Adaptive and self-adaptive techniques for evolutionary forecasting applications set in dynamic and uncertain environments

Date

2009

Authors

Wagner, N.
Michalewicz, Z.

Editors

Abraham, A.
Hassanien, A.
de Carvalho, A.

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Book chapter

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Foundations of computational intelligence Volume 4. Bio-inspired data mining, 2009 / Abraham, A., Hassanien, A., de Carvalho, A. (ed./s), vol.204, pp.3-21

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Neal Wagner and Zbigniew Michalewicz

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Abstract

Evolutionary Computation techniques have proven their applicability for time series forecasting in a number of studies. However these studies, like those applying other techniques, have assumed a static environment, making them unsuitable for many real-world forecasting concerns which are characterized by uncertain environments and constantly-shifting conditions. This chapter summarizes the results of recent studies that investigate adaptive evolutionary techniques for time series forecasting in non-static environments and proposes a new, self-adaptive technique that addresses shortcomings seen from these studies. A theoretical analysis of the proposed technique’s efficacy in the presence of shifting conditions and noise is given.

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© Springer-Verlag Berlin Heidelberg 2009

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