Model identification of ARIMA family using genetic algorithms

DOI10.1016/J.AMC.2004.06.044zbMATH Open1070.65005OpenAlexW2149391626MaRDI QIDQ556129FDOQ556129

Authors: Chorng-Shyong Ong, Jih-Jeng Huang, Gwo-Hshiung Tzeng 

Publication date: 13 June 2005

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: http://ntur.lib.ntu.edu.tw/bitstream/246246/84973/1/12.pdf

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zbMATH Keywords

ARIMAnumerical examplesSARIMAGenetic algorithmsModel identificationsemiconductor industry.stationary univariate time series data

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical mechanics of semiconductors (82D37)

Cites Work

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Cited In (12)

• Subset ARMA model identification using genetic algorithms
• Time series forecasting using a two-level multi-objective genetic algorithm: a case study of maintenance cost data for tunnel fans
• ARMA model order and parameter estimation using genetic algorithms
• Forecasting \(\text{SO}_{2}\) pollution incidents by means of Elman artificial neural networks and ARIMA models
• Evolutionary computation methods and their applications in statistics
• Mutual information model selection algorithm for time series
• Combining seasonal ARIMA models with computational intelligence techniques for time series forecasting
• A Hybrid ARIMA-ANN approach for optimum estimation and forecasting of gasoline consumption
• Hybridization of intelligent techniques and ARIMA models for time series prediction
• Using genetic algorithms grey theory to forecast high technology industrial output
• Title not available (Why is that?)
• Credit risk evaluation using multi-criteria optimization classifier with kernel, fuzzification and penalty factors

Uses Software

• PcGets
• Genocop

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