Tuning of the structure and parameters of a neural network using an improved genetic algorithm
IEEE Transactions on Neural Networks
A study for multi-objective fitness function for time series forecasting with intelligent techniques
Proceedings of the 10th annual conference companion on Genetic and evolutionary computation
A hybrid method for tuning neural network for time series forecasting
Proceedings of the 10th annual conference on Genetic and evolutionary computation
Robust estimation of vector autoregression (VAR) models using genetic algorithms
EvoApplications'13 Proceedings of the 16th European conference on Applications of Evolutionary Computation
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This paper presents a new method --- the Time-delay Added Evolutionary Forecasting (TAEF) method --- for time series prediction which performs an evolutionary search of the minimum necessary number of dimensions embedded in the problem for determining the characteristic phase space of the time series. The method proposed is inspired in F. Takens theorem and consists of an intelligent hybrid model composed of an artificial neural network (ANN) combined with a modified genetic algorithm (GA). Initially, the TAEF method finds the most fitted predictor model for representing the series and then performs a behavioral statistical test in order to adjust time phase distortions.