Modeling Time Series of Real Systems using Genetic Programming

Thumbnail Image

Date

Authors

Journal Title

Journal ISSN

Volume Title

Publisher

Abstract

Description

Analytic models of two computer generated time series (Logistic map and Rossler system) and two real time series (ion saturation current in Aditya Tokamak plasma and NASDAQ composite index) are constructed using Genetic Programming (GP) framework. In each case, the optimal map that results from fitting part of the data set also provides a very good description of rest of the data. Predictions made using the map iteratively range from being very good to fair.
10 pages, 9 figures, submitted to Physical Review E

Keywords

Chaotic Dynamics

Citation

URI

http://salesiana.dossiersoluciones.com/handle/123456789/115652

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/nlin/0607029
 http://arxiv.org/abs/nlin/0607029

Collections

arXiv