Time Series Prediction by Genetic Programming with Relaxed Assumptions in Mathematica

Created by W.Langdon from gp-bibliography.bib Revision:1.8469

@InProceedings{card:2004:gsw:swcar,

• author = "Stuart W. Card",
• title = "Time Series Prediction by Genetic Programming with Relaxed Assumptions in Mathematica",
• editor = "R. Poli and S. Cagnoni and M. Keijzer and E. Costa and F. Pereira and G. Raidl and S. C. Upton and D. Goldberg and H. Lipson and E. {de Jong} and J. Koza and H. Suzuki and H. Sawai and I. Parmee and M. Pelikan and K. Sastry and D. Thierens and W. Stolzmann and P. L. Lanzi and S. W. Wilson and M. O'Neill and C. Ryan and T. Yu and J. F. Miller and I. Garibay and G. Holifield and A. S. Wu and T. Riopka and M. M. Meysenburg and A. W. Wright and N. Richter and J. H. Moore and M. D. Ritchie and L. Davis and R. Roy and M. Jakiela",
• booktitle = "GECCO 2004 Workshop Proceedings",
• year = "2004",
• month = "26-30 " # jun,
• address = "Seattle, Washington, USA",
• keywords = "genetic algorithms, genetic programming, ANN",
• URL = "http://gpbib.cs.ucl.ac.uk/gecco2004/WGSW002.pdf",
• size = "6 pages",
• abstract = "Time series produced by black box systems with both stochastic and nonlinear dynamical components have proven resistant to prediction. Also, prediction alone is unsatisfying: insight into the hidden dynamics is desired. Automatic induction of a system model would be ideal. A genetic programming (GP) / neural network (NN) / wavelet approach is motivated. An initial test problem selection is justified. Data preprocessing is described. The GP is shown to rely on weaker assumptions than those implicit in orthodox methods. An implementation in Mathematica is illustrated. GP discovery of equations, NN optimization of their parameters, and joint time-frequency representations, should provide highly parsimonious descriptions, capturing local and global characteristics of stochastic attractors, amenable to meaningful interpretation",
• notes = "GECCO-2004WKS Distributed on CD-ROM at GECCO-2004",

}

Genetic Programming entries for Stu Card

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