DocumentCode
3540777
Title
Time series modelling and forecasting using genetic algorithms
Author
Chai, Chin Teck ; Chuek, Chua Hong ; Mital, D.P. ; Huat, Tan Thiam
Author_Institution
Sch. of Electr. & Electron. Eng., Nanyang Technol. Inst., Singapore
Volume
1
fYear
1997
fDate
27-23 May 1997
Firstpage
260
Abstract
In this paper, Genetic Algorithms (GAs) are utilized in the investigation, design and development for modelling a given data time series. Genetic algorithms apply operations of reproduction, crossover and mutation to candidate solutions according to their relative fitness scores in the successive populations of candidates. The computer simulation results obtained demonstrate that GAs have the potential to become a powerful tool for time series modelling and forecasting
Keywords
forecasting theory; genetic algorithms; modelling; time series; crossover; forecasting; genetic algorithms; mutation; reproduction; time series modelling; Algorithm design and analysis; Biological cells; Biological information theory; Biological system modeling; Computer simulation; Genetic algorithms; Genetic mutations; Organisms; Predictive models; Time measurement;
fLanguage
English
Publisher
ieee
Conference_Titel
Knowledge-Based Intelligent Electronic Systems, 1997. KES '97. Proceedings., 1997 First International Conference on
Conference_Location
Adelaide, SA
Print_ISBN
0-7803-3755-7
Type
conf
DOI
10.1109/KES.1997.616918
Filename
616918
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