Department of Information Systems, International Islamic University Malaysia, Kuala Lumpur, Malaysia
2
Department of Artificial Intelligence, University of Malaya, Kuala Lumpur, Malaysia
3
Department of Mathematical Scinece, Abubakar Tafawa Balewa University, Bauchi, Nigeria
4
Department of Software Engineering, University of Malaya, Kuala Lumpur, Malaysia
5
Department of computer science, Abubakar Tatari Ali polytechnic Bauchi, Nigeria
6
Department of Information Systems, University of Malaya, Kuala Lumpur, Malaysia
adamu@iium.edu.my, hchiroma@acm.org, {sameem, tutut}@um.edu.my, asgital@yahoo.com
I.
INTRODUCTION
j 1
Netko
kj
Where
k
j 1
V ji
Netko
j 1
1 e
Onet hj
rko
1 e
(7)
V kj
O
1 e
w ji xi
(d k Ok )OOk (1 Ok )
Where
(8)
rjh
k o
rk Vkj Oy j 1 y j
k 1
(9)
(10)
(2)
(11)
Update of weights in hidden layer
O
Where
1
O w ji x i
1
j 1
1 e
1 e
(6)
j 1
i 1
1 e ONet k
Ok
i 1
yj
(5)
n 1
w ji xi
Ok
n 1
Where
O
w ji xi
(4)
Net hj
yj
j 1
w ji ( N )
w ji
(3)
i 1
w ji ( N ) Krjh xi ( N )
w ji ( N ) K rkoVkj y j (1 y j ) xi ( N )
k 1
(12)
(13)
E (rko ) 2
E d k Ok OOk 1 Ok
e x e x
e x e x
f ( x)
(17)
SigHyper
"
(18)
(19)
(20)
(21)
( t 1)
x ( t 1)
(24)
(25)
"x 2 "x 1
" x " x 1 " 2 x
(23)
"x 2 "x 1
" x " x " 0 " 2 x
"x 2 "x 1
" x 1 " x " 2 x
xit D1 levy(O )
(28)
2" x " 2 x 1
" x " x " x (" x ) " x (" x )
(27)
1
1 e x
(15)
k 1
f ( x)
SigHyper
k 1
f ( x)
"x 2 "x 1
" x " x " 2 x 1
(14)
V. DATASET
The dataset for Brent crude oil price was collected from
the Energy Information Administration of the United States
Department of Energy [29]. The dataset was collected from
1987 to 2011 in view of the fact the period of data collection
is determined by the availability of the data [30]. The
dataset was collected on a monthly frequency because some
of the variables, e.g. oil demand and supply data are only
available on monthly frequency [31]. The dataset was
normalized within [-1, 1] to improve effectiveness of
computation in the ANN neurons and to improve
(26)
10
Between
Groups
Within
Groups
Best
1786.87
Worst
1771.63
2016.524
2013.53
2019.52
Mean
0.029627
Best
0.029744
Worst
0.028632
0.01588198
0.015882
0.015882
Algorithm
CSBP with logsig
Mean
1587.25
Best
1586.87
Worst
1591.63
1766.40
1757.93
1769.82
Mean
1595.253
P.
0.000
Worst
0.007592
0.002176
Algorithm
CSBP with logsig
17
Algorithm
CSPB with logsig
Best
0.008193
0.002176
0.000
F
742488065934.714
Mean
0.007178
0.00217633
df
1
Algorithm
CSBP with logsig
CSBP with SigHyper
Sum of
Squares
0.000
Between
Groups
Within
Groups
11
Sum of
Squares
0.001
df
1
0.000
18
F
577558058.248
P.
0.000
4.
5.
6.
7.
8.
9.
10.
11.
13.
14.
15.
16.
17.
AKNOWLEGEMENT
18.
19.
20.
REFERENCES
1.
2.
3.
21.
22.
23.
12
32.
33.
34.
35.
36.
37.
38.
39.
13