dorsal/arxiv
View SchemaCharacteristic functions and process identification by neural networks
| Authors | Joaquim A. Dente, R. Vilela Mendes |
|---|---|
| Categories | |
| ArXiv ID | physics/9712035 |
| URL | https://arxiv.org/abs/physics/9712035 |
| Journal | Neural Networks,10 (1997) 1465-1471 |
Abstract
Principal component analysis (PCA) algorithms use neural networks to extract the eigenvectors of the correlation matrix from the data. However, if the process is non-Gaussian, PCA algorithms or their higher order generalisations provide only incomplete or misleading information on the statistical properties of the data. To handle such situations we propose neural network algorithms, with an hybrid (supervised and unsupervised) learning scheme, which constructs the characteristic function of the probability distribution and the transition functions of the stochastic process. Illustrative examples are presented, which include Cauchy and Levy-type processes
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"abstract": "Principal component analysis (PCA) algorithms use neural networks to extract\nthe eigenvectors of the correlation matrix from the data. However, if the\nprocess is non-Gaussian, PCA algorithms or their higher order generalisations\nprovide only incomplete or misleading information on the statistical properties\nof the data. To handle such situations we propose neural network algorithms,\nwith an hybrid (supervised and unsupervised) learning scheme, which constructs\nthe characteristic function of the probability distribution and the transition\nfunctions of the stochastic process. Illustrative examples are presented, which\ninclude Cauchy and Levy-type processes",
"arxiv_id": "physics/9712035",
"authors": [
"Joaquim A. Dente",
"R. Vilela Mendes"
],
"categories": [
"physics.data-an"
],
"journal_ref": "Neural Networks,10 (1997) 1465-1471",
"title": "Characteristic functions and process identification by neural networks",
"url": "https://arxiv.org/abs/physics/9712035"
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