COMPARISON OF THE PREDICTION ACCURACY THRU ARTIFICIAL NEURAL NETWORKS WITH RESPECT TO MULTIPLE LINEAR REGRESSION USING R
Journal Title: Engineering and Technology Journal - Year 2019, Vol 4, Issue 7
Abstract
In this paper a comparison of the prediction accuracy of a response variable given a set of predictors was made using statistical and artificial intelligence methods using R language. The compared methods were the multiple lineal regression by the least squares method and the backpropagation network (BP). The goal was to decrease the reducible error when predicting the output variable and being able to select a model, an indispensable step when developing a prediction model. The methodology consisted in two validation strategies. The first strategy measured just the training error rate using 100% of data. The second strategy used a validation set approach, dividing the observations in two parts, 50% is for a training set used to fit the models, and the remaining 50% is for a validation set used to test the fitted models. This methodology made it possible a comparison between the training error rate and testing error rate. The measures utilized to evaluate the efficiency were the sum of squared error (SSE) and the coefficient of determination (R2). The results showed that BP network can significantly decrease the reducible error improving the prediction accuracy. It is important to highlight the prediction accuracy with new or unseen observations not used during the training instead of how well the models work with the training data.
Authors and Affiliations
Carlos Eduardo Belman López, José Alfredo Jiménez García, José Antonio Vázquez López
Keywords
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- EP ID EP705205
- DOI 10.31142/etj/v4i7.01
- Views 104
- Downloads 0
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