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Differential Evolution Driven Analytic Programming for Prediction

  • Roman SenkerikEmail author
  • Adam Viktorin
  • Michal Pluhacek
  • Tomas Kadavy
  • Ivan Zelinka
Conference paper
Part of the Lecture Notes in Computer Science book series (LNCS, volume 10246)

Abstract

This research deals with the hybridization of symbolic regression open framework, which is Analytical Programming (AP) and Differential Evolution (DE) algorithm in the task of time series prediction. This paper provides a closer insight into applicability and performance of connection between AP and different strategies of DE. AP can be considered as powerful open framework for symbolic regression thanks to its applicability in any programming language with arbitrary driving evolutionary/swarm based algorithm. Thus, the motivation behind this research, is to explore and investigate the differences in performance of AP driven by basic canonical strategies of DE as well as by the state of the art strategy, which is Success-History based Adaptive Differential Evolution (SHADE). Simple experiment has been carried out here with the time series consisting of 300 data-points of GBP/USD exchange rate, where the first 2/3 of data were used for regression process and the last 1/3 of the data were used as a verification for prediction process. The differences between regression/prediction models synthesized by means of AP as a direct consequences of different DE strategies performances are briefly discussed within conclusion section of this paper.

Keywords

Analytic programming Differential evolution SHADE Time series prediction 

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Copyright information

© Springer International Publishing AG 2017

Authors and Affiliations

  • Roman Senkerik
    • 1
    Email author
  • Adam Viktorin
    • 1
  • Michal Pluhacek
    • 1
  • Tomas Kadavy
    • 1
  • Ivan Zelinka
    • 2
  1. 1.Faculty of Applied InformaticsTomas Bata University in ZlinZlinCzech Republic
  2. 2.Faculty of Electrical Engineering and Computer ScienceTechnical University of OstravaOstrava-PorubaCzech Republic

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