IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login to save this article or follow this journal

Seasonal adjustment with 'bad' neural networks: a case of benign underfitting

  • Bruce Curry
  • Peter H. Morgan
Registered author(s):

    This paper is a response to reports by a number of authors of difficulties in using feedforward neural networks (NNs) in the presence of seasonality. Such difficulties appear to contradict the well-known property of 'universal approximation', but arise in fact because the property only applies to suitably smooth functions. We report on what is an unexpected benefit of this limitation of NNs: although the network is unable to follow seasonal movements it can identify an underlying trend, through being forced to steer a middle course. We achieve such deseasonalisation through network pruning, which restricts the approximation capacity of the network by depriving it of connections. Although pruning is in general motivated by the search for the most parsimonious network, in our particular context it forces the network to ignore both seasonal movements and noise.

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

    File URL: http://www.inderscience.com/link.php?id=36590
    Download Restriction: Access to full text is restricted to subscribers.

    As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

    Article provided by Inderscience Enterprises Ltd in its journal Int. J. of Applied Management Science.

    Volume (Year): 2 (2010)
    Issue (Month): 4 ()
    Pages: 335-350

    as
    in new window

    Handle: RePEc:ids:injams:v:2:y:2010:i:4:p:335-350
    Contact details of provider: Web page: http://www.inderscience.com/browse/index.php?journalID=286

    No references listed on IDEAS
    You can help add them by filling out this form.

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    When requesting a correction, please mention this item's handle: RePEc:ids:injams:v:2:y:2010:i:4:p:335-350. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Graham Langley)

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.