Prentice Hall.
[17] D. Nguyen, B. Widrow, " Improving the learning speed of 2- Layer
Neural Network by Choosing initial values of the adaptive weights "
Proc. Int. Joint Conference on Neural Networks, Vol. 3, pp.21-26, July,
1990.
[18] J. Rissanen, "Modelling by shortest data description", Automatica,
vol.14, pp.465-471, 1978.
[19] M.J. Salami, A. R. Najeeb, O. Khalifa, K. Arrifin, "MR Reconsturction
with Autoregressive Moving Average", International Conference on
Biotechnology Engineering, Kuala Lumpur, pp 676 - 704, May, 2007.
@article{"International Journal of Information, Control and Computer Sciences:52139", author = "Abiodun M. Aibinu and Momoh J. E. Salami and Amir A. Shafie and Athaur Rahman Najeeb", title = "Increasing The Speed of Convergence of an Artificial Neural Network based ARMA Coefficients Determination Technique", abstract = "In this paper, novel techniques in increasing the accuracy
and speed of convergence of a Feed forward Back propagation
Artificial Neural Network (FFBPNN) with polynomial activation
function reported in literature is presented. These technique was
subsequently used to determine the coefficients of Autoregressive
Moving Average (ARMA) and Autoregressive (AR) system. The
results obtained by introducing sequential and batch method of weight
initialization, batch method of weight and coefficient update, adaptive
momentum and learning rate technique gives more accurate result
and significant reduction in convergence time when compared t the
traditional method of back propagation algorithm, thereby making
FFBPNN an appropriate technique for online ARMA coefficient
determination.", keywords = "Adaptive Learning rate, Adaptive momentum, Autoregressive,Modeling, Neural Network.", volume = "2", number = "6", pages = "1864-7", }