Inproceedings,

Genetic Programming for Inductive Inference of Chaotic Series

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Fuzzy Logic and Applications, 6th International Workshop, WILF 2005, Revised Selected Papers, volume 3849 of Lecture Notes in Computer Science, page 156--163. Crema, Italy, Springer, (September 2005)
DOI: doi:10.1007/11676935_19

Abstract

In the context of inductive inference Solomonoff complexity plays a key role in correctly predicting the behavior of a given phenomenon. Unfortunately, Solomonoff complexity is not algorithmically computable. This paper deals with a Genetic Programming approach to inductive inference of chaotic series, with reference to Solomonoff complexity, that consists in evolving a population of mathematical expressions looking for the 'optimal' one that generates a given series of chaotic data. Validation is performed on the Logistic, the Henon and the Mackey-Glass series. The results show that the method is effective in obtaining the analytical expression of the first two series, and in achieving a very good approximation and forecasting of the Mackey-Glass series.

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