1

BPRNBP

RNBP BP
*

1.

2.

3.

*
Tel: (02)2938-7478, Fax(02)-2939-0251, E-mail: jachang@nccu.edu.tw

()

1
(Artificial Neural Networks)

Kuan & White(1994)

(Back Propagation Neural Networks BP)(Rumelhart, Hinton, &

Williams, 1986) (Reasoning & Back Propagation Neural
Networks RNBP)(Tsaih, Chen & Lin, 1998)
Hedonic Pricing Method

U
1


()

2

Weights

explicit input/output relationship

generalization

1.

2.

BP
BP Rumelhart (1986)BP
non-decreasing(semi-linear)

The desired input/output Pairs

internal
representationBP
BP generalized delta rule

BP

1.

2. steepest descent method

relatively optimal
learning resultglobally optimal
learning result
3.
BP

1. 1
(Yoon, Swales & Margavio, 1993)
(,1993)
2. 23
4

BP

BP BP

(Reasoning Neural Networks RN) BP

(Tsaih, 1993Tsaih, 1994Tsaih, 1996Tsaih,
1997)RN BP
RN BP RN

linearly separating condition

(1997) Tsaih et.
al(1998) RN BP RN
BP

1. RN
weight-and-structure-change

RN BP 1
2. RN
5
RN BP 2 RN
6

3. RN
stopping criterion
BP
7
RN BP
RN 2 2-classes categorization

1 -1 categoricalTsaih(1993)
RN 1 -1
Tsaih(1994,1997) RN 1 -1
Tsaih(1996) RN

RNBP
(real value) BP

RN
8 RN
(binary value) RNBP
RN BP RNBP RN
BP BP
9

Tsaih(1993)Tsaih(1994) Tsaih(1996)

(1996)(1997) Tsaih, Hsu & Lai(1998)

RN
7

E(Z) E(Z)BP

E(Z)||E(Z)||
8

RNBP Tsaih, Chen & Lin(1998)

4

()

(Brunson et al., 1994; Do & Grudnitski, 1992)

(Lewis et al., 1997; Lenk et al.,

1997; Adair et al., 1996; Worzala et al., 1995; Brunson et al., 1994; Borst, 1992; Do
& Grudnitski, 1992; Tay & Ho, 1992; Evans et al., 1991)
Brunson,(1994); Do &
Grudnitski(1992); Tay & Ho(1992); Evans et al.,(1991) Lewis et al.,(1997)
Adair et al.,(1996)()
(Kohonen networks)

BP
5

(Worzala et al., 1995; Lenk et al., 1997)

()
79 ~82
79~82

79
2
1
3
28
38
0
7
19
16
20
4
24
162

80
37
3
23
94
153
3
33
88
49
80
15
118
696

81
47
1
45
126
189
1
88
80
73
124
12
120
906

82
57
6
59
108
171
7
107
86
75
148
15
184
1023

143
11
130
356
551
11
235
273
213
372
46
446
2787

(
)

3
10

0.5
1

100 5

11

10

0.250.50.751

0.51

11

(1)

(2)(3)(4)
(5)
6

Ti
N
(1)
i =1 2787
i Ti i N
N=

(100 )
0.5

(1264 )

(1164 )

(2687 )

(1523 )

1 0.5 100
1.
; 2.
; 3. 1
0.5 100

100
50 12 5

1.

12

2.

50 13

DFFITS 14 2

929
486
22
631
719

850
444
19
577
664

12 3

13

50 100

14

DFFITS (1994) RSTUDENT COVRATIO

COOKD
8

0.5

()
100

1

()
100

()
100

0.5

()
50

1

()
50

()
50

()
50

()
50

()
50

()
50

()
50

()
50

1264
2103
2787
1264
2103
2787
446
551
631
411
506
577

4 12.5
13 19

()
1.

15

(1)

() Di1 ~ Di 4

k =1

k =1

ln(d i ) = ik Dik + ik b ik + i

(2)

d i i ; Dik i k
( Di1 1 0); b ik i
k 16(
); ik

15

(1995pp. 16-21

16

(1995pp. 43-87
9

; ik

(2)

ln(d i ) = ik b ik + i

(3)

k =1

2.
=(+)/2BP
4 RNBP
:
(1)

(2) ik
4
0-0.07087

-0.07087

P-

0
1
0.000

-0.07087
2

0.0001

-0.28197
4

0.0001

-0.29041
5

0.0001

-0.23458
3

0.0001

(2)

1 -1

17(

17

1 -1
10

) 1.5 18
RN
1 -1 RN
RN 1-1

()

1.
(AMRE)(AAE) AMRE
AAE
N

(oi d i ) / d i

AMRE= i =1

(4)

oi di

AAE= i =1

(5)

o i i

2.

Error Tolerance 5%(PLF)

20%(PGT)
PLF= 5%/
(6)
PGT= 20%/
(7)
BP RNBP
t
t T
1. W (W-test statistic)
ProbW 0
T Wilcoxon signed-rank test
2.
SAS t SAS
t

18

1.5
11


()
5 6 7
5 6 AMRE BP RNBP
AMRE AAERNBP
BP
PLF RNBP
RNBP
PGT

RNBP BP
BP RNBP

BP
RNBP
RNBP BP RNBP
RNBP
RNBP
RNBP RNBP
BP RN ()
RNBP
BP RNBP
BP

1.
2.

3. RNBP AMRE AAE

RNBP
RNBP
4. RNBP
BP

12

 5BP RNBP

AMRE
AAE
PGT
PLF

BP

RNBP

0.0623 0.2691 0.1795 0.0620 0.2627 0.1757 0.0704 0.2596 0.1776

48.12
229.9 151.15
46.67 210.25* 139.38* 51.216 200.75* 135.961*
0.0052* 0.5772 0.3294 0.0069* 0.5706 0.3263
0.05 0.5361* 0.3255
0.4479 0.0056 0.1972 0.4369 0.0062 0.1928 0.4847* 0.0608* 0.2445*
45.055 346.841 277.831 41.982 202.062 174.645 56.739 202.554 173.933
501.3 6557.5 6557.5
507.4 2074.2 2074.2
676 2064.9 2064.9
0.04 18.1316
0.04 0.0257 6.0317 0.0257 0.0092 0.2253 0.0092

* 5%

6BP RNBP

AMRE
AAE
PGT
PLF

BP

RNBP

0.1063 0.3803 0.1762 0.1082 0.3681 0.1742*

81.751 360.374 152.792 80.834 312.525* 139.715*
0.1068* 0.9450 0.3202 0.1176* 0.9247 0.3223
0.2667 0.0029 0.1996 0.2644 0.0029 0.1981
73.601 486.543 281.414 69.467 258.076 175.267
603.2 6375.2 6375.2 592.76 2002.47 2002.47
0.0489 20.7996 0.0489 0.0411 10.5978 0.0411

0.1242 0.3545 0.1827

94.677 297.219* 146.112
0.1837 0.7845 0.3359
0.283 0.0341
0.22
108.91 269.41 189.144
1170.6 2302.9 2302.9
0.0389
1.922 0.0389

* 5%

7BP RNBP

AMRE
AAE
PGT
PLF

0.1864*
169.288
0.3567
0.1811
365.839
9956.4
0.0972

BP
0.2179*
169.785
0.4131
0.1656
209.5
2437.6
0.0532

RNBP
0.2305
179.283
0.4213
0.1905
220.463
2451.8
0.0512

* 5%

()
AMRE 8 5
9 6 10 7
100 BP 50
RNBP AMRE BP AAE

AMRE AAE 50 100

13

 8BP RNBP

AMRE
AAE
PGT
PLF

BP

0.073 0.2669 0.1809

58.557 229.799 153.844
0.0357 0.5639 0.3296
0.4183 0.0211 0.1973
67.368 347.394 277.264
723.7 6287.9 6287.9
0.0502 3.8526 0.0502

RNBP

0.0671 0.2634
0.176
50.49 201.128* 134.099*
0.0273 0.5688 0.3277
0.4353 0.0171 0.2033
49.161 179.987 157.274
529.1
2021
2021
0.0904 1.3865 0.0904

0.0628 0.2625 0.1736

47.004 200.737* 132.323*
0.0164 0.5714 0.3232
0.4346 0.0098 0.2029
43.602 178.482 156.39
512.7
2004
2004
0.0695 3.1947 0.0695

* 5%

9BP RNBP

BP
RNBP

0.1115 0.3806 0.1787 0.1140 0.3304 0.1678

0.121
0.356
0.181
AMRE
87.929 379.804 160.871 88.876 301.083* 141.671* 91.167 302.266* 143.733*
AAE
0.1392 0.8959 0.3283 0.1412 0.8594 0.3201
0.166
0.81
0.326
PGT
0.2618 0.0058 0.1978 0.2495 0.0282* 0.1944
0.263 0.051*
0.21
PLF
85.75 251.503 172.337 95.205 273.542 185.209
87.743 614.388 341.321

991.8 8815.3 8815.3 1027.24

1981
1981 911.11 2233.268 2233.268

0.021
5.267
0.021
0.0458 12.4493 0.0458 0.0373 1.1077 0.0373

* 5%

10BP RNBP

AMRE
AAE
PGT
PLF

0.1864*
169.288
0.3567
0.1811
365.839
9956.4
0.0972

BP
0.2179*
169.785
0.4131
0.1656
209.5
2437.6
0.0532

RNBP
0.2305
179.283
0.4213
0.1905
220.463
2451.8
0.0512

* 5%

PGT PLF PLF RNBPBP

( RNBP)

50 100 RNBP BP

14

()

11
19
11~
()

()

BP
RNBP
4
21

0.172*
0.177*
0.265
0.171*
AMRE
115.505* 108.121* 155.317* 200.090
AAE
0.316
0.311
0.419
0.325
PGT
0.182
0.207
0.321
0.214
PLF
296.85
149.121
229.246
320.596

5418.667 1411.483 2028.649 3400.956

0.144
0.254
0.000
0.176

BP

()

RNBP
4

0.178*
169.905
0.352
0.202
162.075

19

BP

RNBP
4

0.178*
0.175*
0.199*
0.215*
176.813 117.293* 118.122* 129.596*
0.372
0.299
0.343
0.432
0.229
0.208
0.183
0.244
178.795 179.732 132.673
154.17

1056.25 1190.187 2544.843 1017.012

1.957

16

0.058

0.295

0.125

858.611
0.06

* 5%

()
12 AMREAAEPGT PLF (
)
()
50

12~

AMRE
AAE
PGT
PLF

()
BP
RNBP

0.138*
80.292*
0.258
0.233
72.362
414.043
0.005

()
BP
RNBP

()
BP
RNBP

4
10
4
13
4
12
0.142* 0.214* 0.146*
0.182
0.196 0.134* 0.132*
0.13*
84* 119.031* 142.364 168.596 161.039 81.514* 75.863* 75.063*
0.313
0.447
0.289
0.353
0.349
0.23
0.225
0.243
0.286
0.235
0.173
0.186
0.226
0.271
0.363
0.185
89.761 128.143 127.677 145.172 168.77 73.275 72.792 82.951
515.667 754.04 719.378 936.25 1186.83 429.448 492.29 452.029
0.346
0.029
0.001
0.12
0.393
0.037
0.116
0.053

* 5%

19

AMRE

AAE
15

 12 BP
RNBP AMRE AAE

()
~0.51
20

1. 0.50.650.81
2.
3. 100
4. 500 1300
300-800
BP 0.8
RNBP 0.650.5 RNBP
BP 0.65
BP 0.8
21
13 BP RNBP

AMRE
AAE
PGT
PLF

BP
RNBP
4
14
0.126*
0.124*
70.277*
68.601*
0.216
0.221
0.295
0.297
59.574
59.341
307.814
289.987
0.088
0.030

BP
RNBP
4
15
0.141
0.138
130.364
123.702
0.239899
0.242
0.214646
0.277
108.166
111.859
644.477
644.257
0.012
0.228

* 5%

13BP RNBP
BP RNBP

20

21

500 800

16

1.

AMRE AAE

2.

BP RNBP
BP RNBP
BP RNBP
RNBP RNBP

3.

100 50

4. RNBP () AMRE AAE

RNBP
0.5RNBP
RNBP
RNBP RNBP

5.

RNBP BP

1.

RNBP BP

17

2.

3.

overfitting

[]
(1997)
pp. 63-113
(1994)---

(1996)
34:2171-200
(1993)
(1995)
(1995)
[]

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69-94.
Brunson, A., Buttimer, R. & Rutherford, R. (1994), Neural Networks, Nonlinear
Specifications, and Industrial Property Values, Working Paper Series, pp. 94-102,
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Do, Q. & Grudnitski, G. (1992), A Neural Network Approach to Residential Property
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Kuan, C & H. White (1994), Artificial Neural Networks: An Econometric Perspective,
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Econometric Reviews, 13(1), 1-91.

Lenk, M., Worzala E. & Silva, A. (1997), High-Tech Valuation: Should Artificial
Neural Networks Bypass the Human Valuer?, Journal of Property Valuation &
Investment, Vol.15 pp8-26.
Lewis, Ware, & Jenkins (1997), A Novel Neural Network Technique for the Valuation
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Processing: Explorations in the Microstructure of Cognition, vol. 1, MIT Press,
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Apartments, Journal of Property Valuation & Investment, Vol. 10 NO. 2, pp.520-40.
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Modelling, Vol. 18, No. 8, pp. 61-64.
Tsaih, R. (1994), The Softening Learning Procedure for the Networks with Multiple
Output Nodes, pp. 89-93
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of the 2-classes Categorization Learning Problem, Proceedings of The First
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19