Economic forecasting using genetic algorithms

被引:0
|
作者
Agapie, A [1 ]
Agapie, A [1 ]
机构
[1] Inst Econ Forecasting, Bucharest, Romania
[2] Natl Inst Microtechnol, Bucharest, Romania
关键词
D O I
暂无
中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
When one deals with short-length, non-stationary time series with seasonal components, the statistical procedures of forecasting or even the neural networks prove to be unsatisfactory. We propose in this paper a Genetic Algorithm method for finding the optimal parameters involved in the classical Holt-Winters model of time series forecasting.
引用
收藏
页码:543 / 544
页数:2
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