NDLI: An evolutionary Morphological-Rank-Linear approach for time series prediction

Content Provider	IEEE Xplore Digital Library
Author	de A. Araujo, R. Vasconcelos, G.C. Ferreira, T.A.E.
Copyright Year	2007
Description	Author affiliation: Fed. Univ. of Pernambuco, Recife (de A. Araujo, R.; Vasconcelos, G.C.; Ferreira, T.A.E.)
Abstract	In this paper, a hybrid evolutionary Morphological-Rank-Linear (MRL) approach is proposed for time series forecasting. The proposed method consists of an Intelligent Hybrid Evolutionary MRL (IHEMRL) model composed of an MRL filter and a modified Genetic Algorithm (GA) that employs optimal genetic operators that accelerate its search convergence. The modified GA searches for the particular time lags capable of a fine tuned characterization of the time series and estimates the initial (sub-optimal) parameters of the MRL filter (mixing parameter (lambda), rank (r), linear Finite Impulse Response (FIR) filter (6) and the Morphological-Rank (MR) filter (a) coefficients). Thus, each individual of the GA population is trained by the averaged Least Mean Squares (LMS) algorithm to further improve the MRL filter parameters supplied by the GA. Experiments are conducted with the proposed approach using three real world time series according to a group of relevant performance metrics and the results are compared both to ARIMA models and MultiLayer Perceptrons (MLP).
Starting Page	4321
Ending Page	4328
File Size	240116
Page Count	8
File Format	PDF
ISBN	9781424413393
DOI	10.1109/CEC.2007.4425035
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2007-09-25
Publisher Place	Singapore
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Finite impulse response filter Nonlinear filters Predictive models Genetic algorithms Mathematical model Acceleration Convergence Least squares approximation Measurement Multilayer perceptrons
Content Type	Text
Resource Type	Article

Sl.	Authority	Responsibilities	Communication Details
1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
5	Website/Portal (Helpdesk)	Queries regarding NDLI and its services	support@ndl.gov.in
6	Contents and Copyright Issues	Queries related to content curation and copyright issues	content@ndl.gov.in
7	National Digital Library of India Club (NDLI Club)	Queries related to NDLI Club formation, support, user awareness program, seminar/symposium, collaboration, social media, promotion, and outreach	clubsupport@ndl.gov.in
8	Digital Preservation Centre (DPC)	Assistance with digitizing and archiving copyright-free printed books	dpc@ndl.gov.in
9	IDR Setup or Support	Queries related to establishment and support of Institutional Digital Repository (IDR) and IDR workshops	idr@ndl.gov.in

A Morphological-Rank-Linear Approach for Software Development Cost Estimation

Fast learning algorithms for training of feedforward multilayer perceptrons based on extended Kalman filter

Morphological-Rank-Linear Time-lag Added Evolutionary Forecasting method for financial time series forecasting

Optimal FIR approximate inverse of linear periodic filters

A fast least squares linear phase adaptive filter

Block time and frequency domain modified covariance algorithms

Projection methods for improved performance in FIR adaptive filters

A fast affine projection algorithm for 2D filtering and linear prediction

Fast sequential least squares design of FIR filters with linear phase

An evolutionary Morphological-Rank-Linear approach for time series prediction

Similar Documents

A Morphological-Rank-Linear Approach for Software Development Cost Estimation

Fast learning algorithms for training of feedforward multilayer perceptrons based on extended Kalman filter

Morphological-Rank-Linear Time-lag Added Evolutionary Forecasting method for financial time series forecasting

Optimal FIR approximate inverse of linear periodic filters

A fast least squares linear phase adaptive filter

Block time and frequency domain modified covariance algorithms

Projection methods for improved performance in FIR adaptive filters

A fast affine projection algorithm for 2D filtering and linear prediction

Fast sequential least squares design of FIR filters with linear phase

An evolutionary Morphological-Rank-Linear approach for time series prediction