Characterizing and modeling cyclic behavior in non-stationary time series through multi-resolution analysis

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

@Misc{physics/0612221,
  author =       "Amit Verma and Prasanta K. Panigrahi and 
                 Jitendra C. Parikh",
  title =        "{Characterizing and modeling cyclic behavior in
                 non-stationary time series through multi-resolution
                 analysis}",
  eprint =       "physics/0612221",
  year =         "2006",
  howpublished = "ArXiv Physics e-prints",
  month =        "22 " # dec,
  adsurl =       "http://adsabs.harvard.edu/cgi-bin/nph-bib_query?bibcode=2006physics..12221A&db_key=PRE",
  adsnote =      "Provided by the Smithsonian/NASA Astrophysics Data
                 System",
  keywords =     "genetic algorithms, genetic programming",
  URL =          "http://arxiv.org/PS_cache/physics/pdf/0612/0612221.pdf",
  size =         "12 pages",
  abstract =     "A method based on wavelet transform and genetic
                 programming is proposed for characterising and Modeling
                 variations at multiple scales in non-stationary time
                 series. The cyclic variations, extracted by wavelets
                 and smoothened by cubic splines, are well captured by
                 genetic programming in the form of dynamical equations.
                 For the purpose of illustration, we analyse two
                 different non-stationary financial time series, S&P CNX
                 Nifty closing index of the National Stock Exchange
                 (India) and Dow Jones industrial average closing values
                 through Haar, Daubechies-4 and continuous Morlet
                 wavelets for studying the character of fluctuations at
                 different scales, before modelling the cyclic behaviour
                 through GP. Cyclic variations emerge at intermediate
                 time scales and the corresponding dynamical equations
                 reveal characteristic behavior at different scales.",
}

Genetic Programming entries for Amit Verma Prasanta K Panigrahi Jitendra C Parikh

Citations