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Authors: E. Parras-Gutierrez 1 ; V. M. Rivas 1 and J. J. Merelo 2

Affiliations: 1 University of Jaen, Spain ; 2 Universidad de Granada, Spain

ISBN: 978-989-8565-77-8

Keyword(s): Time Series Forecasting, Co-evolutionary Algorithms, Neural Networks, Significant Lags.

Related Ontology Subjects/Areas/Topics: Artificial Intelligence ; Co-Evolution and Collective Behavior ; Computational Intelligence ; Evolutionary Computing ; Genetic Algorithms ; Informatics in Control, Automation and Robotics ; Intelligent Control Systems and Optimization ; Knowledge Discovery and Information Retrieval ; Knowledge-Based Systems ; Machine Learning ; Soft Computing ; Symbolic Systems

Abstract: This paper presents an experimental study in which the effectiveness of the L-Co-R method is tested. L-Co-R is a co-evolutionary algorithm to time series forecasting that evolves, on one hand, RBFNs building an appropriate architecture of net, and on the other hand, sets of time lags that represents the time series in order to perform the forecasting using, at the same time, its own forecasted values. This coevolutive approach makes possible to divide the main problem into two subproblems where every individual of one population cooperates with the individuals of the other. The goal of this work is to analyze the results obtained by {\metodo} comparing with other methods from the time series forecasting field. For that, 20 time series and 5 different methods found in the literature have been selected, and 3 distinct quality measures have been used to show the results. Finally, a statistical study confirms the good results of L-Co-R in most cases.

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Paper citation in several formats:
Parras-Gutierrez, E.; M. Rivas, V. and Merelo, J. (2013). The L-Co-R Co-evolutionary Algorithm - A Comparative Analysis in Medium-term Time-series Forecasting Problems.In Proceedings of the 5th International Joint Conference on Computational Intelligence - Volume 1: ECTA, (IJCCI 2013) ISBN 978-989-8565-77-8, pages 144-151. DOI: 10.5220/0004555101440151

@conference{ecta13,
author={E. Parras{-}Gutierrez. and V. M. Rivas. and J. J. Merelo.},
title={The L-Co-R Co-evolutionary Algorithm - A Comparative Analysis in Medium-term Time-series Forecasting Problems},
booktitle={Proceedings of the 5th International Joint Conference on Computational Intelligence - Volume 1: ECTA, (IJCCI 2013)},
year={2013},
pages={144-151},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0004555101440151},
isbn={978-989-8565-77-8},
}

TY - CONF

JO - Proceedings of the 5th International Joint Conference on Computational Intelligence - Volume 1: ECTA, (IJCCI 2013)
TI - The L-Co-R Co-evolutionary Algorithm - A Comparative Analysis in Medium-term Time-series Forecasting Problems
SN - 978-989-8565-77-8
AU - Parras-Gutierrez, E.
AU - M. Rivas, V.
AU - Merelo, J.
PY - 2013
SP - 144
EP - 151
DO - 10.5220/0004555101440151

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