The effect of Kurtosis on the accuracy of artificial neural network predictive model

Abstract

This study aims to explore the effect of kurtosis level of the data in the output layer on the accuracy of artificial neural network predictive models. The artificial neural network predictive models are comprised of one node in the output layer and six nodes in the input layer. The number of hidden layer is automatically built by the program. Data are generated using simulation approach. The results show that the kurtosis level of the node in the output layer is significantly affect the accuracy of the artificial neural network predictive model. Platycurtic and leptocurtic data has significantly higher misclassification rates than mesocurtic data. However, the misclassification rates between platycurtic and leptocurtic is not significantly different. Thus, data distribution with kurtosis nearly to zero results in a better ANN predictive model.