FreqAI: generalizing adaptive modeling for chaotic time-series market forecasts
نویسندگان
چکیده
منابع مشابه
Genetic programming-based chaotic time series modeling.
This paper proposes a Genetic Programming-Based Modeling (GPM) algorithm on chaotic time series. GP is used here to search for appropriate model structures in function space, and the Particle Swarm Optimization (PSO) algorithm is used for Nonlinear Parameter Estimation (NPE) of dynamic model structures. In addition, GPM integrates the results of Nonlinear Time Series Analysis (NTSA) to adjust t...
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ژورنال
عنوان ژورنال: Journal of open source software
سال: 2022
ISSN: ['2475-9066']
DOI: https://doi.org/10.21105/joss.04864