Method for editing an input quantity for a neural network
First Claim
1. A method for training a computerized neural network, comprising the steps of:
- a) in a computer, forming a time series of a set of measured values of a variable dynamic input quantity by determining respective values of the input quantity at discrete points in time;
b) in said computer, identifying a statistical noise distribution of an uncorrelated noise of finite variance that has a chronological average of zero and is superimposed on the measured values;
c) in said computer, generating a substitute value for any missing measured values in the time series by, for each missing value, calculating a statistical missing value noise distribution according to said known noise distribution from at least one of said measured values neighboring the missing value in the time series and calculating said substitute value from a plurality of Monte Carlo samples of the missing value obtained according to the missing value noise distribution and replacing said missing value with said substitute value;
d) supplying said time series, with the substitute value generated in step (c) replacing any missing value, from said computer to a computerized neural network as input quantities; and
e) training said neural network using said time series and a behavior of a technical system represented by the neural network.
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Abstract
In a method for supplementing missing data in a time series used as an input to a neural network or for improving noise-infested data supplied to a neural network, error distribution densities for the missing values are calculated on the basis of the known measured values from the time series and their known or predetermined error distribution density, and samples are taken from this error distribution density according to the Monte Carlo method. These each lead to an estimated or predicted value whose average is introduced for the value to be predicted. The method can be employed for the operation as well as for the training of the neural network, and is suitable for use in all known fields of utilization of neural networks.
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Citations
13 Claims
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1. A method for training a computerized neural network, comprising the steps of:
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a) in a computer, forming a time series of a set of measured values of a variable dynamic input quantity by determining respective values of the input quantity at discrete points in time; b) in said computer, identifying a statistical noise distribution of an uncorrelated noise of finite variance that has a chronological average of zero and is superimposed on the measured values; c) in said computer, generating a substitute value for any missing measured values in the time series by, for each missing value, calculating a statistical missing value noise distribution according to said known noise distribution from at least one of said measured values neighboring the missing value in the time series and calculating said substitute value from a plurality of Monte Carlo samples of the missing value obtained according to the missing value noise distribution and replacing said missing value with said substitute value; d) supplying said time series, with the substitute value generated in step (c) replacing any missing value, from said computer to a computerized neural network as input quantities; and e) training said neural network using said time series and a behavior of a technical system represented by the neural network. - View Dependent Claims (2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13)
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Specification