Time Series Prediction Using Grammar-directed Genetic Programming Methods

Created by W.Langdon from gp-bibliography.bib Revision:1.3973

@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