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Forecasting with genetically programmed polynomial neural networks

delete2006-04-01
delete17
PRE
AI
D
de Menezes, LM
N
Nikolay Y. Nikolaev
DOI:10.1016/j.ijforecast.2005.05.002delete
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摘要

摘要

En 中文
Recent literature on nonlinear models has shown genetic programming to be a potential tool for forecasters. A special type of genetically programmed model, namely polynomial neural networks, is addressed. Their outputs are polynomials and, as such, they are open boxes that are amenable to comprehension, analysis, and interpretation. This paper presents a polynomial neural network forecasting system, PGP, which has three innovative features: polynomial block reformulation, local ridge regression for weight estimation, and regularized weight subset selection for pruning that uses a least absolute shrinkage and selection operator. The relative performance of this system to other established forecasting procedures is the focus of this research and is illustrated by three empirical studies. Overall, the results are very promising and indicate areas for further research. (c) 2005 International Institute of Forecasters. Published by Elsevier B.V. All rights reserved.
Keyword:
nonlinear models
tree-structured polynomial neural network models
statistical learning algorithms
genetic programming

期刊

International Journal of Forecasting 封面图
International Journal of Forecasting
IF:
7.1
论文数:
3.1K
被引数:
9.9K

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