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articles: A global search procedure for parameter estimation in neural spatial interaction modelling

Manfred Fischer, Katerina Hlavácková-Schindler and Martin Reismann ()
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Katerina Hlavácková-Schindler: Institute for Urban and Regional Research, Austrian Academy of Sciences, Postgasse 7/4/2, A-1010 Vienna, Austria
Martin Reismann: Department of Economic and Social Geography, Wirtschaftsuniversität Wien, Augasse 2-6, A-1090 Vienna, Austria

Papers in Regional Science, 1999, vol. 78, issue 2, 119-134

Abstract: Parameter estimation is one of the central issues in neural spatial interaction modelling. Current practice is dominated by gradient based local minimization techniques. They find local minima efficiently and work best in unimodal minimization problems, but can get trapped in multimodal problems. Global search procedures provide an alternative optimization scheme that allows to escape from local minima. Differential evolution has been recently introduced as an efficient direct search method for optimizing real-valued multi-modal objective functions (Storn and Price 1997). The method is conceptually simple and attractive, but little is known about its behavior in real world applications. This article explores this method as an alternative to current practice for solving the parameter estimation task, and attempts to assess its robustness, measured in terms of in-sample and out-of-sample performance. A benchmark comparison against backpropagation of conjugate gradients is based on Austrian interregional telecommunication traffic data.

Keywords: Neural spatial interaction modelling; global search; differential evolution; interregional telecommunications (search for similar items in EconPapers)
JEL-codes: C8 C13 C23 C45 R4 (search for similar items in EconPapers)
Date: 1999-06-17
Note: Received: 11 November 1998
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