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| Title: | A time series classifier | |
| Author (s): | Gore, Christopher Mark, 1978- | |
| Advisor(s): | Tauritz, Daniel R. | |
| Issue Date: | 2008 | |
| Publisher: | Missouri University of Science and Technology | |
| Citation: | Gore, Christopher Mark. "A Time Series Classifier." Master's Thesis, Computer Science, Missouri University of Science and Technology, 2008. | |
| Abstract: | "A time series is a sequence of data measured at successive time intervals. Time series analysis refers to all of the methods employed to understand such data, either with the purpose of explaining the underlying system producing the data or to try to predict future data points in the time series...An evolutionary algorithm is a non-deterministic method of searching a solution space, and modeled after biological evolutionary processes. A learning classifier system (LCS) is a form of evolutionary algorithm that operates on a population of mapping rules. We introduce the time series classifier TSC, a new type of LCS that allows for the modeling and prediction of time series data, derived from Wilson's XCSR, an LCS designed for use with real-valued inputs. Our method works by modifying the makeup of the rules in the LCS so that they are suitable for use on a time series...We tested TSC on real-world historical stock data"--Abstract, p. iii. | |
| Type: | Thesis/Dissertation text | |
| Copyright Notice: | These materials are protected under copyright by the original author. | |
| Link to this page: | ||
| URL: | ||
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| title | A time series classifier | |
| contributor.advisor | Tauritz, Daniel R. | |
| contributor.author | Gore, Christopher Mark, 1978- | |
| subject.LCSH | Evolutionary computation. | |
| subject.LCSH | Investment analysis. | |
| subject.LCSH | Machine learning -- Mathematical models. | |
| subject.LCSH | Time-series analysis. | |
| date.issued | 2008 | |
| publisher | Missouri University of Science and Technology | |
| identifier.URI | ||
| identifier.citation | Gore, Christopher Mark. "A Time Series Classifier." Master's Thesis, Computer Science, Missouri University of Science and Technology, 2008. | |
| identifier.oclc | 226378581 | |
| description | Includes bibliographical references (p. 53-55). | |
| description | Mode of access: World Wide Web. | |
| description | System requirements: Adobe Acrobat Reader; Internet browser. | |
| description | The entire thesis text is included in file. | |
| description | Thesis (M.S.)--Missouri University of Science and Technology, 2008. | |
| description | Title from title screen of thesis/dissertation PDF file (viewed April 29, 2008) | |
| description | Vita. | |
| description.abstract | "A time series is a sequence of data measured at successive time intervals. Time series analysis refers to all of the methods employed to understand such data, either with the purpose of explaining the underlying system producing the data or to try to predict future data points in the time series...An evolutionary algorithm is a non-deterministic method of searching a solution space, and modeled after biological evolutionary processes. A learning classifier system (LCS) is a form of evolutionary algorithm that operates on a population of mapping rules. We introduce the time series classifier TSC, a new type of LCS that allows for the modeling and prediction of time series data, derived from Wilson's XCSR, an LCS designed for use with real-valued inputs. Our method works by modifying the makeup of the rules in the LCS so that they are suitable for use on a time series...We tested TSC on real-world historical stock data"--Abstract, p. iii. | |
| description. statementOfResponsibility | by Christopher Mark Gore. | |
| type | Thesis/Dissertation | |
| type.DCMIType | text | |
| rights | These materials are protected under copyright by the original author. | |
| language.ISO639-2 | eng | |
| format.extent | ix, 56 p. : ill., digital, PDF file. | |
| date.accessioned | 2008-04-21T14:43:31Z | |
| date.available | 2008-04-29T20:35:08Z | |
| identifier.persist.URI | ||
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