Time series modelling and forecasting using genetic algorithms.
Chin Teck ChaiChua Hong ChuekD. P. MitalTan Thiam HuatPublished in: KES (1) (1997)
Keyphrases
- weather forecasting
- financial time series
- forecasting accuracy
- arma model
- box jenkins
- short term
- exponential smoothing
- chaotic time series
- genetic algorithm
- stock market
- hybrid model
- exchange rate
- support vector regression
- forecasting model
- garch model
- demand forecasting
- stock price
- financial data
- bp neural network
- arima model
- database
- non stationary
- neural network model
- prediction model
- subsequence matching
- moving average
- temporal patterns