Tuesday, 11 February 2003: 3:59 PM
Simplified nonlinear principal component analysis
Nonlinear principal component analysis (NLPCA) by autoassociate
feedforward neural networks with 3 hidden layers of neurons has recently
been applied to analyze a number of meteorological/oceanographic
datasets. However, many of these datasets, especially climate datasets,
tend to be relatively short and noisy. Under these conditions, NLPCA
with its large number of parameters and great flexibility could easily
lead to overfitting, i.e. fitting to noise in the dataset. We found that
by trimming the NLPCA network from 3 to 2 hidden layers, and eliminating the
bias parameters from the bottleneck and output layers, a simpler NLPCA
model results, which greatly alleviates the overfitting problem and the
non-uniqueness problem associated with the nonlinear principal component.
This new model is applied to several datasets-- the Lorenz (1963)
chaotic system, the tropical Pacific sea surface temperatures, and the
stratospheric zonal winds (with the quasi-biennial oscillation phenomenon).
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