Impact of Frequency and Severity on Non-Stationary Optimization Problems.
Enrique AlbaGabriel LuqueDaniel AriasPublished in: EvoWorkshops (2009)
Keyphrases
- non stationary
- optimization problems
- metaheuristic
- empirical mode decomposition
- autoregressive
- adaptive algorithms
- evolutionary algorithm
- cost function
- concept drift
- change point detection
- blind source separation
- random fields
- white noise
- objective function
- stock price
- temporal evolution
- fractional brownian motion
- multiscale