Conceptual Developments in Genetic Programming for Time Series Forecasting

Author

Martinez, Carlos A. ; David Velasquez, Juan

Author_Institution

Univ. Nac. de Colombia, Bogota, Colombia

Volume

13

Issue

8

fYear

2015

Firstpage

2728

Lastpage

2733

Abstract

Objective: The aim of this paper is to analyze the main research areas in Genetic Programming (GP). Method: We used the systematic literature review method employing an automatic search with manual refining of papers published on GP between 1992 to 2012. Results: Just 63 studies meet all the requirements of the inclusion criteria. Conclusion: Although studies relating to the application of genetic programming in the forecast of time series were frequently presented, we find that the studies proposing changes in the original algorithm of GP with a theoretical support and a systematic procedure for the construction of model were scarce in the time 1992-2012.

Keywords

forecasting theory; genetic algorithms; time series; conceptual developments; genetic programming; systematic literature review method; systematic procedure; time series forecasting; Computational modeling; Forecasting; Genetic programming; Manuals; Predictive models; Systematics; Time series analysis; Forecasting; Genetic Algorithms; Genetic programming; Neural Networks; Nonlinear models; Time series;

fLanguage

English

Journal_Title

Latin America Transactions, IEEE (Revista IEEE America Latina)

Publisher

ieee

ISSN

1548-0992

Type

jour

DOI

10.1109/TLA.2015.7332156

Filename

7332156