Effects of selection schemes in genetic programming for time series prediction

Author(s):  
Jung-Jib Kim ◽  
Byoung-Tak Zhang
2002 ◽  
Vol 15 (2) ◽  
pp. 265-279 ◽  
Author(s):  
Witthaya Panyaworayan ◽  
Georg Wuetschner

In this paper we present a prediction process of Time Series using a combination of Genetic Programming and Constant Optimization. The Genetic Programming will be used to evolve the structure of the prediction function, whereas the Constant Optimization will determine the numerical parameters of the prediction function. The prediction process is applied recursively. In each recursion step, a sub-prediction function is evolved. At the end of the iteration all sub-prediction functions form the final prediction function. The avoiding of a major problem in the prediction called over-fitting is also described in this article.


Author(s):  
Muhammad Faheem Mushtaq ◽  
Urooj Akram ◽  
Muhammad Aamir ◽  
Haseeb Ali ◽  
Muhammad Zulqarnain

It is important to predict a time series because many problems that are related to prediction such as health prediction problem, climate change prediction problem and weather prediction problem include a time component. To solve the time series prediction problem various techniques have been developed over many years to enhance the accuracy of forecasting. This paper presents a review of the prediction of physical time series applications using the neural network models. Neural Networks (NN) have appeared as an effective tool for forecasting of time series.  Moreover, to resolve the problems related to time series data, there is a need of network with single layer trainable weights that is Higher Order Neural Network (HONN) which can perform nonlinearity mapping of input-output. So, the developers are focusing on HONN that has been recently considered to develop the input representation spaces broadly. The HONN model has the ability of functional mapping which determined through some time series problems and it shows the more benefits as compared to conventional Artificial Neural Networks (ANN). The goal of this research is to present the reader awareness about HONN for physical time series prediction, to highlight some benefits and challenges using HONN.


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