메뉴 건너뛰기




Volumn 25, Issue 11, 2001, Pages 1719-1749

Genetically evolved models and normality of their fitted residuals

Author keywords

C45; C52; C63; Canadian lynx data; Genetic programming; Model evaluation; Sunspot numbers

Indexed keywords


EID: 0038414703     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1889(00)00004-X     Document Type: Article
Times cited : (22)

References (42)
  • 1
    • 0000501656 scopus 로고
    • Information theory and an extension of the maximum likelihood principle
    • B. Petrov, & F. Caski. Budapest: Akademia Kiado
    • Akaike H. Information theory and an extension of the maximum likelihood principle. Petrov B., Caski F. Proceedings of the Second International Symposium on Information Theory. 1973;267-810 Akademia Kiado, Budapest.
    • (1973) Proceedings of the Second International Symposium on Information Theory , pp. 267-810
    • Akaike, H.1
  • 2
    • 0039944969 scopus 로고
    • Genetic programming for the acquisition of double auction market strategies
    • K.E. Jr. Kinnear. Cambridge, MA: The MIT Press
    • Andrew M., Prager R. Genetic programming for the acquisition of double auction market strategies. Kinnear K.E. Jr. Advances in Genetic Programming. 1994;355-368 The MIT Press, Cambridge, MA.
    • (1994) Advances in Genetic Programming , pp. 355-368
    • Andrew, M.1    Prager, R.2
  • 4
    • 84982371477 scopus 로고
    • Testing for autocorrelation in dynamic linear models
    • Breusch T.S. Testing for autocorrelation in dynamic linear models. Australian Economic Papers. 17:1978;334-355.
    • (1978) Australian Economic Papers , vol.17 , pp. 334-355
    • Breusch, T.S.1
  • 5
    • 0000589618 scopus 로고
    • A survey of statistical work on the MacKenzie River series of annual Canadian lynx trappings from the year 1821-1934 and a new analysis (with discussion)
    • Campbell M., Walker A. A survey of statistical work on the MacKenzie River series of annual Canadian lynx trappings from the year 1821-1934 and a new analysis (with discussion). Journal of Royal Statistical Society. A 140:1977;411-431.
    • (1977) Journal of Royal Statistical Society , vol.140 , pp. 411-431
    • Campbell, M.1    Walker, A.2
  • 6
    • 0003214433 scopus 로고    scopus 로고
    • Option pricing with genetic programming
    • J. Koza, W. Banzhaf, K. Chellapilla, K. Deb, M. Dorigo, D. Fogel, M. Garzon, D. Goldberg, H. Iba, & R. Riolo. San Francisco, CA: Morgan Kaufmann
    • Chen S., Yeh C., Lee W. Option pricing with genetic programming. Koza J., Banzhaf W., Chellapilla K., Deb K., Dorigo M., Fogel D., Garzon M., Goldberg D., Iba H., Riolo R. Genetic Programming 1998. Proceedings of the Third Annual Conference:1998;32-37 Morgan Kaufmann, San Francisco, CA.
    • (1998) Genetic Programming 1998: Proceedings of the Third Annual Conference , pp. 32-37
    • Chen, S.1    Yeh, C.2    Lee, W.3
  • 7
    • 0003334194 scopus 로고
    • Tests for serial correlation in regression analysis based on the periodogram of least squares residuals
    • Durbin J. Tests for serial correlation in regression analysis based on the periodogram of least squares residuals. Biometrika. 56:1969;1-15.
    • (1969) Biometrika , vol.56 , pp. 1-15
    • Durbin, J.1
  • 8
    • 0000208041 scopus 로고
    • Testing for serial correlation in least-squares regression when some of the regressors are lagged dependent variables
    • Durbin J. Testing for serial correlation in least-squares regression when some of the regressors are lagged dependent variables. Econometrica. 38:1970;410-421.
    • (1970) Econometrica , vol.38 , pp. 410-421
    • Durbin, J.1
  • 9
    • 0000950107 scopus 로고
    • The ten-year cycle in numbers of the lynx in Canada
    • Elton C., Nicholson M. The ten-year cycle in numbers of the lynx in Canada. Journal of Animal Ecology. 11:1942;215-244.
    • (1942) Journal of Animal Ecology , vol.11 , pp. 215-244
    • Elton, C.1    Nicholson, M.2
  • 11
    • 84986765190 scopus 로고
    • The estimation and prediction of subset bilinear time series with applications
    • Gabr M., Rao S. The estimation and prediction of subset bilinear time series with applications. Journal of Time Series Analysis. 2:1981;155-171.
    • (1981) Journal of Time Series Analysis , vol.2 , pp. 155-171
    • Gabr, M.1    Rao, S.2
  • 12
    • 0000681385 scopus 로고
    • Testing against general autoregressive and moving average error models when the regressors include lagged dependent variables
    • Godfrey L.G. Testing against general autoregressive and moving average error models when the regressors include lagged dependent variables. Econometrica. 46:1978;1293-1302.
    • (1978) Econometrica , vol.46 , pp. 1293-1302
    • Godfrey, L.G.1
  • 15
    • 0002591468 scopus 로고
    • A two-dimensional mapping with a strange attractor
    • Henon M. A two-dimensional mapping with a strange attractor. Communications in Mathematical Physics. 50:1976;69.
    • (1976) Communications in Mathematical Physics , vol.50 , pp. 69
    • Henon, M.1
  • 16
    • 0042189292 scopus 로고    scopus 로고
    • Non-linear partial least squares using genetic programming
    • J. Koza, W. Banzhaf, K. Chellapilla, K. Deb, M. Dorigo, D. Fogel, M. Garzon, D. Goldberg, H. Iba, & R. Riolo. San Francisco, CA: Morgan Kaufmann
    • Hiden H., McKay B., Willis M., Tham M. Non-linear partial least squares using genetic programming. Koza J., Banzhaf W., Chellapilla K., Deb K., Dorigo M., Fogel D., Garzon M., Goldberg D., Iba H., Riolo R. Genetic Programming 1998. Proceedings of the Third Annual Conference:1998;128-133 Morgan Kaufmann, San Francisco, CA.
    • (1998) Genetic Programming 1998: Proceedings of the Third Annual Conference , pp. 128-133
    • Hiden, H.1    McKay, B.2    Willis, M.3    Tham, M.4
  • 17
    • 0000605911 scopus 로고
    • Testing for nonlinear dependence in daily foreign exchange rates
    • Hsieh D. Testing for nonlinear dependence in daily foreign exchange rates. Journal of Business. 62:1989;339-368.
    • (1989) Journal of Business , vol.62 , pp. 339-368
    • Hsieh, D.1
  • 18
    • 79959397548 scopus 로고    scopus 로고
    • Using genetic programming to predict financial data
    • July 6-9, Washington, DC, IEEE, Piscataway, NJ
    • Iba, H., Sasaki, T., 1999. Using genetic programming to predict financial data. In: Proceedings of the 1999 Congress of Evolutionary Computation, July 6-9, Washington, DC, IEEE, Piscataway, NJ, pp. 244-251.
    • (1999) In: Proceedings of the 1999 Congress of Evolutionary Computation , pp. 244-251
    • Iba, H.1    Sasaki, T.2
  • 19
  • 23
    • 0030716641 scopus 로고    scopus 로고
    • Genetic programming model for long-term forecasting of electric power demand
    • Lee D., Lee B., Chang S. Genetic programming model for long-term forecasting of electric power demand. Electric Power Systems Research. 40:1997;17-22.
    • (1997) Electric Power Systems Research , vol.40 , pp. 17-22
    • Lee, D.1    Lee, B.2    Chang, S.3
  • 24
    • 84981441116 scopus 로고
    • ARMA modelling with non-Gaussian innovations
    • Li W., McLeod A. ARMA modelling with non-Gaussian innovations. Journal of Time Series Analysis. 9:1988;155-168.
    • (1988) Journal of Time Series Analysis , vol.9 , pp. 155-168
    • Li, W.1    McLeod, A.2
  • 25
    • 84986366779 scopus 로고
    • Using the correlation exponent to detect whether an economic series is chaotic
    • Liu T., Granger C., Heller W. Using the correlation exponent to detect whether an economic series is chaotic. Journal of Applied Econometrics. 7:1992;S25-S39.
    • (1992) Journal of Applied Econometrics , vol.7
    • Liu, T.1    Granger, C.2    Heller, W.3
  • 26
    • 0017846358 scopus 로고
    • On a measure of lack of fit in time series models
    • Ljung G., Box G. On a measure of lack of fit in time series models. Biometrika. 65:1978;297-303.
    • (1978) Biometrika , vol.65 , pp. 297-303
    • Ljung, G.1    Box, G.2
  • 27
    • 0017714604 scopus 로고
    • Oscillation and chaos in physiological control systems
    • Mackey M., Glass L. Oscillation and chaos in physiological control systems. Science. 197:1977;287.
    • (1977) Science , vol.197 , pp. 287
    • Mackey, M.1    Glass, L.2
  • 28
    • 0017185443 scopus 로고
    • Simple mathematical models with very complicated dynamics
    • May R. Simple mathematical models with very complicated dynamics. Nature. 261:1976;459-467.
    • (1976) Nature , vol.261 , pp. 459-467
    • May, R.1
  • 29
    • 84986777926 scopus 로고
    • Diagnostic checking ARMA time series models using squared residuals autocorrelation
    • McLeod A., Li W. Diagnostic checking ARMA time series models using squared residuals autocorrelation. Journal of Time Series Analysis. 4:1983;269-273.
    • (1983) Journal of Time Series Analysis , vol.4 , pp. 269-273
    • McLeod, A.1    Li, W.2
  • 30
    • 84970599878 scopus 로고
    • The statistical analysis of the Canadian lynx cycle
    • Moran P. The statistical analysis of the Canadian lynx cycle. Australian Journal of Zoology. 1:1953;163-173.
    • (1953) Australian Journal of Zoology , vol.1 , pp. 163-173
    • Moran, P.1
  • 31
    • 0001820524 scopus 로고
    • Two scientific applications of genetic programming: Stack filters and non-linear equation fitting to chaotic data
    • K.E. Jr. Kinnear. Cambridge, MA: The MIT Press
    • Oakley H. Two scientific applications of genetic programming. stack filters and non-linear equation fitting to chaotic data Kinnear K.E. Jr. Advances in Genetic Programming. 1994;369-389 The MIT Press, Cambridge, MA.
    • (1994) Advances in Genetic Programming , pp. 369-389
    • Oakley, H.1
  • 32
    • 0043191475 scopus 로고
    • Non-linear threshold autoregressive models for non-linear random vibrations
    • Ozaki T. Non-linear threshold autoregressive models for non-linear random vibrations. Journal of Applied Probability. 18:1981;443-451.
    • (1981) Journal of Applied Probability , vol.18 , pp. 443-451
    • Ozaki, T.1
  • 33
    • 84986759419 scopus 로고
    • The statistical analysis of perturbed limit cycle processes using nonlinear time series models
    • Ozaki T. The statistical analysis of perturbed limit cycle processes using nonlinear time series models. Journal of Time Series Analysis. 3:1982;29-41.
    • (1982) Journal of Time Series Analysis , vol.3 , pp. 29-41
    • Ozaki, T.1
  • 34
    • 70350303608 scopus 로고
    • Non-linear time series models and dynamical systems
    • E. Hannan, P. Krishnaiah, Rao M. Amsterdam: North-Holland
    • Ozaki T. Non-linear time series models and dynamical systems. Hannan E., Krishnaiah P., Rao M. Handbook of Statistics. Vol. 5:1985;North-Holland, Amsterdam.
    • (1985) Handbook of Statistics , vol.5
    • Ozaki, T.1
  • 37
  • 38
    • 0043191477 scopus 로고    scopus 로고
    • Evolving reduced parameter bilinear models for time series prediction using fast evolutionary programming
    • J. Koza, D. Goldberg, D. Fogel, & R. Riolo. Cambridge, MA: The MIT Press
    • Rao S., Chellapilla K. Evolving reduced parameter bilinear models for time series prediction using fast evolutionary programming. Koza J., Goldberg D., Fogel D., Riolo R. Genetic Programming. Proceedings of the First Annual Conference:1996;528-535 The MIT Press, Cambridge, MA.
    • (1996) Genetic Programming: Proceedings of the First Annual Conference , pp. 528-535
    • Rao, S.1    Chellapilla, K.2
  • 40
    • 0005846113 scopus 로고
    • February. Software available from and via anonymous ftp: node cs.ucl.ac.uk directory genetic/gp-code
    • Singleton, A., 1994. Genetic programming with C++, Byte magazine, February. Software available from http://www.cen.uiuc.edu/~klipp/research/ssprob.Cxx/ and via anonymous ftp: node cs.ucl.ac.uk directory genetic/gp-code.
    • (1994) Genetic Programming with C++, Byte Magazine
    • Singleton, A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.