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Volumn , Issue , 2003, Pages 257-268

Using genetic programming to improve the group method of data handling in time series prediction

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EID: 85057424469     PISSN: None     EISSN: None     Source Type: Book    
DOI: None     Document Type: Chapter
Times cited : (7)

References (12)
  • 2
    • 0000210367 scopus 로고
    • A threshold model for the French Franc/Deutschmark exchange rate
    • Chappell, D., Padmore, J., Mistry, P., and C. Ellis (1995). A threshold model for the French Franc/Deutschmark exchange rate, Journal of Forecasting, Vol. 15, No. 3, pp 155-164.
    • (1995) Journal of Forecasting , vol.15 , Issue.3 , pp. 155-164
    • Chappell, D.1    Padmore, J.2    Mistry, P.3    Ellis, C.4
  • 5
    • 0002958046 scopus 로고
    • Predicting returns on Canadian Exchange Rates with Artificial Neural Networks and EGARCH-M Models
    • Refenes, A-P.N., Abu-Mostafa, Y., Moody, J. and Weigend, A. (Eds.), London, World Scientific, Singapore
    • Episcopos, A. and Davis, J. (1995). Predicting returns on Canadian Exchange Rates with Artificial Neural Networks and EGARCH-M Models. In Neural Networks Financial Engineering, Proceedings of the third International Conference on Neural Networks in the Capital Markets, Refenes, A-P.N., Abu-Mostafa, Y., Moody, J. and Weigend, A. (Eds.), London, World Scientific, Singapore, 135-145.
    • (1995) Neural Networks Financial Engineering, Proceedings of the Third International Conference on Neural Networks in the Capital Markets , pp. 135-145
    • Episcopos, A.1    Davis, J.2
  • 6
    • 0025444410 scopus 로고
    • The fuzzy GMDH algorithm by possibility models and its application
    • Hayashi, I. and Tanaka, H. (1990). The fuzzy GMDH algorithm by possibility models and its application. Fuzzy Sets and Systems 36. 245-258.
    • (1990) Fuzzy Sets and Systems , vol.36 , pp. 245-258
    • Hayashi, I.1    Tanaka, H.2
  • 8
    • 0016972878 scopus 로고
    • Sequential GMDH algorithm and its application to river flow prediction
    • July
    • Ikeda S., Ochiai, M. and Sawaragi.Y. (1976). Sequential GMDH algorithm and its application to river flow prediction. IEEE Transaction on Systems, Man and Cybernetics, July, 1976.
    • (1976) IEEE Transaction on Systems, Man and Cybernetics , pp. 1976
    • Ikeda, S.1    Ochiai, M.2
  • 9
    • 0001784588 scopus 로고
    • The Group Method of Data Handling-A rival of the method of stochastic approximation
    • vol 13 c/c of Av-tomatika
    • Ivakhnenko, A. G., (1968). The Group Method of Data Handling-A rival of the method of stochastic approximation. Soviet Automatic Control, vol 13 c/c of Av-tomatika, 1, 3, 43-55.
    • (1968) Soviet Automatic Control , vol.1 , Issue.3 , pp. 43-55
    • Ivakhnenko, A.G.1
  • 11
    • 34250403944 scopus 로고
    • A selforganizing model of British economy for control with optimal prediction using the Balance-of-Variables criterion
    • Parks, P., Ivakhnenko, A. G., Boichuk, L. M. and Svetalsky, B. K. (1975). A selforganizing model of British economy for control with optimal prediction using the Balance-of-Variables criterion. Int. J. of Computer and Information Sciences, vol 4, No. 4.
    • (1975) Int. J. Of Computer and Information Sciences , vol.4 , Issue.4
    • Parks, P.1    Ivakhnenko, A.G.2    Boichuk, L.M.3    Svetalsky, B.K.4


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.