Modeling Time Series of Real Systems using Genetic Programming

Details Modeling Time Series of Real Systems using Genetic Programming Modeling Time Series of Real Systems using Genetic Programming

2006-07-14

arxiv.org/abs/nlin/0607029v1

Nonlinear Sciences

Chaotic Dynamics

10 pages, 9 figures, submitted to Physical Review E

Scientific paper

Analytic models of two computer generated time series (Logistic map and Rossler system) and two real time series (ion saturation current in Aditya Tokamak plasma and NASDAQ composite index) are constructed using Genetic Programming (GP) framework. In each case, the optimal map that results from fitting part of the data set also provides a very good description of rest of the data. Predictions made using the map iteratively range from being very good to fair.

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