Neuroevolution Strategy for Time Series Prediction

• 作者: Athanasios Margaris George Naskos Konstantinos Goulianas
• 来源期刊: 应用数学与应用物理(英文)
• 学科: 数学
• 关键词: NEUROEVOLUTION Neural Networks Evolutionary Algorithms Time Series
• 年，卷（期）: 2020,（6）
• 页码范围: 1047-1065
• 页数: 19页
• 分类号: O17

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.