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Design of Artificial Neural Networks Based on Genetic Algorithms to Forecast Time Series

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Innovations in Hybrid Intelligent Systems

Part of the book series: Advances in Soft Computing ((AINSC,volume 44))

Abstract

In this work an initial approach to design Artificial Neural Networks to forecast time series is tackle, and the automatic process to design is carried out by a Genetic Algorithm. A key issue for these kinds of approaches is what information is included in the chromosome that represents an Artificial Neural Network. There are two principal ideas about this question: first, the chromosome contains information about parameters of the topology, architecture, learning parameters, etc. of the Artificial Neural Network, i.e. Direct Encoding Scheme; second, the chromosome contains the necessary information so that a constructive method gives rise to an Artificial Neural Network topology (or architecture), i.e. Indirect Encoding Scheme. The results for a Direct Encoding Scheme (in order to compare with Indirect Encoding Schemes developed in future works) to design Artificial Neural Networks for NN3 Forecasting Time Series Competition are shown.

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Peralta, J., Gutierrez, G., Sanchis, A. (2007). Design of Artificial Neural Networks Based on Genetic Algorithms to Forecast Time Series. In: Corchado, E., Corchado, J.M., Abraham, A. (eds) Innovations in Hybrid Intelligent Systems. Advances in Soft Computing, vol 44. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-74972-1_31

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  • DOI: https://doi.org/10.1007/978-3-540-74972-1_31

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-74971-4

  • Online ISBN: 978-3-540-74972-1

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