Evolutionary approaches for statistical modelling

  • Authors:
  • T. Minerva;S. Paterlini

  • Affiliations:
  • Dipt. di Sci. Sociali, Univ. of Modena & Reggio Emilia, Italy;Dipt. di Sci. Sociali, Univ. of Modena & Reggio Emilia, Italy

  • Venue:
  • CEC '02 Proceedings of the Evolutionary Computation on 2002. CEC '02. Proceedings of the 2002 Congress - Volume 02
  • Year:
  • 2002

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Abstract

In this paper, we describe some evolutionary approaches based on genetic algorithms to deal with the statistical model selection problem using completely data-driven algorithms. First, we propose an approach to select multivariate linear regression models as well as to build ARMA time-series models. Then we introduce a methodology to tackle the clustering problem in a model-based framework. We report the results from several applications and from simulated data sets, and we compare the evolutionary approaches with some classical ones.