"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, page iii.
Tauritz, Daniel R.
Wilkerson, Ralph W.
M.S. in Computer Science
Missouri University of Science and Technology
ix, 56 pages
© 2008 Christopher Mark Gore, All rights reserved.
Thesis - Open Access
Machine learning -- Mathematical models
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Electronic OCLC #
Link to Catalog Record
Gore, Christopher Mark, "A time series classifier" (2008). Masters Theses. 4609.