Title :
Time series modelling and forecasting using genetic algorithms
Author :
Chai, Chin Teck ; Chuek, Chua Hong ; Mital, D.P. ; Huat, Tan Thiam
Author_Institution :
Sch. of Electr. & Electron. Eng., Nanyang Technol. Inst., Singapore
Abstract :
In this paper, Genetic Algorithms (GAs) are utilized in the investigation, design and development for modelling a given data time series. Genetic algorithms apply operations of reproduction, crossover and mutation to candidate solutions according to their relative fitness scores in the successive populations of candidates. The computer simulation results obtained demonstrate that GAs have the potential to become a powerful tool for time series modelling and forecasting
Keywords :
forecasting theory; genetic algorithms; modelling; time series; crossover; forecasting; genetic algorithms; mutation; reproduction; time series modelling; Algorithm design and analysis; Biological cells; Biological information theory; Biological system modeling; Computer simulation; Genetic algorithms; Genetic mutations; Organisms; Predictive models; Time measurement;
Conference_Titel :
Knowledge-Based Intelligent Electronic Systems, 1997. KES '97. Proceedings., 1997 First International Conference on
Conference_Location :
Adelaide, SA
Print_ISBN :
0-7803-3755-7
DOI :
10.1109/KES.1997.616918
