Method and apparatus for preprocessing input data to a neural ne

Details Method and apparatus for preprocessing input data to a neural ne Method and apparatus for preprocessing input data to a neural ne

1993-01-25

1998-03-17

MacDonald, Allen R.

395 11, 395 24, G06F 1518

Patent

active

057296618

ABSTRACT:
A preprocessing system for preprocessing input data to a neural network includes a training system for training a model (20) on data from a data file (10). The data is first preprocessed in a preprocessor (12) to fill in bad or missing data and merge all the time values on a common time scale. The preprocess operation utilizes preprocessing algorithms and time merging algorithms which are stored in a storage area (14). The output of the preprocessor (12) is then delayed in a delay block (16) in accordance with delay settings in storage area (18). These delayed outputs are then utilized to train the model (20), the model parameter is then stored in a storage area (22) during run time, a distributed control system (24) outputs the data to a preprocess block (34) and then preprocesses data in accordance with the algorithms in storage area (14). These outputs are then delayed in accordance with a delay block (36) with the delay settings (18). The output of the delay block (36) comprises inputs to a run time system model (26) which is built to provide a representation of the system in accordance with the model parameters in the storage area (22). A predicted control output or predicted control inputs are then generated. The control input is input back to the DCS (24).

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Stock Market Prediction System with Modular Neural Net Kimoto et al IEEE/17-21 Jun. 1990.

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