Nothing Special   »   [go: up one dir, main page]

skip to main content
10.1145/1389095.1389327acmconferencesArticle/Chapter ViewAbstractPublication PagesgeccoConference Proceedingsconference-collections
research-article

On the genetic programming of time-series predictors for supply chain management

Published: 12 July 2008 Publication History

Abstract

Single and multi-step time-series predictors were evolved for forecasting minimum bidding prices in a simulated supply chain management scenario. Evolved programs were allowed to use primitives that facilitate the statistical analysis of historical data. An investigation of the relationships between the use of such primitives and the induction of both accurate and predictive solutions was made, with the statistics calculated based on three input data transformation methods: integral, differential, and rational. Results are presented showing which features work best for both single-step and multi-step predictions.

References

[1]
K. Chellapilla. Evolving computer programs without subtree crossover. IEEE Transactions on Evolutionary Computation, 1997.
[2]
S.-H. Chen. Genetic Algorithms and Genetic Programming in Computational Finance. Kluwer Academic Publishers, 2002.
[3]
A. L. Garcia-Almanza and E. P. K. Tsang. Forecasting stock prices using genetic programming and chance discovery. In 12th International Conference On Computing In Economics And Finance, 2006.
[4]
A. Hui. Using genetic programming to perform time-series forecasting of stock prices. In Genetic Algorithms and Genetic Programming at Stanford. 2003.
[5]
H. Iba and N. Nikolaev. Genetic programming polynomial models of financial data series. In Proceedings of the IEEE 2000 Congress on Evolutionary Computation, 2000.
[6]
J. Koza. Genetic Programming: on the programming of computers by means of natural selection. MIT Press, Cambridge, MA, (1992).
[7]
G. Y. Lee. Genetic recursive regression for modeling and forecasting real-world chaotic time series. In Advances in Genetic Programming 3. 1999.
[8]
N. Y. Nikolaev and H. Iba. Genetic programming of polynomial models for financial forecasting. In Genetic Algorithms and Genetic Programming in Computational Finance. 2002.
[9]
H. Oakley. Two scientific applications of genetic programming: Stack filters and non-linear equation fitting to chaotic data. In Advances in Genetic Programming. 1994.
[10]
W. Panyaworayan and G. Wuetschner. Time series prediction using a recursive algorithm of a combination of genetic programming and constant optimization. Electronics and Energetics, 2002.
[11]
D. Rivero, J. R. Rabunal, J. Dorado, and A. Pazos. Time series forecast with anticipation using genetic programming. In Computational Intelligence and Bioinspired Systems, 8th International Work-Conference on Artificial Neural Networks, 2005.
[12]
K. Rodriguez-Vazquez and P. J. Fleming. Genetic programming for dynamic chaotic systems modelling. In Proceedings of the IEEE CEC, 1999.
[13]
M. Santini and A. Tettamanzi. Genetic programming for financial time series prediction. In Genetic Programming, Proceedings of EuroGP'2001, 2001.
[14]
R. Schwaerzel and T. Bylander. Predicting currency exchange rates by genetic programming with trigonometric functions and high-order statistics. In Proceedings of the 8th annual conference on Genetic and evolutionary computation, 2006.
[15]
I. Yoshihara, T. Aoyama, and M. Yasunaga. GP-based modeling method for time series prediction with parameter optimization and node alternation. In Proceedings of the 2000 IEEE Congress on Evolutionary Computation, 2000.
[16]
T. Yu and S.-H. Chen. Using genetic programming with lambda abstraction to find technical trading rules. In Computing in Economics and Finance, 2004.
[17]
W. Zhang, Z. ming Wu, and G. ke Yang. Genetic programming-based chaotic time series modeling. Journal of Zhejiang University Science, 2004.

Cited By

View all
  • (2017)Time series forecasting for dynamic quality of web servicesJournal of Systems and Software10.1016/j.jss.2017.09.011134:C(279-303)Online publication date: 1-Dec-2017
  • (2016)An evolutionary computing approach for estimating global solar radiation2016 IEEE International Conference on Renewable Energy Research and Applications (ICRERA)10.1109/ICRERA.2016.7884553(285-290)Online publication date: Nov-2016
  • (2016)Search based approach to forecasting QoS attributes of web services using genetic programmingInformation and Software Technology10.1016/j.infsof.2016.08.00980:C(158-174)Online publication date: 1-Dec-2016
  • Show More Cited By

Recommendations

Comments

Please enable JavaScript to view thecomments powered by Disqus.

Information & Contributors

Information

Published In

cover image ACM Conferences
GECCO '08: Proceedings of the 10th annual conference on Genetic and evolutionary computation
July 2008
1814 pages
ISBN:9781605581309
DOI:10.1145/1389095
  • Conference Chair:
  • Conor Ryan,
  • Editor:
  • Maarten Keijzer
Permission to make digital or hard copies of all or part of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for components of this work owned by others than ACM must be honored. Abstracting with credit is permitted. To copy otherwise, or republish, to post on servers or to redistribute to lists, requires prior specific permission and/or a fee. Request permissions from [email protected]

Sponsors

Publisher

Association for Computing Machinery

New York, NY, United States

Publication History

Published: 12 July 2008

Permissions

Request permissions for this article.

Check for updates

Author Tags

  1. iterated single-step prediction
  2. prediction/forecasting
  3. single-step prediction
  4. statistical time-series features

Qualifiers

  • Research-article

Conference

GECCO08
Sponsor:

Acceptance Rates

Overall Acceptance Rate 1,669 of 4,410 submissions, 38%

Contributors

Other Metrics

Bibliometrics & Citations

Bibliometrics

Article Metrics

  • Downloads (Last 12 months)2
  • Downloads (Last 6 weeks)0
Reflects downloads up to 16 Nov 2024

Other Metrics

Citations

Cited By

View all
  • (2017)Time series forecasting for dynamic quality of web servicesJournal of Systems and Software10.1016/j.jss.2017.09.011134:C(279-303)Online publication date: 1-Dec-2017
  • (2016)An evolutionary computing approach for estimating global solar radiation2016 IEEE International Conference on Renewable Energy Research and Applications (ICRERA)10.1109/ICRERA.2016.7884553(285-290)Online publication date: Nov-2016
  • (2016)Search based approach to forecasting QoS attributes of web services using genetic programmingInformation and Software Technology10.1016/j.infsof.2016.08.00980:C(158-174)Online publication date: 1-Dec-2016
  • (2015)Applying Genetic Programming for Time-Aware Dynamic QoS PredictionProceedings of the 2015 IEEE International Conference on Mobile Services10.1109/MobServ.2015.39(217-224)Online publication date: 27-Jun-2015
  • (2015)Time-series event-based predictionInformation Sciences: an International Journal10.1016/j.ins.2014.12.054301:C(99-123)Online publication date: 20-Apr-2015
  • (2014)Rule extraction using genetic programming for accurate sales forecasting2014 IEEE Symposium on Computational Intelligence and Data Mining (CIDM)10.1109/CIDM.2014.7008669(210-216)Online publication date: Dec-2014
  • (2014)Optimizing a Cloud Contract Portfolio Using Genetic Programming-Based Load ModelsGenetic Programming Theory and Practice XI10.1007/978-1-4939-0375-7_3(47-63)Online publication date: 10-Mar-2014
  • (2012)Evolving seasonal forecasting models with genetic programming in the context of pricing weather-derivativesProceedings of the 2012t European conference on Applications of Evolutionary Computation10.1007/978-3-642-29178-4_14(135-144)Online publication date: 11-Apr-2012
  • (2012)Genetic Programming for the Induction of Seasonal Forecasts: A Study on Weather DerivativesFinancial Decision Making Using Computational Intelligence10.1007/978-1-4614-3773-4_6(159-188)Online publication date: 22-Jun-2012
  • (2011)Nature-Inspired Intelligence in Supply Chain ManagementSupply Chain Optimization, Design, and Management10.4018/978-1-61520-633-9.ch001(1-31)Online publication date: 2011
  • Show More Cited By

View Options

Login options

View options

PDF

View or Download as a PDF file.

PDF

eReader

View online with eReader.

eReader

Media

Figures

Other

Tables

Share

Share

Share this Publication link

Share on social media