On the Selection of Subset Bilinear Time Series Models: a Genetic Algorithm Approach.
Cathy W. S. ChenTsai-Hung CherngBerlin WuPublished in: Comput. Stat. (2001)
Keyphrases
- genetic algorithm
- box jenkins
- autoregressive
- probabilistic model
- experimental data
- simulated annealing
- moving average
- accurate models
- statistical models
- model selection
- data sets
- neural network
- non stationary
- support vector machine
- multi objective
- optimization method
- evolutionary algorithm
- artificial neural networks
- bayesian networks