Forecasting time series with optimal neural networks using multi-objective optimization algorithm based on AICc.
Muzhou HouYunlei YangLiu TaohuaWenping PengPublished in: Frontiers Comput. Sci. (2018)
Keyphrases
- optimization algorithm
- multi objective
- neural network
- evolutionary algorithm
- pareto optimal
- genetic algorithm
- multi objective optimization
- forecasting accuracy
- differential evolution
- optimization method
- bp neural network
- weather forecasting
- nsga ii
- particle swarm optimization
- multiobjective optimization
- mackey glass
- evolutionary multi objective
- particle swarm optimization pso
- hybrid optimization algorithm
- chaotic time series
- short term
- global optima
- financial time series
- optimization strategy
- artificial bee colony
- objective function
- back propagation
- control parameters
- multiple objectives
- fuzzy logic
- prediction model
- box jenkins
- optimal solution
- arma model
- stock market
- artificial neural networks
- exponential smoothing
- support vector regression
- pareto optimal solutions
- neural network model
- fitness function
- multivariate time series
- multi objective evolutionary algorithms