A self adaptive differential harmony search based optimized extreme learning machine for financial time series prediction.
Rajashree DashPradipta Kishore DashRanjeeta BisoiPublished in: Swarm Evol. Comput. (2014)
Keyphrases
- extreme learning machine
- harmony search
- harmony search algorithm
- metaheuristic
- feedforward neural networks
- support vector regression
- feed forward neural networks
- bp neural network
- differential evolution
- hidden nodes
- recurrent neural networks
- artificial neural networks
- simulated annealing algorithm
- genetic algorithm
- neural network
- optimization algorithm
- optimization method
- function approximation
- neural network model
- gaussian processes
- hill climbing
- optimization problems
- variable selection
- non stationary
- single layer
- activation function
- multi objective
- back propagation
- evolutionary algorithm
- decision making
- moving average
- neuro fuzzy
- prediction model
- linear combination
- genetic programming
- convergence speed
- hidden layer
- autoregressive
- particle swarm optimization
- tabu search
- optimal solution
- reinforcement learning