AR SİSTEM MODELLEMEDE FARKLI ALGORİTMALARIN KARŞILAŞTIRILMASI

Yıl 2004, Cilt: 19 Sayı: 4, 0 - , 10.04.2013

Şaban Özer Şeref Sağıroğlu Ahmet Kaplan

Öz

Bu makalede, yazarlar tarafından geliştirilen sayısal tabu araştırma algoritmasının, AR (Auto Regressive) sistem modelleme performansı analiz edilmiş ve karşılaştırılmıştır. Bu karşılaştırmada, en küçük kafes kareler, çift kafes, “affine” projeksiyon, en küçük ortalama kareler, normalize edilmiş en küçük ortalama kareler ve özyineli (recursive) en küçük kareler, uyarlanabilir klasik metotlar iken 8 farklı eğitim algoritması ile eğitilmiş yapay sinir ağları, klasik ve sayısal (nümerik) tabu araştırma algoritması kullanılmıştır. Bu çalışmada, 16 farklı algoritmanın modelleme performansı 4. ve 6. dereceden iki farklı AR sistem üzerinde test edilmiştir. Genel olarak, yazarlar tarafından geliştirilen sayısal tabu araştırma algoritmasının, doğrusal AR sistem modellemede daha başarılı olduğu anlaşılmıştır

Anahtar Kelimeler

AR sistem, modelleme, yapay sinir ağları, uyarlanabilir metotlar, tabu araştırma, algoritma

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