to prove the robustness of neural network model what is the best model which can compare to it ? (especially in order to forecast)

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coqui 2015-11-18

评论： Greg Heath 2015-12-5

to prove the robustness of neural network model what is the best model which can compare to it ?

can you propose a model?

THANKS

Greg Heath 2015-11-18

No.

I measure robustness by adding increasing levels of noise to the input.

Hope this helps.

Greg

coqui 2015-12-3

can you explain more please.

I have five input series to predict only one series(predicted price).

For robustness checking, what I can do?

Greg Heath 2015-12-5

Which timeseries function are you using? Timedelay, or Narx?

Either way, add noise at a fixed SNR to the input and plot output error vs SNR.

 [I N ] = size(input0)
 var0   = mean(var(input0'))
 input = input0 + sqrt(var0/SNR)*randn(I,N);

Hope this helps.

Thank you for formally accepting my answer

Greg

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