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The Development of Neural Network Based System Identification ...

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5.2 OFF-LINE BASED SYSTEM IDENTIFICATION FOR MLP NETWORK 131<br />

Table 5.2<br />

Summaries <strong>of</strong> <strong>System</strong> <strong>Identification</strong> Error Statistics for MLP network model.<br />

Test Error Statistics<br />

<strong>System</strong> Responses RMSE RMSE (%) R 2<br />

One-Step Ahead Prediction<br />

p 0.0351 8.4011 0.9929<br />

q 0.0081 2.7038 0.9993<br />

5-Step Ahead Prediction<br />

p 0.0746 17.8684 0.9681<br />

q 0.0232 7.7531 0.9940<br />

achieve the desired prediction response. <strong>The</strong> optimal network structure determined<br />

from k-fold cross validation method would reduce the redundant weight, and pin-point<br />

the nearly optimal number <strong>of</strong> weights in the network. However, random noise in the<br />

training process could cause the weights to fluctuate according to Samarasinghe [2007].<br />

It is important for us to prove that the network predictions are robust against the<br />

fluctuation <strong>of</strong> weights. <strong>The</strong> network prediction performance is analysed by adding the<br />

effect <strong>of</strong> random noises with increasing magnitude to the weights obtained from the<br />

optimal network structure.<br />

Table 5.3 shows the prediction results <strong>of</strong> optimal network structure for MLP network<br />

over test data set with addition <strong>of</strong> Gaussian distributed random noise to the optimal<br />

weights. <strong>The</strong> optimal weights are corrupted by random noise with zero mean and<br />

standard deviation s <strong>of</strong> 0.01, 0.05, 0.1 and 0.2. For each noise level, 300 sets <strong>of</strong> weights<br />

around the optimum weights are generated, which results in average RMSE and R 2 in<br />

Table 5.3. <strong>The</strong> average RMSE on the test data set for various noise levels indicates that<br />

an exceptional prediction performance is achieved up until s = 0.1 random noise added<br />

to the optimal weight.<br />

Using the 300 set <strong>of</strong> weights generated, the 95% confidence intervals can be<br />

constructed for the optimal weights using the standard statistical inference method<br />

( ¯w ± t α,n−1 σ w / √ N). Parameter ¯w is the mean <strong>of</strong> a weight, σ w is the standard deviation<br />

<strong>of</strong> that weight and N is the number <strong>of</strong> samples in the test set. <strong>The</strong> t α,n−1 is the t value<br />

from t-distribution for (1 − α) confidence level with degree <strong>of</strong> freedom <strong>of</strong> N − 1. Hence,<br />

the upper and lower limit <strong>of</strong> the network output ŷ performance can be constructed

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