Time-series forecasting using a system of ordinary differential equations

Authors:
Yuehui Chen;Bin Yang;Qingfang Meng;Yaou Zhao;Ajith Abraham
Affiliations:
Computational Intelligence Lab, School of Information Science and Engineering, University of Jinan, 106 Jiwei Road, 250022 Jinan, PR China;Computational Intelligence Lab, School of Information Science and Engineering, University of Jinan, 106 Jiwei Road, 250022 Jinan, PR China;Computational Intelligence Lab, School of Information Science and Engineering, University of Jinan, 106 Jiwei Road, 250022 Jinan, PR China;Computational Intelligence Lab, School of Information Science and Engineering, University of Jinan, 106 Jiwei Road, 250022 Jinan, PR China;Machine Intelligent Research Labs (MIR Labs), Scientific Network for Innovation and Research Excellence, USA
Venue:
Information Sciences: an International Journal
Year:
2011

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Abstract

This paper presents a hybrid evolutionary method for identifying a system of ordinary differential equations (ODEs) to predict the small-time scale traffic measurements data. We used the tree-structure based evolutionary algorithm to evolve the architecture and a particle swarm optimization (PSO) algorithm to fine tune the parameters of the additive tree models for the system of ordinary differential equations. We also illustrate some experimental comparisons with genetic programming, gene expression programming and a feedforward neural network optimized using PSO algorithm. Experimental results reveal that the proposed method is feasible and efficient for forecasting the small-scale traffic measurements data.