A simple strategy to prune neural networks with an application to economic time series

Johan Kaashoek and Herman van Dijk

No EI 9854, Econometric Institute Research Papers from Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute

Abstract: A major problem in applying neural networks is specifying the size of the network. Even for moderately sized networks the number of parameters may become large compared to the number of data. In this paper network performance is examined while reducing the size of the network through the use of multiple correlation coefficients, principal component analysis of residuals and graphical analysis of network output per hidden layer cell and input layer cell.

Keywords: economic time series; neural networks (search for similar items in EconPapers)
Date: 1998-12-31
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Working Paper: A Simple Strategy to prune Neural Networks with an Application to Economic Time Series (1997)
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