Revealing prediction uncertainty in artificial neural network based reconstruction of missing data in stochastic process records utilizing extreme learning machines

Research output: Chapter in book/report/conference proceedingConference contributionResearchpeer review

Authors

Research Organisations

External Research Organisations

  • University of Liverpool
  • Changsha University of Science and Technology
  • Tongji University
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Details

Original languageEnglish
Title of host publication2017 IEEE Symposium Series on Computational Intelligence, SSCI 2017 - Proceedings
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages1-7
Number of pages7
ISBN (electronic)9781538627266
ISBN (print)9781538627273
Publication statusPublished - 2017
Event2017 IEEE Symposium Series on Computational Intelligence, SSCI 2017 - Honolulu, United States
Duration: 27 Nov 20171 Dec 2017

Abstract

An artificial neural network (ANN) based approach is developed for reconstructing gappy stochastic process records. ANNs can be utilized to capture stochastic patterns in process records in an 'average sense', however individual predictions of missing data can be unreliable. This is both due to the inherent uncertainty introduced by the stochastic process itself, and to uncertainties relating to ANN parameters. Here, instead of relying on single network predictions, an ensemble of networks are trained on the data, the outputs of which are used to estimate statistical distributions for random variables which replace deterministic predictions. In order for this approach to be computationally viable, single-layer feed-forward networks, initialized with random weights are trained via fast, non-iterative least-squares fitting, popularly known as Extreme Learning Machine (ELM) networks. Examples are provided with real data to demonstrate both network prediction effectiveness and uncertainties revealed by varying network parameters.

Keywords

    artificial neural networks, extreme learning machines, missing data, prediction uncertainty

ASJC Scopus subject areas

Cite this

Revealing prediction uncertainty in artificial neural network based reconstruction of missing data in stochastic process records utilizing extreme learning machines. / Comerford, Liam; Beer, Michael; Lu, Naiwei.
2017 IEEE Symposium Series on Computational Intelligence, SSCI 2017 - Proceedings. Institute of Electrical and Electronics Engineers Inc., 2017. p. 1-7.

Research output: Chapter in book/report/conference proceedingConference contributionResearchpeer review

Comerford, L, Beer, M & Lu, N 2017, Revealing prediction uncertainty in artificial neural network based reconstruction of missing data in stochastic process records utilizing extreme learning machines. in 2017 IEEE Symposium Series on Computational Intelligence, SSCI 2017 - Proceedings. Institute of Electrical and Electronics Engineers Inc., pp. 1-7, 2017 IEEE Symposium Series on Computational Intelligence, SSCI 2017, Honolulu, United States, 27 Nov 2017. https://doi.org/10.1109/SSCI.2017.8285295
Comerford, L., Beer, M., & Lu, N. (2017). Revealing prediction uncertainty in artificial neural network based reconstruction of missing data in stochastic process records utilizing extreme learning machines. In 2017 IEEE Symposium Series on Computational Intelligence, SSCI 2017 - Proceedings (pp. 1-7). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/SSCI.2017.8285295
Comerford L, Beer M, Lu N. Revealing prediction uncertainty in artificial neural network based reconstruction of missing data in stochastic process records utilizing extreme learning machines. In 2017 IEEE Symposium Series on Computational Intelligence, SSCI 2017 - Proceedings. Institute of Electrical and Electronics Engineers Inc. 2017. p. 1-7 doi: 10.1109/SSCI.2017.8285295
Comerford, Liam ; Beer, Michael ; Lu, Naiwei. / Revealing prediction uncertainty in artificial neural network based reconstruction of missing data in stochastic process records utilizing extreme learning machines. 2017 IEEE Symposium Series on Computational Intelligence, SSCI 2017 - Proceedings. Institute of Electrical and Electronics Engineers Inc., 2017. pp. 1-7
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