论文信息 - The Application of Genetic Programming to the Investigation of Short, Noisy, Chaotic Data Series

The Application of Genetic Programming to the Investigation of Short, Noisy, Chaotic Data Series

Techniques to investigate chaotic data require long noisefree series. Genetic programming allows fitting of arbitrary functions to short noisy datasets. Conventional genetic programming was used to fit Lisp S-expressions to a known chaotic series (the Mackey-Glass equation, discretized to a map) with added noise. Embedding was performed by including previous values in time in the terminal set. Prediction intervals were 20–1065 steps into the future, based upon near-minimal 35 ‘training’ points from the series.

E. Howard | N. Oakley

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