Utilize este identificador para referenciar este registo:
https://hdl.handle.net/1822/2221
Registo completo
Campo DC | Valor | Idioma |
---|---|---|
dc.contributor.author | Cortez, Paulo | - |
dc.contributor.author | Rocha, Miguel | - |
dc.contributor.author | Neves, José | - |
dc.date.accessioned | 2005-06-15T19:34:48Z | - |
dc.date.available | 2005-06-15T19:34:48Z | - |
dc.date.issued | 2004-07 | - |
dc.identifier.citation | "Journal of heuristics" Amsterdam. ISSN 381-1231. 10:4 (July 2004). p. 415-429. | eng |
dc.identifier.issn | 1381-1231 | - |
dc.identifier.uri | https://hdl.handle.net/1822/2221 | - |
dc.description.abstract | Nowadays, the ability to forecast the future, based only on past data, leads to strategic advantages, which may be the key to success in organizations. Time Series Forecasting (TSF) allows the modeling of complex systems as ``black-boxes'', being a focus of attention in several research arenas such as Operational Research, Statistics or Computer Science. Alternative TSF approaches emerged from the Artificial Intelligence arena, where optimization algorithms inspired on natural selection processes, such as Evolutionary Algorithms (EAs), are popular. The present work reports on a two-level architecture, where a (meta-level) binary EA will search for the best AutoRegressive Moving-Average (ARMA) model, being the parameters optimized by a (low-level) EA, which encodes real values. The handicap of this approach is compared with conventional forecasting methods, being competitive. | eng |
dc.language.iso | eng | eng |
dc.publisher | Kluwer | eng |
dc.rights | openAccess | eng |
dc.subject | ARMA models | eng |
dc.subject | Evolutionary algorithms | eng |
dc.subject | Bayesian information criterion | eng |
dc.subject | Model selection | eng |
dc.subject | Time series analysis | eng |
dc.title | Evolving time series forecasting ARMA models | eng |
dc.type | article | eng |
dc.peerreviewed | yes | eng |
dc.relation.publisherversion | The original publication is available at www.springerlink.com | eng |
oaire.citationStartPage | 415 | por |
oaire.citationEndPage | 429 | por |
oaire.citationIssue | 4 | por |
oaire.citationVolume | 10 | por |
dc.identifier.doi | 10.1023/B:HEUR.0000034714.09838.1e | por |
dc.subject.wos | Science & Technology | por |
sdum.journal | Journal of Heuristics | por |
Aparece nas coleções: | CAlg - Artigos em revistas internacionais / Papers in international journals DI/CCTC - Artigos (papers) DSI - Engenharia da Programação e dos Sistemas Informáticos |
Ficheiros deste registo:
Ficheiro | Descrição | Tamanho | Formato | |
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metaarma.pdf | 198,46 kB | Adobe PDF | Ver/Abrir |