Utilize este identificador para referenciar este registo: http://hdl.handle.net/1822/121

TítuloA Meta-Genetic Algorithm for Time Series Forecasting
Autor(es)Cortez, Paulo
Rocha, Miguel
Neves, José
Palavras-chaveARMA Models
(Meta-)Genetic Algorithms
Model Selection
Time Series Forecasting
DataDez-2001
CitaçãoIn Luís Torgo Ed., Proceedings of Workshop on Artificial Intelligence Techniques for Financial Time Series Analysis (AIFTSA -01), 10th Portuguese Conference on Artificial Intelligence (EPIA'01), Porto, Portugal, pp. 21-31
Resumo(s)Alternative approaches for Time Series Forecasting (TSF) emerged from the Artificial Intelligence arena, where optimization algorithms inspired on natural selection processes, such as Genetic Algorithms (GAs) are popular. The present work reports on a two-level architecture, where a (meta-level) binary GA will search for the best TSF model, being the parameters optimized by a (low-level) GA, which encodes real values. The machine's performance of this approach was compared with conventional forecasting methods, exhibiting good results, specially when trended and nonlinear series are considered.
TipoconferencePaper
URIhttp://hdl.handle.net/1822/121
Arbitragem científicayes
AcessoopenAccess
Aparece nas coleções:DSI - Engenharia da Programação e dos Sistemas Informáticos
DI/CCTC - Artigos (papers)
CAlg - Artigos em livros de atas/Papers in proceedings

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