Short-Term Time Series Modelling Forecasting Using Genetic Algorithm.
HaviluddinRayner AlfredPublished in: DaEng (2015)
Keyphrases
- short term
- genetic algorithm
- long term
- chaotic time series
- stock market
- arima model
- forecasting accuracy
- forecasting model
- short term prediction
- load forecasting
- phase space reconstruction
- short term and long term
- financial time series
- fitness function
- electric load forecasting
- medium term
- box jenkins
- short and long term
- evolutionary algorithm
- neural network
- long term memory
- non stationary
- motion prediction
- multi objective
- garch model
- evolutionary computation
- phase space
- exponential smoothing
- optimization algorithm
- power generation
- wind speed
- stock price