Improved Time Series Prediction and Symbolic Regression with Affine Arithmetic

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@InCollection{Pennachin:2011:GPTP,

• author = "Cassio Pennachin and Moshe Looks and J. A. {de Vasconcelos}",
• title = "Improved Time Series Prediction and Symbolic Regression with Affine Arithmetic",
• booktitle = "Genetic Programming Theory and Practice IX",
• year = "2011",
• editor = "Rick Riolo and Ekaterina Vladislavleva and Jason H. Moore",
• series = "Genetic and Evolutionary Computation",
• address = "Ann Arbor, USA",
• month = "12-14 " # may,
• publisher = "Springer",
• chapter = "6",
• pages = "97--112",
• keywords = "genetic algorithms, genetic programming, Symbolic regression, time series prediction, wind forecasting, affine arithmetic, robustness",
• isbn13 = "978-1-4614-1769-9",
• DOI = "doi:10.1007/978-1-4614-1770-5_6",
• abstract = "We show how affine arithmetic can be used to improve both the performance and the robustness of genetic programming for problems such as symbolic regression and time series prediction. Affine arithmetic is used to estimate conservative bounds on the output range of expressions during evolution, which allows us to discard trees with potentially infinite bounds, as well as those whose output range lies outside the desired range implied by the training dataset. Benchmark experiments are performed on 15 symbolic regression problems as well as 2 well known time series problems. Comparison with a baseline genetic programming system shows a reduced number of fitness evaluations during training and improved generalisation on test data, completely eliminating extreme errors. We also apply this technique to the problem of forecasting wind speed on a real world dataset, and the use of affine arithmetic compares favourably with baseline genetic programming, feed forward neural networks and support vector machines.",
• notes = "part of \cite{Riolo:2011:GPTP}",
• affiliation = "Universidade Federal de Minas Gerais, Belo Horizonte, MG, Brazil",

}

Genetic Programming entries for Cassio Pennachin Moshe Looks Joao Antonio de Vasconcelos

Citations