Please use this identifier to cite or link to this item: http://hdl.handle.net/2440/42016
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Type: Journal article
Title: Time series forecasting for dynamic environments: The DyFor Genetic Program model
Author: Wagner, N.
Michalewicz, Z.
Khouja, M.
McGregor, R.
Citation: IEEE Transactions on Evolutionary Computation, 2007; 11(4):433-452
Publisher: IEEE-Inst Electrical Electronics Engineers Inc
Issue Date: 2007
ISSN: 1089-778X
Statement of
Responsibility: 
Neal Wagner, Zbigniew Michalewicz, Moutaz Khouja, and Rob Roy McGregor
Abstract: Several studies have applied genetic programming (GP) to the task of forecasting with favorable results. However, these studies, like those applying other techniques, have assumed a static environment, making them unsuitable for many real-world time series which are generated by varying processes. This study investigates the development of a new ldquodynamicrdquo GP model that is specifically tailored for forecasting in nonstatic environments. This dynamic forecasting genetic program (DyFor GP) model incorporates features that allow it to adapt to changing environments automatically as well as retain knowledge learned from previously encountered environments. The DyFor GP model is tested for forecasting efficacy on both simulated and actual time series including the U.S. Gross Domestic Product and Consumer Price Index Inflation. Results show that the performance of the DyFor GP model improves upon that of benchmark models for all experiments. These findings highlight the DyFor GP's potential as an adaptive, nonlinear model for real-world forecasting applications and suggest further investigations.
Description: Copyright © 2007 IEEE
RMID: 0020072474
DOI: 10.1109/TEVC.2006.882430
Appears in Collections:Computer Science publications

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