Abstract
Current work will present a model for time series prediction by the usage of Artificial Neural Networks (ANN) trained with Differential Evolution (DE) in distributed computational environment. Time series prediction is a complex work and demand development of more effective and faster algorithms. ANN is used as a base and it is trained with historical data. One of the main problems is how to select accurate ANN training algorithm. There are two general possibilities — exact numeric optimization methods and heuristic optimization methods. When the right heuristic is applied the training can be done in distributed computational environment. In this case there is much faster and realistic output, which helps to achieve better prediction.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
Dunis, C.L., Williams, M.: Modelling and trading the eur/usd exchange rate: Do neural network models perform better? Derivatives Use, Trading and Regulation 8(3), 211–239 (2002)
Giles, C.L., Lawrence, S., Tsoi, A.C.: Noisy time series prediction using a recurrent neural network and grammatical inference. Machine Learning 44(1/2), 161–183 (2001)
Moody, J.E.: Economic forecasting: Challenges and neural network solutions. In: Proceedings of the International Symposium on Artificial Neural Networks, Hsinchu, Taiwan (1995)
Haykin, S.: Neural Networks, A Comprehensive Foundation, 2nd edn. Prentice-Hall, Inc. (1999)
Werbos, P.: Backpropagation through time: what it does and how to do it. Proceedings of the IEEE 78(10), 1550–1560 (1990)
Yao, X.: Evolving artificial neural networks. Proc. of the IEEE 87(9), 1423–1447 (1999)
Holland, J.: Adaptation in Natural and Artificial Systems. The University of Michigan Press (1975)
Storn, R., Price, K.: Differential evolution — a simple and efficient heuristic for global optimization over continuous spaces. Journal of Global Optimization 11, 341–359 (1997)
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2012 Springer-Verlag Berlin Heidelberg
About this paper
Cite this paper
Balabanov, T., Zankinski, I., Dobrinkova, N. (2012). Time Series Prediction by Artificial Neural Networks and Differential Evolution in Distributed Environment. In: Lirkov, I., Margenov, S., Waśniewski, J. (eds) Large-Scale Scientific Computing. LSSC 2011. Lecture Notes in Computer Science, vol 7116. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-29843-1_22
Download citation
DOI: https://doi.org/10.1007/978-3-642-29843-1_22
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-29842-4
Online ISBN: 978-3-642-29843-1
eBook Packages: Computer ScienceComputer Science (R0)