| Presentation | 2004/9/9 On Modeling of Time Series based on the Genetic Programming and its Application to Clustering Shozo TOKINAGA, Jianjung LU, |
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| PDF Download Page | PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | This paper deals with modeling of time series based on the Genetic Programming and its application to clustering. We approximate the model to generate the time series based on the GP so that a simple feature description is available. Since the pool of individuals include a set of expression to model various time series in the same cluster, then the system is robust to time scale expansion and shrinking and additive noise. Then, the system is applied to the clustering eleven clusters of time series generated by time scale warping and additive noise. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | Time Series Model / Genetic Programming / Clustering / Stock Price |
| Paper # | EA2004-57,SIP2004-61,SIS2004-28 |
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| Conference Information | |
| Committee | SIP |
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| Conference Date | 2004/9/9(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
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| Paper Information | |
| Registration To | Signal Processing (SIP) |
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| Language | JPN |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | On Modeling of Time Series based on the Genetic Programming and its Application to Clustering |
| Sub Title (in English) | |
| Keyword(1) | Time Series Model |
| Keyword(2) | Genetic Programming |
| Keyword(3) | Clustering |
| Keyword(4) | Stock Price |
| 1st Author's Name | Shozo TOKINAGA |
| 1st Author's Affiliation | Graduate School of Economics, Kyushu University() |
| 2nd Author's Name | Jianjung LU |
| 2nd Author's Affiliation | Graduate School of Economics, Kyushu University |
| Date | 2004/9/9 |
| Paper # | EA2004-57,SIP2004-61,SIS2004-28 |
| Volume (vol) | vol.104 |
| Number (no) | 305 |
| Page | pp.pp.- |
| #Pages | 6 |
| Date of Issue | |