Time Series Prediction Using Grammar-directed Genetic Programming Methods

Created by W.Langdon from gp-bibliography.bib Revision:1.8081

@Misc{55-NN3-Carjabal,

• author = "Santi {Garcia Carbajal}",
• title = "Time Series Prediction Using Grammar-directed Genetic Programming Methods",
• howpublished = "NN3 Artificial Neural Network \& Computational Intelligence 2006/07 Forecasting Competition for Neural Networks \& Computational Intelligence",
• year = "2007",
• note = "ISF-2007, IJCNN 2007, DMIN 2007",
• keywords = "genetic algorithms, genetic programming",
• bibsource = "OAI-PMH server at citeseerx.ist.psu.edu",
• language = "en",
• oai = "oai:CiteSeerX.psu:10.1.1.295.1670",
• URL = "http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.295.1670",
• URL = "http://www.neural-forecasting-competition.com/downloads/NN3/methods/55-NN3-Carjabal.pdf",
• URL = "http://www.neural-forecasting-competition.com/NN3/results.htm",
• size = "4 pages",
• abstract = "We use a modified Genetic Programming System to predict the values of the reduced set proposed as benchmark for the 2007 Neural Forecasting Contest. Genetic Programming is a well known method used in symbolic regression, and classification, based in the evolution of arithmetic expressions according to a fitness function. We introduce here a grammar into the Genetic system, to let us use conditional expressions inside the syntactic trees representing the solutions to the problem. Additionally, we employ GA-P methods to automatically obtain constants inside the expressions. Our results proof the known power of Genetic Programming as a tool for solving Symbolic Regression problems, as the obtained expressions fit acceptably the proposed series. For the predicted values, some of them seem promising while others present too flat behaviours.",

}

Genetic Programming entries for Santiago Garcia Carbajal

Citations