Prediction of Nonlinear and Nonstationary Time-Series using Self-Adaptive Evolution Strategies with Individual Memory.
André NeubauerPublished in: ICGA (1997)
Keyphrases
- non stationary
- evolution strategy
- financial time series
- evolutionary algorithm
- autoregressive
- adaptive algorithms
- stock price
- short term prediction
- differential evolution
- random fields
- prediction error
- optimization methods
- empirical mode decomposition
- concept drift
- genetic algorithm
- particle swarm optimization algorithm
- numerical optimization
- predictive coding
- neural network
- blind source separation
- global optimization
- optimization problems
- multi component
- lower bound
- sequence prediction
- multiscale
- electric load