Adaptation in natural and artificial systems
Adaptation in natural and artificial systems
An introduction to genetic algorithms
An introduction to genetic algorithms
Genetic Algorithms in Search, Optimization and Machine Learning
Genetic Algorithms in Search, Optimization and Machine Learning
Time Series Analysis: Forecasting and Control
Time Series Analysis: Forecasting and Control
Evolutionary Computation
Hybridization of intelligent techniques and ARIMA models for time series prediction
Fuzzy Sets and Systems
An artificial neural network (p,d,q) model for timeseries forecasting
Expert Systems with Applications: An International Journal
Regression model selection using genetic algorithms
NN'10/EC'10/FS'10 Proceedings of the 11th WSEAS international conference on nural networks and 11th WSEAS international conference on evolutionary computing and 11th WSEAS international conference on Fuzzy systems
Reducing the search space in evolutive design of ARIMA and ANN models for time series prediction
MICAI'10 Proceedings of the 9th Mexican international conference on Artificial intelligence conference on Advances in soft computing: Part II
A new class of hybrid models for time series forecasting
Expert Systems with Applications: An International Journal
Expert Systems with Applications: An International Journal
Computers and Industrial Engineering
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The current state of the art in selecting ARMA time series models requires competence and experience on the part of the practitioner, and sometimes the results are not very satisfactory. In this paper, we propose a new automatic approach to the model selection problem, based upon evolutionary computation. We build a genetic algorithm which evolves the representation of a predictive model, choosing both the orders and the predictors of the model. In simulation studies, the procedure succeeded in identifying the data generating process in the great majority of cases studied.