Neuroevolution Strategy for Time Series Prediction  

作　　者：George Naskos Konstantinos Goulianas Athanasios Margaris George Naskos;Konstantinos Goulianas;Athanasios Margaris(Department of Information and Electronic Engineering, International Hellenic University, Thessaloniki, Greece;Department of Digital Systems, University of Thessaly, Larissa, Greece)

机构地区：[1]Department of Information and Electronic Engineering, International Hellenic University, Thessaloniki, Greece [2]Department of Digital Systems, University of Thessaly, Larissa, Greece

出　　处：《Journal of Applied Mathematics and Physics》2020年第6期1047-1065,共19页应用数学与应用物理（英文）

摘　　要：Optimization is a concept, a process, and a method that all people use on a daily basis to solve their problems. The source of many optimization methods for many scientists has been the nature itself and the mechanisms that exist in it. Neural networks, inspired by the neurons of the human brain, have gained a great deal of recognition in recent years and provide solutions to everyday problems. Evolutionary algorithms are known for their efficiency and speed, in problems where the optimal solution is found in a huge number of possible solutions and they are also known for their simplicity, because their implementation does not require the use of complex mathematics. The combination of these two techniques is called neuroevolution. The purpose of the research is to combine and improve existing neuroevolution architectures, to solve time series problems. In this research, we propose a new improved strategy for such a system. As well as comparing the performance of our system with an already existing system, competing with it on five different datasets. Based on the final results and a combination of statistical results, we conclude that our system manages to perform much better than the existing system in all five datasets.Optimization is a concept, a process, and a method that all people use on a daily basis to solve their problems. The source of many optimization methods for many scientists has been the nature itself and the mechanisms that exist in it. Neural networks, inspired by the neurons of the human brain, have gained a great deal of recognition in recent years and provide solutions to everyday problems. Evolutionary algorithms are known for their efficiency and speed, in problems where the optimal solution is found in a huge number of possible solutions and they are also known for their simplicity, because their implementation does not require the use of complex mathematics. The combination of these two techniques is called neuroevolution. The purpose of the research is to combine and improve existing neuroevolution architectures, to solve time series problems. In this research, we propose a new improved strategy for such a system. As well as comparing the performance of our system with an already existing system, competing with it on five different datasets. Based on the final results and a combination of statistical results, we conclude that our system manages to perform much better than the existing system in all five datasets.

关 键 词：NEUROEVOLUTION Neural Networks Evolutionary Algorithms Time Series 

分 类 号：O17[理学—数学]