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Modeling Methods
2.1 Analysis of Variance (ANOVA)
If p is the number of factors, the ANOVA model is written as follows:
P
2
i 1wi yi y i
n
n
1
R2 1 - , where y = w y …………… (4)
2 i i
i 1wi yi y i n
n
i 1
2 1 1 R2
R w w p1 1 …………… (5)
w y y
1 n 2
MSE = ……………(6)
Wp i 1
i i i
100 n y y i
MAPE= wi i …………… (7)
W i 1 yi
2
y y y y
n
i 1 i i i i 1
DW= …………… (8)
2
n
w x y
i 1 i i i
SSE
Cp= + 2p - W…………… (9)
SSE
AIC=W ln ( ) + 2p…………… (10)
W
SSE
SBC= W ln ( ) + ln (W) p…………… (11)
W
PC =
1 R W p …………… (12)
2
Wp
w y 1 y
n 2
Press = i i i …………… (13)
i 1
2.2 Multilayer Perceptron (MLP)
Architecture (multilayer perceptron algorithms)
The general architecture for MLP networks is:
Input layer: J0=P units, a0:1,...,a0:j0; with a0:j=xj.
ji 1
ith hidden layer: Ji units, a i:1 ,...,ai:ji ; with ai:k = i Ci:k and Ci:k = wi: j , k ai 1: j
j 0
where ai 1:0 =1
j1
Note that the pattern index and the bias term of each layer are not counted in the total number of
units for that layer.
Activation Functions
Hyperbolic Tangent
c
c tan h c = ec e c …………… (14)
c
e e
Sigmoid
1
c = …………… (15)
1 e c
Identity
c = c…………… (16)
This is only available for output layer units.
Softmax
e
ck
ck = …………… (17)
jò h
This is only available if all output layer units correspond to categorical variables and cross-
entropy error is used.
Error Functions
Sum-of-Squares
M
ET w = E w …………… (18)
m
m1
Where
R
1
Em w = ( yr m aIm:r )2…………… (19)
2 r 1
Cross-Entropy
M
ET w = Em w …………… (20)
m1
Where
Em w = am
yr m log Im:r
…………… (21)
rò c yr
This is only available if all output layer units correspond to categorical variables and the softmax
activation function is used.