Time Series Forecasting for Dynamic Environments: The DyFor Genetic Program Model

Created by W.Langdon from gp-bibliography.bib Revision:1.7615

@Article{wagner:2007:tec,

• author = "Neal Wagner and Zbigniew Michalewicz and Moutaz Khouja and Rob Roy McGregor",
• title = "Time Series Forecasting for Dynamic Environments: The {DyFor} Genetic Program Model",
• journal = "IEEE Transactions on Evolutionary Computation",
• year = "2007",
• volume = "11",
• number = "4",
• pages = "433--452",
• month = aug,
• keywords = "genetic algorithms, genetic programming, Dynamic, forecasting, parameter adaptation, time series",
• ISSN = "1389-2576",
• DOI = "doi:10.1109/TEVC.2006.882430",
• size = "20 pages",
• abstract = "Several studies have applied genetic programming (GP) to the task of forecasting with favourable results. However, these studies, like those applying other techniques, have assumed a static environment, making them unsuitable for many real-world time series which are generated by varying processes. This study investigates the development of a new dynamic GP model that is specifically tailored for forecasting in nonstatic environments. This Dynamic Forecasting Genetic Program (DyFor GP) model incorporates features that allow it to adapt to changing environments automatically as well as retain knowledge learned from previously encountered environments. The DyFor GP model is tested for forecasting efficacy on both simulated and actual time series including the U.S. Gross Domestic Product and Consumer Price Index Inflation. Results show that the performance of the DyFor GP model improves upon that of benchmark models for all experiments. These findings highlight the DyFor GP's potential as an adaptive, nonlinear model for real-world forecasting applications and suggest further investigations.",

}

Genetic Programming entries for Neal Wagner Zbigniew Michalewicz Moutaz Khouja Rob Roy McGregor

Citations