Time Series Perturbation by Genetic Programming
Created by W.Langdon from
gpbibliography.bib Revision:1.7630
 @InProceedings{lee:2001:tspgp,

author = "G. Y. Lee",

title = "Time Series Perturbation by Genetic Programming",

booktitle = "Proceedings of the 2001 Congress on Evolutionary
Computation CEC2001",

year = "2001",

pages = "403409",

address = "COEX, World Trade Center, 159 Samseongdong,
Gangnamgu, Seoul, Korea",

publisher_address = "445 Hoes Lane, P.O. Box 1331, Piscataway, NJ
088551331, USA",

month = "2730 " # may,

organisation = "IEEE Neural Network Council (NNC), Evolutionary
Programming Society (EPS), Institution of Electrical
Engineers (IEE)",

publisher = "IEEE Press",

keywords = "genetic algorithms, genetic programming, Time Series,
Perturbation Theory",

ISBN = "0780366581",

DOI = "doi:10.1109/CEC.2001.934419",

abstract = "We present a new algorithm that combines perturbation
theory and genetic programming for modelling and
forecasting realworld 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
welldefined 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 realworld 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",

notes = "CEC2001  A joint meeting of the IEEE, Evolutionary
Programming Society, Galesia, and the IEE.
IEEE Catalog Number = 01TH8546C,
Library of Congress Number =",
 }
Genetic Programming entries for
Geum Yong Lee
Citations