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題名 Fuzzy Genetic Modeling and Forecasting for Nonlinear Time Series
作者 吳柏林
Wu, Berlin
貢獻者 應用數學系
日期 2001
上傳時間 31-Jan-2019 14:14:58 (UTC+8)
摘要 This paper presents a new approach to genetic—based modeling for nonlinear time series analysis. The research is based on the concepts of evolution theory as well as natural selection, and hence is called “genetic modeling”. In order to find a predictive model from the nonlinear time series, we make use of ‘survival of the fittest’ principle of evolution. Through the process of genetic evolution, the AIC criteria are used as the performance measure, and the membership functions of the best-fitting models are the performance index of a chromosome. An empirical example shows that the genetic model can effectively find an intuitive model for nonlinear time series, especially when structure changes occur.
關聯 Data Mining and Computational Intelligence pp 337-356 Part of the Studies in Fuzziness and Soft Computing book series (STUDFUZZ, volume 68)
資料類型 book/chapter
DOI https://doi.org/10.1007/978-3-7908-1825-3_13
dc.contributor 應用數學系zh_TW
dc.creator (作者) 吳柏林zh_TW
dc.creator (作者) Wu, Berlinen_US
dc.date (日期) 2001
dc.date.accessioned 31-Jan-2019 14:14:58 (UTC+8)-
dc.date.available 31-Jan-2019 14:14:58 (UTC+8)-
dc.date.issued (上傳時間) 31-Jan-2019 14:14:58 (UTC+8)-
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/122241-
dc.description.abstract (摘要) This paper presents a new approach to genetic—based modeling for nonlinear time series analysis. The research is based on the concepts of evolution theory as well as natural selection, and hence is called “genetic modeling”. In order to find a predictive model from the nonlinear time series, we make use of ‘survival of the fittest’ principle of evolution. Through the process of genetic evolution, the AIC criteria are used as the performance measure, and the membership functions of the best-fitting models are the performance index of a chromosome. An empirical example shows that the genetic model can effectively find an intuitive model for nonlinear time series, especially when structure changes occur.en_US
dc.format.extent 1764791 bytes-
dc.format.mimetype application/pdf-
dc.relation (關聯) Data Mining and Computational Intelligence pp 337-356 Part of the Studies in Fuzziness and Soft Computing book series (STUDFUZZ, volume 68)en_US
dc.title (題名) Fuzzy Genetic Modeling and Forecasting for Nonlinear Time Seriesen_US
dc.type (資料類型) book/chapter
dc.identifier.doi (DOI) 10.1007/978-3-7908-1825-3_13
dc.doi.uri (DOI) https://doi.org/10.1007/978-3-7908-1825-3_13