Maldonado-Colberg, Elisa M.

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The use of backpropagating neural networks in coordination with logistic spline coefficients to obtain the change-point
(2006) Maldonado-Colberg, Elisa M.; McGee, Daniel L.; College of Arts and Sciences - Sciences; Acar, Robert; Vásquez-Urbano, Pedro; Department of Mathematics; Seguel, Jaime
This work presents an algorithm that uses backpropagating neural networks and their ability to find logistic regression coefficients as a useful tool that may outperform other conventional methods for finding the change-point of a data set. To seek this objective, we first demonstrate the capacity of a one-layered neural network to find logistic regression coefficients. Then, we add another layer to the network in order to determine if two-layer discriminants would allow us to approximate the change-point. We then develop an algorithm based on hidden layer coefficients of neural networks that allows us to assess change-points based on when a neural network switches from one “neuron” to another.