Proceedings Third International Conference on Computational Intelligence and Multimedia Applications. ICCIMA'99 (Cat. No.PR00300)最新文献

筛选
英文 中文
Application of genetic and fuzzy modelling in time series analysis 遗传和模糊建模在时间序列分析中的应用
K. Kumar, B. Wu
{"title":"Application of genetic and fuzzy modelling in time series analysis","authors":"K. Kumar, B. Wu","doi":"10.1109/ICCIMA.1999.798515","DOIUrl":"https://doi.org/10.1109/ICCIMA.1999.798515","url":null,"abstract":"Researchers have proposed several change point detection and testing methods. However, in real cases, it has been shown that the structure of a time series changes gradually, i.e. the change points illustrate a sense of fuzziness. This research is based on the concept of a time series model and on fuzzy theory. It combines the concept of genetic models with other leading models. We use time series statistical models as chromosomes in the process of genetic evolution, and also use the membership functions of selected models as a performance index of the chromosomes. Change point analysis could be helpful in fitting different models to different data regimes. These models could then be used for forecasting future time series data using a genetic algorithm approach instead of using only the last model. Also, different models at different time periods could give some insight regarding an economic interpretation of the data during that regime.","PeriodicalId":110736,"journal":{"name":"Proceedings Third International Conference on Computational Intelligence and Multimedia Applications. ICCIMA'99 (Cat. No.PR00300)","volume":"7 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114564317","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 4
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
相关产品
×
本文献相关产品
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术官方微信