Som presentation

Saturday, November 23, 2013

Mathematical Modeling

Self Organizing MapOverview and Application in Prediction

Presented By

Decky Aspandi Latif56070701073


Layout

● Introduction● SOM in Brief

● Basic of SOM● SOM in Modeling and Prediction● Application of SOM in Stock Prices

Prediction● Conclusion


Introduction● Currently, great need emerges for better

techniques, tools and practices.● Modeling could be applied to various area →

minimize cost & Optimization● Self Organizing Map → ANN(connectionist

paradigms) → support and changes in approaches & modeling technique

● Disparate data analysis in 2 scales, regional and global.


Self Organizing Map

● Proposed by Tuevo Kohonen (1972)● Unsupervised Neural Network ● Data driven learning process● Reduce dimensions,display similarities


SOM (Cont..)

● Mapping Nodes to group of class● Selection of Best Matching Unit● Cooperative LearningAlgorithm :

1. Initialize weight of nodes

2. choose random vector

3. examined & select BMU

4. Calculate Neighbourhood

5. Update appropriate weights

6. Repeat step 2 for N times

Y, R

ed, E

leva

tion

,..

X, Blue, Density,..

Y, R

ed, E

leva

tion

,..

X, Blue, Density,..


SOM → Modeling

● Clustering Capability● Modeling & Prediction

EcologicalModeling

Regional Data Analysis

Prediction


Application → Prediction

“ Predicting Stock Prices Using a Hybrid Kohonen Self Organizing Map (SOM) “ , Mark & Olatoyosi, 2007

● Main aim → Stock Prices Prediction

● Applied on LucentI Inc, using five years data → 1251 points

● Hybridization of SOM with Multilayer Perceptron


HSOM → Prediction (cont)

● Flow of Process

Net Configuration


HSOM → Prediction (cont)

● Hybrid HSOM outperform SOM & BPN● BPN comes inaccurate when price > $60 →

Significant Loss in investment● HSOM has lowest error

(0~12) → Increase in return of Investment (ROI)


Conclusion

● ANN can be used to enhance and alter the modeling technique

● SOM is an Unsupervised Neural Network● Clustering classes with mapping nodes● Various application of SOM on Modeling &

Simulation → prediction● By collaborating SOM with other method →

greater results.


The End.

Thank You.

Decky Aspandi Latif56070701073

Som presentation

Design

map som

prediction application

brief basic of som som

pointshybridization

som bpn bpn

application prediction

modeling simulation

layout introduction