FORECASTING SMOOTHED NON-STATIONARY TIME SERIES USING GENETIC ALGORITHMS

DOI10.1142/S0129183107011133MaRDI QIDQ3499093zbMATH OpenFDO

Authors

Publication date 28 May 2008

Published in International Journal of Modern Physics C (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Approximation methods and heuristics in mathematical programming (90C59)

Recommendations

• scientific article; zbMATH DE number 1487895
• Nonstationary time series forecasting using wavelets and kernel smoothing
• A novel evolutionary approach to linear time-series forecasting model
• Forecasting time series with genetic programming based on least square method
• scientific article; zbMATH DE number 1708106

Cites work

• scientific article; zbMATH DE number 1082208 (Why is no real title available?)
• scientific article; zbMATH DE number 1131224 (Why is no real title available?)
• scientific article; zbMATH DE number 194544 (Why is no real title available?)
• scientific article; zbMATH DE number 795587 (Why is no real title available?)
• DARWIN: An evolutionary program for nonlinear modeling of chaotic time series
• Ergodic theory of differentiable dynamical systems
• Multifractal nature of stock exchange prices
• Multiscale behaviour of volatility autocorrelations in a financial market
• Self-averaging phenomenon and multiscaling in Hong Kong stock market
• Testing for nonlinearity in time series: the method of surrogate data
• Using evolutionary programming to schedule tasks on a suite of heterogeneous computers

Cited in

(3)

• Time-series forecasting using GA-tuned radial basis functions
• A new nonlinear ensemble forecasting method based on an improved genetic programming
• Non-dominated solutions for time series learning and forecasting. Generating models with a generic two-phase Pareto loca search with VND

This page was built for publication: FORECASTING SMOOTHED NON-STATIONARY TIME SERIES USING GENETIC ALGORITHMS

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3499093)