使用遗传算法的时间序列建模和预测

Proceedings of 1st International Conference on Conventional and Knowledge Based Intelligent Electronic Systems. KES '97 Pub Date : 1997-05-27 DOI:10.1109/KES.1997.616918

C. Chai, Chua Hong Chuek, D. Mital, T. T. Huat

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引用次数: 9

摘要

在本文中，遗传算法(GAs)被用于调查，设计和开发一个给定的数据时间序列建模。遗传算法根据候选解在连续种群中的相对适应度分数，对候选解进行繁殖、交叉和变异操作。计算机仿真结果表明，遗传算法有潜力成为时间序列建模和预测的有力工具。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Time series modelling and forecasting using genetic algorithms

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.

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Proceedings of 1st International Conference on Conventional and Knowledge Based Intelligent Electronic Systems. KES '97

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