Title :
Time Series Modeling Based on ITO Algorithm
Author :
Dong, Wenyong ; Hu, Yuanming
Author_Institution :
Wuhan Univ., Wuhan
Abstract :
The ITO algorithm, which is based on the ITO process, is a new intelligent meta-heuristic algorithm. Two new operators, named excursion ratio and fluctuate ratio, are introduced in the algorithm. The two operators integrate Einstein´s displacement equation, which describes Brownian motion. This strategy can effectively deals with contradictions between the ´exploration´ and ´exploitation´. We study the ITO algorithm by using it to model the time series, and the influence of parameters is also studied.
Keywords :
Brownian motion; time series; Brownian motion; Einstein displacement equation; ITO algorithm; excursion ratio; fluctuate ratio; intelligent metaheuristic algorithm; time series modeling; Autoregressive processes; Cities and towns; Difference equations; Differential equations; Economic forecasting; Fluctuations; Indium tin oxide; Nonlinear dynamical systems; Statistics; Stochastic processes;
Conference_Titel :
Natural Computation, 2007. ICNC 2007. Third International Conference on
Conference_Location :
Haikou
Print_ISBN :
978-0-7695-2875-5
DOI :
10.1109/ICNC.2007.779
