Publication:
Shuffle design to improve time series forecasting accuracy

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dc.affiliation.dptoUC3M. Departamento de Informáticaes
dc.affiliation.grupoinvUC3M. Grupo de Investigación: Laboratorio de Control, Aprendizaje y Optimización de Sistemas (CAOS)es
dc.contributor.authorPeralta, Juan
dc.contributor.authorGutiérrez Sánchez, Germán
dc.contributor.authorSanchis de Miguel, María Araceli
dc.date.accessioned2010-12-16T09:44:40Z
dc.date.available2010-12-16T09:44:40Z
dc.date.issued2009
dc.descriptionProceeding of: IEEE Congress on Evolutionary Computation, CEC'09. May 18-21, 2009. Trondheim, Norway.
dc.description.abstractIn this work new improvements from a previous approach of an Automatic Design of Artificial Neural Networks applied to forecast time series is tackled. The automatic process to design Artificial Neural Networks is carried out by a Genetic Algorithm. These improvements, in order to get an accurate forecasting, are related with: to shuffle train and test patterns obtained from time series values and improving the fitness function during the global learning process (i.e. Genetic Algorithm) using a new patterns set called validation apart of the two used till the moment (i.e. train and test). The object of this study is to try to improve the final forecasting getting an accurate system. Results of the Artificial Neural Networks got by our system to forecast a set of famous time series are shown.
dc.description.sponsorshipThe research reported here has been supported by the Spanish Ministry of Science and Innovation under project TRA2007-67374-C02-02.
dc.format.mimetypeapplication/pdf
dc.format.mimetypetext/plain
dc.identifier.bibliographicCitationIEEE Congress on Evolutionary Computation (CEC 2009), IEEE, 2009, p.741-748
dc.identifier.doi10.1109/CEC.2009.4983019
dc.identifier.isbn978-1-4244-2958-5
dc.identifier.publicationfirstpage741
dc.identifier.publicationlastpage748
dc.identifier.publicationtitleIEEE Congress on Evolutionary Computation (CEC 2009)
dc.identifier.urihttp://hdl.handle.net/10016/9782
dc.language.isoeng
dc.publisherIEEE
dc.relation.eventdateMay 18-21 (Monday - Thursday), 2009
dc.relation.eventplaceTrondheim (Norway)
dc.relation.eventtitleIEEE Congress on Evolutionary Computation (CEC 2009)
dc.relation.publisherversionhttp://dx.doi.org/10.1109/CEC.2009.4983019
dc.rights© IEEE
dc.rights.accessRightsopen access
dc.subject.ecienciaInformática
dc.subject.otherArtificial neural networks
dc.subject.otherAutomatic design
dc.subject.otherGenetic algorithms
dc.subject.otherShuffle design
dc.subject.otherTime series forecasting accuracy
dc.titleShuffle design to improve time series forecasting accuracy
dc.typeconference paper*
dspace.entity.typePublication
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