Detecting structural breaks in time series via genetic algorithms.
Benjamin DoerrPaul FischerAstrid HilbertCarsten WittPublished in: Soft Comput. (2017)
Keyphrases
- genetic algorithm
- neural network
- multi objective
- fitness function
- non stationary
- fuzzy logic
- artificial neural networks
- simulated annealing
- automatic detection
- evolutionary algorithm
- structural information
- detect anomalies
- classifier systems
- structural features
- evolutionary computation
- metaheuristic
- optimal solution
- particle swarm optimization
- search engine
- tabu search
- differential evolution
- autoregressive
- symbolic representation
- anomaly detection
- genetic operators
- population size
- function optimization
- subsequence matching
- genetic programming
- hybrid ga