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Efficiency of genetic algorithm as forecasting instrument of time series

Author

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  • Adam Kucharski

Abstract

Jedną z najbardziej charakterystycznych cech algorytmów genetycznych jest ich elastyczność zastosowań. Prowadzone od 2005 roku badania dowiodły, że i w przypadku predykcji wykonywanej na podstawie szeregów czasowych można sięgnąć po to narzędzie. W niniejszej pracy zbadamy efektywność zmodyfikowanego klasycznego algorytmu genetycznego w zakresie wyżej wspomnianej tematyki. Dokonamy tego zarówno z punktu widzenia prognozowanego szeregu, sięgając po prognozy wygasłe, jak i od strony mechanizmów tworzących sam algorytm, a wpływających na szybkość i jakość otrzymywanych rozwiązań.

Suggested Citation

  • Adam Kucharski, 2008. "Efficiency of genetic algorithm as forecasting instrument of time series," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 18(3), pages 43-52.
    • Handle: RePEc:wut:journl:v:3:y:2008:p:43-52
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