Name
Abstract | ||
|---|---|---|
Two novel methods for Time Series Prediction based on GEP (Gene Expression Programming). The main contributions include: (1) GEP-Sliding Window Prediction Method (GEP-SWPM) to mine the relationship between future and historical data directly. (2) GEP-Differential Equation Prediction Method (GEP-DEPM) to mine ordinary differential equations from training data, and predict future trends based on specified initial conditions. (3) A brand new equation mining method, called Differential by Microscope Interpolation (DMI) that boosts the efficiency of our methods. (4) A new, simple and effective GEP-constants generation method called Meta-Constants (MC) is proposed. (5) It is proved that a minimum expression discovered by GEP-MC method with error not exceeding delta/2 uses at most log(3)(2L/delta) operators and the problem to find delta-accurate expression with fewer operators is NP-hard. Extensive experiments on real data sets for sun spot prediction show that the performance of the new method is 20-900 times higher than existing algorithms. |
Year | DOI | Venue |
|---|---|---|
2004 | 10.1007/978-3-540-27772-9_7 | ADVANCES IN WEB-AGE INFORMATION MANAGEMENT: PROCEEDINGS |
Keywords | Field | DocType |
gene expression programming,data mining,time series prediction,sun spot prediction,differential equation | Differential equation,Time series,Gene expression programming,Sliding window protocol,Ordinary differential equation,Computer science,Interpolation,Algorithm,Operator (computer programming),Initial value problem | Conference |
Volume | ISSN | Citations |
3129 | 0302-9743 | 41 |
PageRank | References | Authors |
2.10 | 5 | 5 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Jie Zuo | 1 | 111 | 15.62 |
| Changjie Tang | 2 | 483 | 62.75 |
| Chuan Li | 3 | 49 | 5.32 |
| Chang-an Yuan | 4 | 85 | 9.88 |
| An-Long Chen | 5 | 61 | 4.65 |