Multiobjective evolutionary neural networks for time series forecasting

被引：0

作者：

Chiam, Swee Chiang ^{[1
]}

Tan, Kay Chen ^{[1
]}

Al Mamun, Abdullah ^{[1
]}

机构：

[1] Natl Univ Singapore, Dept Elect & Comp Engn, 4 Engn Dr 3, Singapore 117576, Singapore

来源：

EVOLUTIONARY MULTI-CRITERION OPTIMIZATION, PROCEEDINGS | 2007年 / 4403卷

关键词：

time series forecasting; multiobjective evolutionary neural network;

D O I：

暂无

中图分类号：

TP301 [理论、方法];

学科分类号：

081202 ;

摘要：

This paper will investigate the application of multiobjective evolutionary neural networks in time series forecasting. The proposed algorithmic model considers training and validation accuracy as the objectives to be optimized simultaneously, so as to balance the accuracy and generalization of the evolved neural networks. To improve the overall generalization ability for the set of solutions attained by the multiobjective evolutionary optimizer, a simple algorithm to filter possible outliers, which tend to deteriorate the overall performance, is proposed also. Performance comparison with other existing evolutionary neural networks in several time series problems demonstrates the practicality and viability of the proposed time series forecasting model.

引用

页码：346 / +

页数：3

共 50 条

[1] Time series forecasting by neural networks: A knee point-based multiobjective evolutionary algorithm approach
Du, Wei
Leung, Sunney Yung Sun
Kwong, Chun Kit
EXPERT SYSTEMS WITH APPLICATIONS, 2014, 41 (18) : 8049 - 8061
[2] Forecasting of time series with neural networks
Schwerk, T
ZEITSCHRIFT FUR ANGEWANDTE MATHEMATIK UND MECHANIK, 1996, 76 : 219 - 222
[3] Time series forecasting with neural networks
Chatfield, C
NEURAL NETWORKS FOR SIGNAL PROCESSING VIII, 1998, : 419 - 427
[4] Evolutionary optimization of sparsely connected and time-lagged neural networks for time series forecasting
Peralta Donate, Juan
Cortez, Paulo
APPLIED SOFT COMPUTING, 2014, 23 : 432 - 443
[5] Multiobjective Evolutionary Optimization of Training and Topology of Recurrent Neural Networks for Time-Series Prediction
Katagiri, Hideki
Nishizaki, Ichiro
Hayashida, Tomohiro
Kadoma, Takanori
COMPUTER JOURNAL, 2012, 55 (03): : 325 - 336
[6] Time Series Forecasting with Quantum Neural Networks
Cuellar, M. P.
Pegalajar, M. C.
Ruiz, L. G. B.
Cano, C.
ADVANCES IN COMPUTATIONAL INTELLIGENCE, IWANN 2023, PT I, 2023, 14134 : 666 - 677
[7] Time series forecasting with qubit neural networks
Azevedo, Carlos R. B.
Ferreira, Tiago A. E.
PROCEDINGS OF THE 11TH IASTED INTERNATIONAL CONFERENCE ON ARTIFICIAL INTELLIGENCE AND SOFT COMPUTING, 2007, : 13 - 18
[8] Neural Networks for Financial Time Series Forecasting
Sako, Kady
Mpinda, Berthine Nyunga
Rodrigues, Paulo Canas
ENTROPY, 2022, 24 (05)
[9] Hybrid Neural Networks for Time Series Forecasting
Averkin, Alexey
Yarushev, Sergey
ARTIFICIAL INTELLIGENCE (RCAI 2018), 2018, 934 : 230 - 239
[10] Forecasting time series by Bayesian neural networks
Zhang, TL
Fukushige, A
PROCEEDING OF THE 2002 INTERNATIONAL JOINT CONFERENCE ON NEURAL NETWORKS, VOLS 1-3, 2002, : 382 - 387

← 1 2 3 4 5 →