一种多层前馈网络计量经济建模方法

Multilayer feedforward network approach for econometric modeling

介绍了4种敏感性分析方法,给出了多层前馈网络计量经济模型正规化灵敏度的解析计算方法,进而利用灵敏度来进行多层前馈网络结构优化。结果表明了对多层前馈网络计量经济模型进行敏感性分析是一种有效识别敏感因素的方法。

Four methods of sensitivity analysis are presented, and the analytical computation of the normalized sensitivity of the econometric model using multilayer feedforward network is given, which is used to carry out multiplayer feedforward network architecture optimization. The applications have shown that sensitivity analysis of this model is an efficient tool for the identification of the sensitive factors.