GETS: Grammatical Evolution based Optimization of Smoothing Parameters in Univariate Time Series Forecasting

Conor Ryan, Meghana Kshirsagar, Purva Chaudhari, Rushikesh Jachak

2020

Abstract

Time series forecasting is a technique that predicts future values using time as one of the dimensions. The learning process is strongly controlled by fine-tuning of various hyperparameters which is often resource extensive and requires domain knowledge. This research work focuses on automatically evolving suitable hyperparameters of time series for level, trend and seasonality components using Grammatical Evolution. The proposed Grammatical Evolution Time Series framework can accept datasets from various domains and select the appropriate parameter values based on the nature of dataset. The forecasted results are compared with a traditional grid search algorithm on the basis of error metric, efficiency and scalability.

Paper Citation

in Harvard Style

Ryan C., Kshirsagar M., Chaudhari P. and Jachak R. (2020). GETS: Grammatical Evolution based Optimization of Smoothing Parameters in Univariate Time Series Forecasting. In Proceedings of the 12th International Conference on Agents and Artificial Intelligence - Volume 2: ICAART, ISBN 978-989-758-395-7, pages 595-602. DOI: 10.5220/0008963305950602

in Bibtex Style

@conference{icaart20,
author={Conor Ryan and Meghana Kshirsagar and Purva Chaudhari and Rushikesh Jachak},
title={GETS: Grammatical Evolution based Optimization of Smoothing Parameters in Univariate Time Series Forecasting},
booktitle={Proceedings of the 12th International Conference on Agents and Artificial Intelligence - Volume 2: ICAART,},
year={2020},
pages={595-602},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0008963305950602},
isbn={978-989-758-395-7},
}

in EndNote Style

TY - CONF

JO - Proceedings of the 12th International Conference on Agents and Artificial Intelligence - Volume 2: ICAART,
TI - GETS: Grammatical Evolution based Optimization of Smoothing Parameters in Univariate Time Series Forecasting
SN - 978-989-758-395-7
AU - Ryan C.
AU - Kshirsagar M.
AU - Chaudhari P.
AU - Jachak R.
PY - 2020
SP - 595
EP - 602
DO - 10.5220/0008963305950602