Data quality in neural network models: effect of error rate and magnitude of error on predictive accuracy

被引:30
作者
Klein, BD [1 ]
Rossin, DF [1 ]
机构
[1] Univ Michigan, Sch Management, Dearborn, MI 48128 USA
来源
OMEGA-INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE | 1999年 / 27卷 / 05期
关键词
end-user computing; data quality; finance;
D O I
10.1016/S0305-0483(99)00019-5
中图分类号
C93 [管理学];
学科分类号
12 ; 1201 ; 1202 ; 120202 ;
摘要
Neural networks have been applied in a wide variety of business domains. Although databases used in many organizations have been found to contain errors, little is known about the effect of these errors on predictions made by neural network models. The article uses a real-world example, the prediction of the net asset values of mutual funds, to investigate the effect of data quality on neural network models. The results of two experiments are reported. The first experiment shows that the error rate (ranging from 25 to 100%) and magnitude of error (5 and 10%) in data used in model prediction affect the predictive accuracy of neural networks. The second experiment shows that the error rate (ranging from 5 to 20%) and the magnitude of error (5 and 10%) in data used to build the model affect the predictive accuracy of neural networks. The findings have managerial implications for users and builders of neural networks working with databases containing errors. (C) 1999 Elsevier Science Ltd. All rights reserved.
引用
收藏
页码:569 / 582
页数:14
相关论文
共 65 条
[1]  
Agmon N., 1987, Journal of Management Information Systems, V4, P34, DOI 10.1080/07399018708962839
[2]  
*AM ASS IND INV, 1997, IND INV GUID LOW LOA
[3]  
[Anonymous], 1992, COMPUTER OPERATIONS
[4]   Modeling information manufacturing systems to determine information product quality [J].
Ballou, D ;
Wang, R ;
Pazer, H ;
Tayi, GK .
MANAGEMENT SCIENCE, 1998, 44 (04) :462-484
[5]   DESIGNING INFORMATION-SYSTEMS TO OPTIMIZE THE ACCURACY-TIMELINESS TRADEOFF [J].
BALLOU, DP ;
PAZER, HL .
INFORMATION SYSTEMS RESEARCH, 1995, 6 (01) :51-72
[6]   MODELING DATA AND PROCESS QUALITY IN MULTI-INPUT, MULTI-OUTPUT INFORMATION-SYSTEMS [J].
BALLOU, DP ;
PAZER, HL .
MANAGEMENT SCIENCE, 1985, 31 (02) :150-162
[7]  
BALLOU DP, 1987, DATA BASE, V18, P13, DOI 10.1145/27544.27546
[8]   METHODOLOGY FOR ALLOCATING RESOURCES FOR DATA QUALITY ENHANCEMENT [J].
BALLOU, DP ;
KUMARTAYI, G .
COMMUNICATIONS OF THE ACM, 1989, 32 (03) :320-329
[9]   PREDICTING STOCK RETURNS IN AN EFFICIENT MARKET [J].
BALVERS, RJ ;
COSIMANO, TF ;
MCDONALD, B .
JOURNAL OF FINANCE, 1990, 45 (04) :1109-1128
[10]  
Bansal A., 1993, Journal of Management Information Systems, V10, P11