Immuno inspired approaches to model discrete time series at state space

In this paper a new method for discrete time series state space modeling is proposed. The method is based on viewing the modeling problem as a constrained optimization problem. To solve the constrained optimization problem three imuno-inspired algorithms are proposed. An example is proposed to compare algorithms performance. Although the developed algorithms are dedicated to an specific problem, some ideas proposed in this paper can be used to solve any constrained optimization problem with immuno inspired algorithms.