Implementation of artificial intelligence in the time series prediction problem

Authors:
L. Ekonomou;S. Sp. Pappas
Affiliations:
Public Power Corporation S.A., Athens, Greece;University of the Aegean, Information & Communications Systems Engineering, Athens, Greece
Venue:
SMO'06 Proceedings of the 6th WSEAS International Conference on Simulation, Modelling and Optimization
Year:
2006

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Abstract

This paper presents the use of artificial intelligence and more specifically artificial neural networks, genetic algorithms and evolutionary algorithms in the solution of the time series prediction problem. The time series prediction problem is formulated as a system identification problem, where the input to the system is the past values of a time series and its desired output is the future values of a time series. A method has been developed based on the well known from the literature Genetics-Based Self-Organising Network (GBSON) method and has been applied to various time series data producing satisfactory results.