Comparison of artificial intelligence methods for predicting the time series problem
Stylianos Sp. Pappas, Lambros Ekonomou · 2006
Abstract: This paper studies the time series prediction problem. Artificial intelligence methods are applied to two different time series in order to compare their effectiveness and their producing results. The applied methods are based on the Group Method of Data Handling (GMDH) algorithms and the hybrid method of GMDH and Genetic Algorithms, i.e. Genetics-Based Self-Organising Network (GBSON). Finally useful conclusions and the advantages and disadvantages of each method are stated.