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
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;
Conference_Titel :
Problems of Cybernetics and Informatics (PCI), 2012 IV International Conference
Conference_Location :
Baku
Print_ISBN :
978-1-4673-4500-2
DOI :
10.1109/ICPCI.2012.6486419
