METHOD FOR COMBINING OUTPUT SIGNALS OF SEVERAL ESTIMATORS, IN PARTICULAR OF AT LEAST ONE NEURAL NETWORK, INTO A RESULTS SIGNAL DETERMINED BY A GLOBAL ESTIMATOR

摘要

Output signals of individual, computer-assisted statistical estimators (neural networks) are combined into a results signal in a global estimator. To this end, the individual estimators are trained selectively by means of bootstrap data and the weightings of the individual estimators effected in a regularized manner as a contribution to the results signals. Weighting is carried out selectively with "1" or according to the variance of the individual estimator concerned. As a result, significantly better results are achieved for the prediction of numerical values, especially if the amount of training data available is small. Said method can be used for modelling, prognosis and classification by means of neural networks.