Evolutionary Multiresolution Filtering to Forecast Nonlinear Time Series

被引：0
作者：
Gomez-Ramirez, E. [1 ]
Ayala-Hernandez, A. [1 ]
机构：
[1] Univ La Salle, LIDETEA, Benjamin Franklin 47 Col Condesa, Mexico City 06140, DF, Mexico
来源：
JOURNAL OF INTELLIGENT SYSTEMS | 2005年 / 14卷 / 2-3期
关键词：
multiresolution filtering; time series; genetic algorithm; multilayer perceptron; polynomial artificial neural network;
D O I：
暂无
中图分类号：
TP18 [人工智能理论];
学科分类号：
081104 ; 0812 ; 0835 ; 1405 ;
摘要：
In this paper, an adaptive scheme of multiresolution filtering to decompose the series into other series that is easier to analyze is presented. The scheme proposed uses the Genetic Algorithm (GA) to find the optimal bank of filters without previous knowledge of the behavior of the system to be identified. A new variation of the algorithm using more branches in the filter is proposed. Different examples are presented using Multilayer Perceptron and Polynomial Artificial Neural Networks.
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收藏
页码：157 / 191
页数：35
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