Материал: Программное обеспечение, использующие в качестве вычислительного механизма для прогнозирования - нейронные сети

ПРИЛОЖЕНИЕ 2

СПЕЦИФИКАЦИЯ НЕЙРОННОЙ СЕТИ ДЛЯ ПРОГНОЗИРОВАНИЯ ОБЪЁМА

Class: elman->rsnns Number of inputs: 8 Number of outputs: 1 Maximal iterations: 500function: JE_Weights Initialization function parameters: 1 -1 0.3 1 0.5 Learning function: JE_BPfunction parameters: 0.1 Update function:JE_Order Update function parameters: 0are shuffled internally: FALSE Compute error in every iteration: TRUE Architecture Parameters:

$size [1] 2 8members of model:

[1] "nInputs""maxit""initFunc" "initFuncParams""learnFunc"

[6] "learnFuncParams""updateFunc""updateFuncParams" "shufflePatterns""computeIterativeError"

[11] "snnsObject""archParams""IterativeFitError" "IterativeTestError""fitted.values"

[16] "fittedTestValues""nOutputs"files: no. of units: 29. of connections: 128 no. of unit types: 0. of site types: 0function: JE_BP update function: JE_Orderdefault section:| bias| st | subnet | layer | act func| out func

----|-----|--|----|----|-------|-------

.00000 | 0.00000 | i |0 |1 | Act_Logistic | Out_Identity

----|-----|--|----|----|-------|-------definition section:. | typeName | unitName | act| bias| st | position | act func| out func | sites

-|-----|-----|-----|-----|--|-----|-------|-----|--

|| inp1| 0.51829 | 0.91024 | i | 1, 1, 0 | Act_Identity ||

|| inp2| 0.49962 | -0.07818 | i | 1, 2, 0 | Act_Identity ||

|| inp3| 0.53489 | -0.66562 | i | 1, 3, 0 | Act_Identity ||

|| inp4| 0.00192 | 0.95160 | i | 1, 4, 0 | Act_Identity ||

|| inp5| 0.97510 | 0.92878 | i | 1, 5, 0 | Act_Identity ||

|| inp6| 0.13027 | 0.14039 | i | 1, 6, 0 | Act_Identity ||

|| inp7| 0.80077 | 0.49447 | i | 1, 7, 0 | Act_Identity ||

|| inp8| 0.84674 | 0.21411 | i | 1, 8, 0 | Act_Identity ||

|| hid11| 0.39380 | -0.54910 | h | 7, 1, 0 |||

|| hid12| 0.30335 | -0.74159 | h | 7, 2, 0 |||

|| hid21| 0.29328 | -0.50990 | h | 13, 1, 0 |||

|| hid22| 0.16618 | -1.12105 | h | 13, 2, 0 |||

|| hid23| 0.28791 | -0.24695 | h | 13, 3, 0 |||

|| hid24| 0.35816 | -0.61924 | h | 13, 4, 0 |||

|| hid25| 0.19608 | -0.98581 | h | 13, 5, 0 |||

|| hid26| 0.26634 | -0.37546 | h | 13, 6, 0 |||

|| hid27| 0.36907 | 0.45445 | h | 13, 7, 0 |||

|| hid28| 0.26939 | -0.72472 | h | 13, 8, 0 |||

|| out1| 0.43536 | 0.67411 | o | 19, 1, 0 |||

|| con11| 0.63966 | 0.50000 | sh | 4, 10, 0 | Act_Identity |

|| con12| 0.48126 | 0.50000 | sh | 4, 11, 0 | Act_Identity |

-|-----|-----|-----|-----|--|-----|-------|-----|--definition section:| site | source:weight

---|---|---------------------------------------

-------------------

|| 21: 0.78085, 20: 0.03714, 8: 0.13071, 7: 0.58586, 6: 1.19854,

:-1.38897, 4: 0.64838, 3: 0.74445, 2: 0.32752,

:-0.61820

|| 21: 0.14700, 20:-0.62346, 8:-1.16029, 7:-1.10538, 6: 1.10225,

: 0.04885, 4: 0.83319, 3: 2.46233, 2: 0.30850,

: 1.03711

|| 29:-0.31880, 28: 0.50909, 27:-0.57432, 26: 0.33647,

:-0.63273, 24: 0.35063, 23: 0.67615, 22:-0.91504, 10: 0.24725,

:-0.24237

|| 29:-0.14271, 28:-0.45119, 27:-0.91477, 26: 0.70963,

:-0.33978, 24: 0.73801, 23: 0.33661, 22:-0.98593, 10: 0.69700,

:-0.57670

|| 29:-1.01722, 28: 0.49875, 27: 0.71013, 26:-0.76393,

:-0.15522, 24:-0.76114, 23:-0.50840, 22:-0.46115, 10: 0.08375,

: 0.55965

|| 29: 0.00815, 28: 0.39345, 27: 0.00919, 26: 0.42918, 25:

.23629, 24:-1.20091, 23: 0.27135, 22:-0.43844, 10:-0.05168,

: 0.68664

|| 29: 0.82264, 28:-0.69861, 27:-0.61898, 26: 0.95131,

:-0.10768, 24:-0.13575, 23:-0.45338, 22: 0.15542, 10:-1.25214,

: 0.03904

|| 29: 0.96526, 28: 0.56589, 27:-0.79278, 26: 0.52538,

:-0.20436, 24:-0.81696, 23: 0.23472, 22:-1.13947, 10:-0.99899,

:-0.02655

|| 29: 1.14300, 28: 0.07978, 27:-0.80262, 26: 0.13648,

:-0.94489, 24: 0.25123, 23: 0.80855, 22:-0.41380, 10:-2.22286,

:-0.71554

|| 29: 0.18850, 28:-0.72904, 27: 0.38381, 26: 0.07991,

:-0.95765, 24: 0.68550, 23: 0.48964, 22: 0.35685, 10:-1.11580,

: 0.17927

|| 18:-0.33628, 17:-1.79558, 16:-1.15614, 15:-0.91105, 14:

.28457, 13: 0.67597, 12:-0.00240, 11: 0.03270

|| 20: 0.30000, 9: 1.00000

|| 21: 0.30000, 10: 1.00000

|| 22: 0.30000, 11: 1.00000

|| 23: 0.30000, 12: 1.00000

|| 24: 0.30000, 13: 1.00000

|| 25: 0.30000, 14: 1.00000

|| 26: 0.30000, 15: 1.00000

|| 27: 0.30000, 16: 1.00000

|| 28: 0.30000, 17: 1.00000

|| 29: 0.30000, 18: 1.00000

--|---|-------------------------------------

ПРИЛОЖЕНИЕ 3

СПЕЦИФИКАЦИЯ НЕЙРОННОЙ СЕТИ ДЛЯ ПРОГНОЗИРОВАНИЯ ЦЕНЫ АКЦИИ

Class: elman->rsnns Number of inputs: 9 Number of outputs: 1 Maximal iterations: 500function: JE_Weights Initialization function parameters: 1 -1 0.3 1 0.5 Learning function: JE_BPfunction parameters: 0.1 Update function:JE_Order Update function parameters: 0are shuffled internally: FALSE Compute error in every iteration: TRUE Architecture Parameters:

$size [1] 2 8members of model:

[1] "nInputs""maxit""initFunc" "initFuncParams""learnFunc"

[6] "learnFuncParams""updateFunc""updateFuncParams" "shufflePatterns""computeIterativeError"

[11] "snnsObject""archParams""IterativeFitError" "IterativeTestError""fitted.values"

[16] "fittedTestValues""nOutputs" source files:. of units: 30. of connections: 130 no. of unit types: 0. of site types: 0function: JE_BP update function: JE_Orderdefault section:| bias| st | subnet | layer | act func| out func

----|-----|--|----|----|-------|-------

.00000 | 0.00000 | i |0 |1 | Act_Logistic | Out_Identity

----|-----|--|----|----|-------|-------definition section:. | typeName | unitName | act| bias| st | position | act func| out func | sites

-|-----|-----|-----|-----|--|-----|-------|-----|--

-

|| inp1| 0.48676 | -0.36181 | i | 1, 1, 0 | Act_Identity ||

|| inp2| 0.46967 | 0.34410 | i | 1, 2, 0 | Act_Identity ||

|| inp3| 0.44879 | 0.45020 | i | 1, 3, 0 | Act_Identity ||

|| inp4| 0.56144 | 0.92300 | i | 1, 4, 0 | Act_Identity ||

|| inp5| 0.57566 | 0.57297 | i | 1, 5, 0 | Act_Identity ||

|| inp6| 0.55823 | 0.60182 | i | 1, 6, 0 | Act_Identity ||

|| inp7| 0.54358 | 0.94903 | i | 1, 7, 0 | Act_Identity ||

|| inp8| 0.51081 | 0.08231 | i | 1, 8, 0 | Act_Identity ||

|| inp9| 0.49686 | 0.62406 | i | 1, 9, 0 | Act_Identity ||

|| hid11| 0.10687 | -0.43698 | h | 7, 1, 0 |||

|| hid12| 0.53540 | -1.01796 | h | 7, 2, 0 |||

|| hid21| 0.43922 | -0.97249 | h | 13, 1, 0 |||

|| hid22| 0.53670 | 0.21503 | h | 13, 2, 0 |||

|| hid23| 0.54332 | 0.02000 | h | 13, 3, 0 |||

|| hid24| 0.55507 | 0.31147 | h | 13, 4, 0 |||

|| hid25| 0.51190 | 0.64013 | h | 13, 5, 0 |||

|| hid26| 0.49504 | 0.73774 | h | 13, 6, 0 |||

|| hid27| 0.13988 | -0.55175 | h | 13, 7, 0 |||

|| hid28| 0.41633 | 1.42661 | h | 13, 8, 0 |||

|| out1| 0.57017 | -1.39461 | o | 19, 1, 0 |||

|| con11| 0.15607 | 0.50000 | sh | 4, 11, 0 | Act_Identity |

|| con12| 0.75708 | 0.50000 | sh | 4, 12, 0 | Act_Identity |

-|-----|-----|-----|-----|--|-----|-------|-----|--definition section:| site | source:weight

---|---|---------------------------------------

|| 22:-0.94150, 21: 0.40086, 9: 0.01101, 8:-0.98448, 7:-0.46580,

:-0.93659, 5:-0.04103, 4:-0.03008, 3:-0.70138,

: 0.68545, 1: 0.51493

|| 22:-1.24629, 21: 0.04120, 9:-0.02467, 8:-0.67661, 7: 0.38491,

: 0.41195, 5: 2.07589, 4: 1.76777, 3:-0.63471,

: 0.28145, 1:-0.08667

|| 30:-0.10219, 29: 0.62202, 28:-0.94720, 27:-0.43497, 26:

.95289, 25: 0.47069, 24:-0.72667, 23:-0.08526, 11: 2.15215,

: 0.07025

|| 30: 0.24569, 29: 0.90801, 28:-0.74348, 27: 0.38874,

:-0.30248, 25: 0.32766, 24: 0.42428, 23: 0.26805, 11:-1.22837,

:-0.09089

|| 30:-0.73948, 29:-0.03032, 28:-0.68928, 27:-0.20091, 26:

.96102, 25:-0.30051, 24:-0.33289, 23: 0.79614, 11: 1.04951,

:-0.66068

|| 30:-0.75635, 29:-0.76173, 28: 0.54731, 27: 0.90897,

:-0.20839, 25:-0.54035, 24:-1.03927, 23:-0.10634, 11: 1.62659,

: 0.55208

|| 30:-1.09710, 29:-0.73304, 28:-0.43102, 27:-0.08359,

:-0.08482, 25:-0.40766, 24: 0.27553, 23:-0.34922, 11: 1.90140,

:-0.58198

|| 30:-0.83221, 29:-0.86215, 28:-0.70565, 27: 0.50233,

:-0.01443, 25:-0.66863, 24:-0.24112, 23:-0.04713, 11: 1.57999,

:-0.57460

|| 30: 0.23697, 29: 0.31094, 28:-0.44532, 27:-0.96210, 26:

.97451, 25:-0.57026, 24:-0.98152, 23: 0.27689, 11:-0.18014,

:-0.95082

|| 30:-0.41044, 29: 0.65852, 28:-0.34436, 27:-0.73330,

:-0.23393, 25:-0.33138, 24:-0.07857, 23: 1.00260, 11:-2.03768,

: 0.90765

|| 19:-2.86798, 18:-0.01735, 17: 1.38293, 16: 1.69478, 15:

.49599, 14: 0.78229, 13:-1.56680, 12: 2.06485

|| 21: 0.30000, 10: 1.00000

|| 22: 0.30000, 11: 1.00000

|| 23: 0.30000, 12: 1.00000

|| 24: 0.30000, 13: 1.00000

|| 25: 0.30000, 14: 1.00000

|| 26: 0.30000, 15: 1.00000

|| 27: 0.30000, 16: 1.00000

|| 28: 0.30000, 17: 1.00000

|| 29: 0.30000, 18: 1.00000

|| 30: 0.30000, 19: 1.00000