An Evolutionary Approach for Modeling Time Series

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@InProceedings{Bautu:2008:SYNASC,
  author =       "Elena Bautu and Andrei Bautu and Henri Luchian",
  title =        "An Evolutionary Approach for Modeling Time Series",
  booktitle =    "10th International Symposium on Symbolic and Numeric
                 Algorithms for Scientific Computing, SYNASC '08",
  year =         "2008",
  month =        sep,
  pages =        "507--513",
  keywords =     "genetic algorithms, genetic programming, change point
                 detection, data generation process, evolutionary
                 approach, genetic operator, time series modeling, time
                 series",
  DOI =          "doi:10.1109/SYNASC.2008.63",
  abstract =     "Change points in time series appear due to variations
                 in the data generation process. We consider the problem
                 of modeling time series generated by dynamic processes,
                 and we focus on finding the change points using a
                 specially tailored genetic algorithm. The algorithm
                 employs a new representation, described in detail in
                 the paper. Suitable genetic operators are also defined
                 and explained. The results obtained on computer
                 generated time series provide evidence that the
                 approach can be used for change point detection, and
                 has good potential for time series modeling.",
  notes =        "Also known as \cite{5204862}",
}

Genetic Programming entries for Elena Bautu Andrei Bautu Henri Luchian

Citations