Genetically evolved models and normality of their fitted residuals

DOI10.1016/S0165-1889(00)00004-XzbMath0983.91513MaRDI QIDQ5941430

M. A. Kaboudan

Publication date: 20 August 2001

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

zbMATH Keywords

time seriesgenetic programminggenetically evolved modelsGPQuick

Mathematics Subject Classification ID

Economic time series analysis (91B84) Software, source code, etc. for problems pertaining to game theory, economics, and finance (91-04)

Related Items (5)

GP VERSUS GLS SPATIAL INDEX MODELS TO FORECAST SINGLE-FAMILY HOME PRICES ⋮ Forecasting with computer-evolved model specifications: A genetic programming application. ⋮ Computational Forecasting of Wavelet-converted Monthly Sunspot Numbers ⋮ EXTENDED DAILY EXCHANGE RATES FORECASTS USING WAVELET TEMPORAL RESOLUTIONS ⋮ [1]Modeling dynamic systems by using the nonlinear difference equations based on genetic programming]

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A two-dimensional mapping with a strange attractor
• DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS
• ARMA MODELLING WITH NON-GAUSSIAN INNOVATIONS
• Non-linear threshold autoregressive models for non-linear random vibrations
• THE STATISTICAL ANALYSIS OF PERTURBED LIMIT CYCLE PROCESSES USING NONLINEAR TIME SERIES MODELS
• On a measure of lack of fit in time series models
• Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables
• Oscillation and Chaos in Physiological Control Systems
• Simple mathematical models with very complicated dynamics
• Tests for serial correlation in regression analysis based on the periodogram of least-squares residuals

This page was built for publication: Genetically evolved models and normality of their fitted residuals