Time series modeling and forecasting using genetic algorithms

Chin Teck Chai; Chua Hong Chuek; D. P. Mital; Tan Thiam Huat

Time series modeling and forecasting using genetic algorithms

Chin Teck Chai, Chua Hong Chuek, D. P. Mital, Tan Thiam Huat

Research output: Contribution to conference › Paper › peer-review

Abstract

In this paper, Genetic Algorithms (GAs) are utilized in the investigation, design and development for modelling a given data time series. Genetic algorithms apply operations of reproduction, crossover and mutation to candidate solutions according to their relative fitness scores in the successive populations of candidates. The computer simulation results obtained demonstrate that GAs have the potential to become a powerful tool for time series modelling and forecasting.

Original language	English (US)
Pages	260-268
Number of pages	9
State	Published - 1997
Externally published	Yes
Event	Proceedings of the 1997 1st International Conference on Knowledge-Based Intelligent Electronic Systems, KES. Part 1 (of 2) - Adelaide, Aust Duration: May 21 1997 → May 23 1997

Conference

Conference	Proceedings of the 1997 1st International Conference on Knowledge-Based Intelligent Electronic Systems, KES. Part 1 (of 2)
City	Adelaide, Aust
Period	5/21/97 → 5/23/97

All Science Journal Classification (ASJC) codes

General Computer Science

Cite this

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title = "Time series modeling and forecasting using genetic algorithms",

abstract = "In this paper, Genetic Algorithms (GAs) are utilized in the investigation, design and development for modelling a given data time series. Genetic algorithms apply operations of reproduction, crossover and mutation to candidate solutions according to their relative fitness scores in the successive populations of candidates. The computer simulation results obtained demonstrate that GAs have the potential to become a powerful tool for time series modelling and forecasting.",

author = "Chai, {Chin Teck} and Chuek, {Chua Hong} and Mital, {D. P.} and Huat, {Tan Thiam}",

year = "1997",

language = "English (US)",

pages = "260--268",

note = "Proceedings of the 1997 1st International Conference on Knowledge-Based Intelligent Electronic Systems, KES. Part 1 (of 2) ; Conference date: 21-05-1997 Through 23-05-1997",

}

TY - CONF

T1 - Time series modeling and forecasting using genetic algorithms

AU - Chai, Chin Teck

AU - Chuek, Chua Hong

AU - Mital, D. P.

AU - Huat, Tan Thiam

PY - 1997

Y1 - 1997

N2 - In this paper, Genetic Algorithms (GAs) are utilized in the investigation, design and development for modelling a given data time series. Genetic algorithms apply operations of reproduction, crossover and mutation to candidate solutions according to their relative fitness scores in the successive populations of candidates. The computer simulation results obtained demonstrate that GAs have the potential to become a powerful tool for time series modelling and forecasting.

AB - In this paper, Genetic Algorithms (GAs) are utilized in the investigation, design and development for modelling a given data time series. Genetic algorithms apply operations of reproduction, crossover and mutation to candidate solutions according to their relative fitness scores in the successive populations of candidates. The computer simulation results obtained demonstrate that GAs have the potential to become a powerful tool for time series modelling and forecasting.

UR - http://www.scopus.com/inward/record.url?scp=0030687442&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=0030687442&partnerID=8YFLogxK

M3 - Paper

AN - SCOPUS:0030687442

SP - 260

EP - 268

T2 - Proceedings of the 1997 1st International Conference on Knowledge-Based Intelligent Electronic Systems, KES. Part 1 (of 2)

Y2 - 21 May 1997 through 23 May 1997

ER -

Time series modeling and forecasting using genetic algorithms

Abstract

Conference

All Science Journal Classification (ASJC) codes

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Cite this