Using Uniform-Design Genetic Expression Programming for chaotic time series prediction

This paper proposes an algorithm of Uniform-Design Genetic Expression Programming (UGEP) for chaotic time series prediction. UGEP is used to search for appropriate structures in function space. Before simulation, a set of appropriate parameters of algorithm is fitted. Then two methods based on UGEP are applied for nonlinear time series prediction: Slide Window Prediction Method and Differential Equation Prediction Method. Experiments on real data sets for sunspots prediction show the proposed algorithm can efficiently make the prediction on chaotic time series.