Rule extraction from multi-layer perceptron neural network using decision tree for currency exchange rates forecasting / (Record no. 6494)

MARC details
000 -LEADER
fixed length control field 03296ntm a2200289 a 4500
001 - CONTROL NUMBER
control field vtls000093771
003 - CONTROL NUMBER IDENTIFIER
control field KUKTEM
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20251117113316.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 160310t2015 da f ab m 000 0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number THE0001261(Local)
039 #9 - LEVEL OF BIBLIOGRAPHIC CONTROL AND CODING DETAIL [OBSOLETE]
Level of rules in bibliographic description 201905271507
Level of effort used to assign nonsubject heading access points atie
Level of effort used to assign subject headings 201710161506
Level of effort used to assign classification aishah
-- 201603101225
-- asma
040 ## - CATALOGING SOURCE
Original cataloging agency UMP
090 ## - LOCALLY ASSIGNED LC-TYPE CALL NUMBER (OCLC); LOCAL CALL NUMBER (RLIN)
Classification number (OCLC) (R) ; Classification number, CALL (RLIN) (NR) FSKKP .S65 2015 r Thesis
100 0# - MAIN ENTRY--PERSONAL NAME
Personal name Soleh Ardiansyah
245 10 - TITLE STATEMENT
Title Rule extraction from multi-layer perceptron neural network using decision tree for currency exchange rates forecasting /
Statement of responsibility, etc. Soleh Ardiansyah
260 ## - PUBLICATION, DISTRIBUTION, ETC.
Place of publication, distribution, etc. Kuantan, Pahang :
Name of publisher, distributor, etc. UMP,
Date of publication, distribution, etc. 2015
300 ## - PHYSICAL DESCRIPTION
Extent xvii, 109 p. :
Other physical details ill. col. ;
Dimensions 30 cm. +
Accompanying material 1 CD-ROM
500 ## - GENERAL NOTE
General note Faculty of Computer System and Software Engineering
502 ## - DISSERTATION NOTE
Dissertation note Thesis (Master of Science (Computer)) -- Universiti Malaysia Pahang – 2015
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc. note Bibliography : p. 81-86
520 3# - SUMMARY, ETC.
Summary, etc. Neural network can be used in acquiring hidden knowledge in datasets. However, knowledge acquired by neural network was presented in its topology, the weights on the connections and by the activation functions of the hidden and output nodes. These representations are not easily understandable since neural networks act as a black box. The black box problem can be solved by extracting rule from trained neural network. Thus, the aim of this study was to extract valuable information (rule) from trained multi-layer perceptron (MLP) neural networks using decision tree. The main process in extracting rules from MLP using decision tree for currency exchange rate forecasting can be divided into two stages. In the first stage, the MLP network was built based on the parameter that was defined in the previous chapter. We also perform training and testing process experimentally and then the performance was evaluated in order to obtain the network with the best performance. The MLP network which provides the best prediction performance will be extracted by decision tree in the second stage by mapping input-output of the network directly. The forecasting result have shown that MLP network of EUR/USD produced a significant results compared to MLP network of GBP/USD and USD/JPY in term of MSE, RMSE, MAPE, and DS. It is quite evident that as the number of hidden neurons increases, MSE and MAPE decrease. In addition, the number of iterations for each model continues to increase along with the increasing number of hidden neurons. The results on decision tree induction show that C4.5 algorithm induction produced a significant result in term of accuracy 84.07% - 86.34%, precision and recall 93.17% and 81.97% respectively. This study has shown how rule can be extracted from MLP network by decision tree without making any assumptions about the networks activations function or having initial knowledge about the problem domain. The extracted rule can be used to explain the process of the neural network systems and also can be used in other systems like expert systems
610 20 - SUBJECT ADDED ENTRY--CORPORATE NAME
Corporate name or jurisdiction name as entry element Faculty of Computer System and Software Engineering
General subdivision Dissertations
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Universities and Colleges
General subdivision Dissertations
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Theses
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="http://ecollib.ump.edu.my/3569/">http://ecollib.ump.edu.my/3569/</a>
Public note Library access only
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Home library Current library Date acquired Total checkouts Full call number Barcode Date last seen Copy number Price effective from Koha item type
  Not lost Library of Congress Classification   Not for loan UMPLIB PEKAN UMPLIB PEKAN 04/09/2019   FSKKP .S65 2015 r Thesis 0000107834 04/09/2019 1 04/09/2019 Thesis
  Not lost Library of Congress Classification   Not for loan UMPLIB PEKAN UMPLIB PEKAN 04/09/2019   CD 9677 | FSKKP .S65 2015 r Thesis 0000107835 04/09/2019 1 04/09/2019 Thesis

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