G. Lee. Proceedings of the 2001 Congress on Evolutionary
Computation CEC2001, Seite 403--409. COEX, World Trade Center, 159 Samseong-dong,
Gangnam-gu, Seoul, Korea, IEEE Press, (27-30 May 2001)
Zusammenfassung
We present a new algorithm that combines perturbation
theory and genetic programming for modelling and
forecasting real-world chaotic time series. Both
perturbation theory and time series modeling have to
build symbolic models for very complex system dynamics.
Perturbation theory does not work without a
well-defined system equation. Difficulties in modelling
time series lie in the fact that we cannot have or
assume any system equation. The new algorithm shows how
genetic programming can be combined with perturbation
theory for time series modelling. Detailed discussions
on successful applications to chaotic time series from
practically important fields of science and engineering
are given. Computational resources were negligible as
compared with earlier similar regression studies based
on genetic programming. A desktop PC provides
sufficient computing power to make the new algorithm
very useful for real-world chaotic time series.
Especially, it worked very well for deterministic or
stationary time series, while stochastic or
nonstationary time series needed extended effort, as it
should be
COEX, World Trade Center, 159 Samseong-dong,
Gangnam-gu, Seoul, Korea
Buchtitel
Proceedings of the 2001 Congress on Evolutionary
Computation CEC2001
Jahr
2001
Monat
27-30 May
Seiten
403--409
Verlag
IEEE Press
organisation
IEEE Neural Network Council (NNC), Evolutionary
Programming Society (EPS), Institution of Electrical
Engineers (IEE)
publisher_address
445 Hoes Lane, P.O. Box 1331, Piscataway, NJ
08855-1331, USA
isbn
0-7803-6658-1
notes
CEC-2001 - A joint meeting of the IEEE, Evolutionary
Programming Society, Galesia, and the IEE.
IEEE Catalog Number = 01TH8546C,
Library of Congress Number =
%0 Conference Paper
%1 lee:2001:tspgp
%A Lee, G. Y.
%B Proceedings of the 2001 Congress on Evolutionary
Computation CEC2001
%C COEX, World Trade Center, 159 Samseong-dong,
Gangnam-gu, Seoul, Korea
%D 2001
%I IEEE Press
%K Perturbation Series, Theory Time algorithms, genetic programming,
%P 403--409
%T Time Series Perturbation by Genetic Programming
%X We present a new algorithm that combines perturbation
theory and genetic programming for modelling and
forecasting real-world chaotic time series. Both
perturbation theory and time series modeling have to
build symbolic models for very complex system dynamics.
Perturbation theory does not work without a
well-defined system equation. Difficulties in modelling
time series lie in the fact that we cannot have or
assume any system equation. The new algorithm shows how
genetic programming can be combined with perturbation
theory for time series modelling. Detailed discussions
on successful applications to chaotic time series from
practically important fields of science and engineering
are given. Computational resources were negligible as
compared with earlier similar regression studies based
on genetic programming. A desktop PC provides
sufficient computing power to make the new algorithm
very useful for real-world chaotic time series.
Especially, it worked very well for deterministic or
stationary time series, while stochastic or
nonstationary time series needed extended effort, as it
should be
%@ 0-7803-6658-1
@inproceedings{lee:2001:tspgp,
abstract = {We present a new algorithm that combines perturbation
theory and genetic programming for modelling and
forecasting real-world chaotic time series. Both
perturbation theory and time series modeling have to
build symbolic models for very complex system dynamics.
Perturbation theory does not work without a
well-defined system equation. Difficulties in modelling
time series lie in the fact that we cannot have or
assume any system equation. The new algorithm shows how
genetic programming can be combined with perturbation
theory for time series modelling. Detailed discussions
on successful applications to chaotic time series from
practically important fields of science and engineering
are given. Computational resources were negligible as
compared with earlier similar regression studies based
on genetic programming. A desktop PC provides
sufficient computing power to make the new algorithm
very useful for real-world chaotic time series.
Especially, it worked very well for deterministic or
stationary time series, while stochastic or
nonstationary time series needed extended effort, as it
should be},
added-at = {2008-06-19T17:35:00.000+0200},
address = {COEX, World Trade Center, 159 Samseong-dong,
Gangnam-gu, Seoul, Korea},
author = {Lee, G. Y.},
biburl = {https://www.bibsonomy.org/bibtex/218586207e643ed65eede5d7ff4d80af7/brazovayeye},
booktitle = {Proceedings of the 2001 Congress on Evolutionary
Computation CEC2001},
interhash = {9b647dbdf9e75c17ec88234bc409da1f},
intrahash = {18586207e643ed65eede5d7ff4d80af7},
isbn = {0-7803-6658-1},
keywords = {Perturbation Series, Theory Time algorithms, genetic programming,},
month = {27-30 May},
notes = {CEC-2001 - A joint meeting of the IEEE, Evolutionary
Programming Society, Galesia, and the IEE.
IEEE Catalog Number = 01TH8546C,
Library of Congress Number =},
organisation = {IEEE Neural Network Council (NNC), Evolutionary
Programming Society (EPS), Institution of Electrical
Engineers (IEE)},
pages = {403--409},
publisher = {IEEE Press},
publisher_address = {445 Hoes Lane, P.O. Box 1331, Piscataway, NJ
08855-1331, USA},
timestamp = {2008-06-19T17:45:17.000+0200},
title = {Time Series Perturbation by Genetic Programming},
year = 2001
}