Publication: Automatic design of artificial neural networks to forecast time series
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2010
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Ibergarceta
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Abstract
In this work an approach to design Artificial Neural Networks (ANN) to forecast Time Series is tackled. The approach is an automatic method that is carried out by an Evolutionary Algorithm (as a search algorithm) to design ANN. A key issue for these kinds of approaches is what information is included into the chromosome that represents an ANN There are two principal ideas about this question: first, the chromosome contains information about parameters of the topology, architecture, learning parameters, etc. of the ANN. The results using a parameter Encoding Scheme to design ANN for a Time Series Competition are shown
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Actas de: III Simposio de Inteligencia Computacional, SICO 2010, Valencia, 8-10 septiembre, 2010
Keywords
Artificial Neural Networks, Time Series, Evolutionary computation, Forecasting, Evolutionary algorithms
Bibliographic citation
Rojas Ruiz, Ignacio; Pomares Cintas, Héctor; Herrera Maldonado, Luis Javier (eds.). Actas del III Simposio de Inteligencia Computacional, SICO 2010 : Jornadas organizadas por Capítulo Español de la IEEE Computational Intelligence Society. Madrid: Ibergarceta, 2010, p. 237-342. ISBN 978-84-92812-62-2