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https://hdl.handle.net/1822/121| Título: | A Meta-Genetic Algorithm for Time Series Forecasting |
| Autor(es): | Cortez, Paulo Rocha, Miguel Neves, José |
| Palavras-chave: | ARMA Models (Meta-)Genetic Algorithms Model Selection Time Series Forecasting |
| Data: | Dez-2001 |
| Citação: | In 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. |
| Tipo: | Artigo em ata de conferência |
| URI: | https://hdl.handle.net/1822/121 |
| Arbitragem científica: | yes |
| Acesso: | Acesso aberto |
| Aparece nas coleções: | DI/CCTC - Artigos (papers) DSI - Engenharia da Programação e dos Sistemas Informáticos |
