Borrelli, A.; De Falco, I.; Della Cioppa, A.; Nicodemi, M. - In: Physica A: Statistical Mechanics and its Applications 370 (2006) 1, pp. 104-108
In this paper an approach based on genetic programming for forecasting stochastic time series is outlined. To obtain a suitable test-bed some well-known time series are dressed with noise. The GP approach is endowed with a multiobjective scheme relying on statistical properties of the faced...
