Genetic Algorithm Time Series Forecast

When drawing financial time series from various markets, one usually needs to make some adjustments before evaluating the series. One of the major concerns is that due to different national holidays or working days across countries, the dates happen to be not synchronized. Clearly this could make...

Semi variance method and scaled windowed variance method for fractal time series analysis.Referernce: Evaluating scaled windowed variance methods for estimating the Hurst coefficient of time series Physica A: Statistical and Theoretical PhysicsVolume 241, Issues 3-4, 15 July 1997, Pages 606-626

Extended compact genetic algorithm (ECGA) is an algorithm that can solve hard problemsin the binary domain. ECGA is reliable and accurate because of the capability ofdetecting building blocks, but certain difficulties are encountered when we directly applyECGA to problems in the integer domain....


Platforms: Matlab

N-queen generalized genetic algorithm. Parameters can be changed and tested.It has very basic but effective functions of selection,crossover and mutation.Queens are randomly positioned in the beginning.I have written it for n-queens.It gives a good amount of solutions for queens > 8.Also you can...


Platforms: Matlab

The time series viewer is a tool for interactive exploration of time series data. It was designed with flight test data in mind, but could be used for other applications.This viewer allows you to interactively visualize time series data in your MATLAB workspace. It provides limited analysis...


Platforms: Matlab

The zip files contains four files for date management on a time series created based on general steps. It was a quite useful in my PhD for time series. The scripts allow for finding a final date in a time series knowing only the initial date and the number of days. Also for creating a list of...


Platforms: Matlab

Use the mixed-integer genetic algorithm to solve an engineering design problem.Designs often require that components come from a list of available sizes. In this example, we show how the Genetic Algorithm can be used to find values for the Resistors and Thermistors in a circuit that meet our...


Platforms: Matlab

The CatMV program is a realization of the "Caterpillar"-SSA method for analysis of time series, which may contain missing values. The implemented algorithms result in extraction of additive components of time series such as trends and periodic components, with simultaneous filling in the missing...


Platforms: Windows

The algorithm computes the optimal route from a fixed predetermined starting point to all other cities without returning to the starting point. Requirements: - MATLAB 7.6 or higher


Platforms: Windows, Mac, *nix, Matlab, BSD Solaris

M-files accompanying the " Genetic Algorithms & New Optimization Methods in MATLAB " webinar.These files provide what you need to run the two demos: Optimization of non-smooth objective function, and Optimization of a random stochastic objective function.To run the first demo run the file...


Platforms: Matlab

4 files are included in the package:(1) fs01.m - the 1st-order local linear approximation (LLA) very similar to algorithm by Farmer and Sidorowich (1987). Uses constrained linear least squares (lsqlin) and(2) ts1.m - to reconstruct the vectors of the state space.(3) Example.m - runs fs01 and ts1...


Platforms: Matlab

Finds a (near) optimal solution to a variation of the M-TSP by setting up a GA to search for the shortest route (least distance needed for each salesman to travel from the start location to individual cities and back to the original starting place).Each salesman starts at the first point, and...


Platforms: Matlab

The algorithm computes the optimal route from a fixed predetermined starting point to all other cities without returning to the starting point.


Platforms: Matlab

NumXL is a Microsoft Excel add-in for econometrics and data analysis, designed to make finance modeling and time series easier to manage. You can perform all of your data work right in Excel. NumXL allows you to apply advanced econometric analysis quickly and easily via an intuitive user...


Platforms: Windows, Windows 8, Windows 7, Windows Server

Harbinger is a high performance time series data forecaster and benchmarking application for Windows that utilizes neural network technology to model the behavior of any univariate time series. It is highly optimized to achieve maximum computing performance from modern PC hardware, and includes...


Platforms: Windows

PGAPy is a wrapper for pgapack, the parallel genetic algorithm library, a powerfull genetic algorithm library by D. Levine, Mathematics and Computer Science Division Argonne National Laboratory. The library is written in C. PGAPy wraps this library for use with Python. The original pgapack...


Platforms: *nix

Acovea implements a genetic algorithm for finding the "best" options for compiling programs with the GCC C and C++ compilers. ACOVEA (Analysis of Compiler Options via Evolutionary Algorithm) implements a genetic algorithm to find the "best" options for compiling programs with the GNU Compiler...


Platforms: *nix

Cricket project is a high performance, extremely flexible system for monitoring trends in time-series data. Cricket was expressly developed to help network managers visualize and understand the traffic on their networks, but it can be used all kinds of other jobs, as well. Cricket has two...


Platforms: *nix

xl bit is a genetic algorithm base optimization software mimicking the evolution of life. It is known that this evolution of life operates on chromosomes. User-friendly and no programming needed. (see screenshot) Very similar to Excel Solver set up. Maximum 500 population allowed. 3...


Platforms: Windows

Time series and frequency spectrum analyzer optimized for handling of very long signals. It features: * Recording and playback with arbitrary real number sampling frequency with a real time sample rate converter of user configurable quality. * Real-time envelope and energy computation...


Platforms: Windows, Windows 8, Windows 7, Windows Server