DARWIN: An evolutionary program for nonlinear modeling of chaotic time series

DOI10.1016/S0010-4655(01)00154-0MaRDI QIDQ5938263zbMATH OpenOpenAlexFDO

Authors A. Alvarez, A. Orfila, J. Tintore

Publication date 5 March 2002

Published in Computer Physics Communications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0010-4655(01)00154-0

zbMATH Keywords

case studychaotic time seriesDARWINevolutionary algorithmevolutionary programmingFORTRAN'77nonlinear time seriesnumerical examplespopulation dynamics

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Population dynamics (general) (92D25)

Review text

This paper describes an evolutionary program, DARWIN, to approximate the mathematical model that generates a given time series. DARWIN is programmed in standard FORTRAN 77, is platform versatile and user-friendly. The program is based on an evolutionary algorithms of the same name suggested by the same authors [Phys. Rev. E55, 2557-2468 (1997)]. NEWLINENEWLINENEWLINEThe search procedure is based on Darwinian theories of natural selection and survival. An initial population of potential solutions is subjected to an evolutionary process described by selection, reproduction and mutation processes which are repeated over generations until an optimum individual is finally found. Authors claim that DARWIN is particularly useful when the dynamical model that creates the time series is nonlinear. A real case study is presented at the end of the paper.

Recommendations

• The dynamic evolutionary modeling of higher-order ordinary differential equations
• scientific article; zbMATH DE number 1487514
• Reconstructing the nonlinear dynamical systems by evolutionary computation techniques
• A neural network with evolutionary neurons
• Obtaining functional form for chaotic time series evolution using genetic algorithm

Cites work

• A search for hidden relationships: Data mining with genetic algorithms
• Analyzing the dynamics of hand tremor time series
• Cross-spectral analysis of physiological tremor and muscle acticity. I: Theory and application to unsynchronized electromyogram
• scientific article; zbMATH DE number 3810550 (Why is no real title available?)
• scientific article; zbMATH DE number 1042219 (Why is no real title available?)
• scientific article; zbMATH DE number 1145169 (Why is no real title available?)
• scientific article; zbMATH DE number 795587 (Why is no real title available?)
• Measuring the strangeness of strange attractors
• Modeling Noisy Time Series: Physiological Tremor
• Nonlinear prediction of chaotic time series

Cited in

(8)

• DARWIN
• Obtaining transparent models of chaotic systems with multi-objective simulated annealing algorithms
• Obtaining functional form for chaotic time series evolution using genetic algorithm
• FORECASTING SMOOTHED NON-STATIONARY TIME SERIES USING GENETIC ALGORITHMS
• ADAPTIVE INVESTMENT STRATEGIES FOR PERIODIC ENVIRONMENTS
• scientific article; zbMATH DE number 1487514 (Why is no real title available?)
• The Nonlinear Workbook
• Reconstructing the nonlinear dynamical systems by evolutionary computation techniques

This page was built for publication: DARWIN: An evolutionary program for nonlinear modeling of chaotic time series

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5938263)