Least Mean Square vs. Outer Bounding Ellipsoid Algorithm in Confidence Estimation of the GMDH Neural Networks
- Cite this paper as:
- Mrugalski M., Korbicz J. (2007) Least Mean Square vs. Outer Bounding Ellipsoid Algorithm in Confidence Estimation of the GMDH Neural Networks. In: Beliczynski B., Dzielinski A., Iwanowski M., Ribeiro B. (eds) Adaptive and Natural Computing Algorithms. ICANNGA 2007. Lecture Notes in Computer Science, vol 4432. Springer, Berlin, Heidelberg
The paper deals with the problem of determination of the model uncertainty during the system identification with the application of the Group Method of Data Handling (GMDH) neural network. The main objective is to show how to employ the Least Mean Square (LMS) and the Outer Bounding Ellipsoid (OBE) algorithm to obtain the corresponding model uncertainty.
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