Cropped from Image by Pensiero at http://www.flickr.com/photos/pensiero/2878055175/
Image by Light Knight at http://www.flickr.com/photos/lightknight/3176554248
Image by JWPĥotowerks at http://www.flickr.com/photos/john_whitworth_photography/3017645549 (spokes) and Eduardo Zárate at http://www.flickr.com/photos/eduardozarate/3513912756/
Horizon is what lies between the predicted value and the first previous datum used to predict it. A consistent value of horizon was used throughout the experiments.
“ CHC combines conservative selection strategy with disruptive recombination HUX”: http://neo.lcc.uma.es/mallba/easy-mallba/html/algorithms.html#chc CHC is called also Adaptive Search Algorithm EvRBF is an already published evolutionary algorithm Trend is removed and then added to avoid it to dominate the prediction.
75% for training - 25% for testing 30 executions with average published.
Imagen by tudedude at http://www.flickr.com/photos/tudedude/3516187441
Differences are significant anyways
The L-Co-R co-evolutionary algorithm: a comparative analysis in medium-term time-series forecasting problems
The L-Co-R co-evolutionary
algorithm: a comparative
Parras-Gutiérrez, Rivas and Merelo
U. Jaén & Granada (Spain)
Parras et al. #lcor 2
It's difficult to
Parras et al. #lcor 7
What do we mean by time lags?
Parras et al. #lcor 8
Evolve Lags: CHC
Evolve RBFNN: EA
Parras et al. #lcor 9
Data sets taken from Spanish National Statistics Institute+ Time
Series book by D. Peña + NN3 competition
– Check them out at https://sites.google.com/site/presetemp/datos
– Airline passengers, mortgages, prices...
Comparison with other five methods:
– Exponential Smoothing Method.
– Random Walk
Parras et al. #lcor 10
L-Co-R predicting airline passengers
Parras et al. #lcor 11
How do we measure success?
Several measures used:
– Mean absolute percentage error : MAPE.
– Mean absolute scaled error: MASE.
– Median absolute percentage error: MdAPE.
MASE is probably the most reliable
– Less sensitive to outliers.
– Less variable on small samples.
– More easily interpreted.
Parras et al. #lcor 13
Any questions?Any questions?
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