update trained network with time-seried data

2009-03-23
2013-04-16
  • nabin maharjan

    nabin maharjan - 2009-03-23

    In my project, i trained network with 80% training data and rest 20% for validation data.Now, i want to use that validation data to update my trained network as future time-series patterns are more affected by recent time-series data.Any suggestion on how do i make an approach?

     
    • ferra4models

      ferra4models - 2009-03-25

      Hi,

      You could use EKF to update with new patterns in the hold out set and as they arrive.... This is a difficult one.

      Alternatively, use a very small learning rate and retrain the network with the full sample again.

      Of course, make backups before you attempt either.

      Regards
      MG
      http://www.ferra4models.com

       

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