An agent-based approach for predictions based on multi-dimensional complex data

  • Authors:
  • Tieju Ma;Yoshiteru Nakamori;Wei Huang

  • Affiliations:
  • School of Knowledge Science, Japan Advanced Institute of Science and Technology, 1-1, Asahidai, Tatsunokuchi, Ishikawa 923-1292, Japan and International Institute for Applied Systems Analysis, Sch ...;School of Knowledge Science, Japan Advanced Institute of Science and Technology, 1-1, Asahidai, Tatsunokuchi, Ishikawa 923-1292, Japan;School of Knowledge Science, Japan Advanced Institute of Science and Technology, 1-1, Asahidai, Tatsunokuchi, Ishikawa 923-1292, Japan

  • Venue:
  • Information Sciences: an International Journal
  • Year:
  • 2006

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Abstract

This paper presents an agent-based approach to the identification of prediction models for continuous values from multi-dimensional data, both numerical and categorical. A simple description of the approach is: a number of agents are sent to the investigated data space; at the micro-level, each agent tries to build a local linear model with multi-linear regressions by competing with others; then at the macro-level all surviving agents build a global model by introducing membership functions. Three tests were carried out and the performance of the approach was compared with that of a neural network. The results of the three tests show that the agent-based approach can achieve good performance for some data sets. The approach complements rather than competes with other Soft Computing methods.