On the genetic programming of time-series predictors for supply chain management

Authors:
Alexandros Agapitos;Matthew Dyson;Jenya Kovalchuk;Simon Mark Lucas
Affiliations:
University of Essex, Colchester, United Kngdm;University of Essex, Colchester, United Kngdm;University of Essex, Colchester, United Kngdm;University of Essex, Colchester, United Kngdm
Venue:
Proceedings of the 10th annual conference on Genetic and evolutionary computation
Year:
2008

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Abstract

Single and multi-step time-series predictors were evolved for forecasting minimum bidding prices in a simulated supply chain management scenario. Evolved programs were allowed to use primitives that facilitate the statistical analysis of historical data. An investigation of the relationships between the use of such primitives and the induction of both accurate and predictive solutions was made, with the statistics calculated based on three input data transformation methods: integral, differential, and rational. Results are presented showing which features work best for both single-step and multi-step predictions.