Forecasting time series by means of evolutionary algorithms

Proceeding of: 8th International Conference in Parallel Problem Solving from Nature - PPSN VIII , Birmingham, UK, September 18-22, 2004.The time series forecast is a very complex problem, consisting in predicting the behaviour of a data series with only the information of the previous sequence. There is many physical and artificial phenomenon that can be described by time series. The prediction of such phenomenon could be very complex. For instance, in the case of tide forecast, unusually high tides, or sea surges, result from a combination of chaotic climatic elements in conjunction with the more normal, periodic, tidal systems associated with a particular area. Too much variables influence the behaviour of the water level. Our problem is not only to find prediction rules, we also need to discard the noise and select the representative data. Our objective is to generate a set of prediction rules. There are many methods tying to achieve good predictions. In most of the cases this methods look for general rules that are able to predict the whole series. The problem is that usually the time series has local behaviours that dont allow a good level of prediction when using general rules. In this work we present a method for finding local rules able to predict only some zones of the series but achieving better level prediction. This method is based on the evolution of set of rules genetically codified, and following the Michigan approach. For evaluating the proposal, two different domains have been used: an artificial domain widely use in the bibliography (Mackey-Glass series) and a time series corresponding to a natural phenomenon, the water level in Venice Lagoon.Investigation supported by the Spanish Ministry of Science and Technology through the TRACER project under contract TIC2002-04498-C05-

Application of E2M Decision Trees to Rubber Quality Prediction

International audienceIn many application data are often imperfect, incomplete or more generally uncertain. Whereas imperfect data are often removed from samples or corrected into precise data, using their initial imperfect structures to learn classifiers remains a challenge. As data uncertainty can be expressed in many forms (missing data, fuzzy sets, probabilities), working within the belief function framework enables a large number of models. The E2M decision trees is a methodology that provide predictions from uncertain data modelled by belief functions. In this paper, the problem of rubber quality prediction is presented with a belief function modelling of some data uncertainties. Some resulting E2M decision trees are presented in order to improve the interpretation of the tree compared to standard decision trees

Effects of diversity on optimality in GA

Genetic Algorithms (GA) is an evolutionary inspired heuristic search algorithm. Like all heuristic search methods, the probability of locating the optimal solution is not unity. Therefore, this reduces GA’s usefulness in areas that require reliable and accurate optimal solutions, such as in system modeling and control gain setting. In this paper an alteration to Genetic Algorithms (GA) is presented. This method is designed to create a specific type of diversity in order to obtain more optimal results. In particular, it is done by mutating bits that are not constant within the population. The resultant diversity and final optimality for this method is compared with standard Mutation at various probabilities. Simulation results show that this method improves search optimality for certain types of problems

An Evolutionary Algorithm Using Multivariate Discretization for Decision Rule Induction

We describe EDRL-MD, an evolutionary algorithm-based system, for learning decision rules from databases. The main novelty of our approach lies in dealing with continuous - valued attributes. Most of decision rule learners use univariate discretization methods, which search for threshold values for one attribute at the same time. In contrast to them, EDRL-MD simultaneously searches for threshold values for all continuous-valued attributes, when inducing decision rules. We call this approach multivariate discretization. Since multivariate discretization is able to capture interdependencies between attributes it may improve the accuracy of obtained rules. The evolutionary algorithm uses problem specific operators and variable-length chromosomes, which allows it to search for complete rulesets rather than single rules. The preliminary results of the experiments on some real-life datasets are presented