DocumentCode
1678005
Title
About one forecast model of stochastic programming based on time series and genetic algorithms
Author
Kerimov, A. ; Abdul-zade, S. ; Azadova, M. ; Aliyeva, T. ; Huseynova, R. ; Rzayeva, U. ; Khalilova, J.
Author_Institution
Azerbaijan State Econ. Univ., Baku, Azerbaijan
fYear
2012
Firstpage
1
Lastpage
3
Abstract
We consider the problem of forecasting of complex objects´ state, which characteristics are functions of time, that reduces to the solution of stochastic programming with probabilistic constraints. We suggest an approach in which stochastic programming is analyzed by time series and genetic algorithms.
Keywords
forecasting theory; genetic algorithms; probability; stochastic programming; time series; complex object state forecasting; forecast model; genetic algorithm; probabilistic constraint; stochastic programming; time series; casual process; dynamic object; exponential smoothing; genetic algorithm with the prediction; interval of anticipation; mutation rate;
fLanguage
English
Publisher
ieee
Conference_Titel
Problems of Cybernetics and Informatics (PCI), 2012 IV International Conference
Conference_Location
Baku
Print_ISBN
978-1-4673-4500-2
Type
conf
DOI
10.1109/ICPCI.2012.6486419
Filename
6486419
Link To Document