Genetic Algorithm Time Series Forecast

Data stored column-wise in an input matrix are normalized as time series, with options to output just the normalized data, or the norm of each column as well. Fast, uses no loops.

Aligns matrix entries so that the center of the time series corresponds to the maximum value of the time series.

This code calculates the generalized Hurst exponent H(q) of a stochastic variable x(t) (a time series) from the scaling of the renormalized q-moments of the distribution/ ~ r^[qH(q)]The value of H(q) give indication about the fractal nature of the signal. H(q) = 0.5 corresponds to a Brownian...


Platforms: Matlab

A command-line peak fitting program for time-series signals, written as a self-contained Matlab function in a single m-file. Uses an non-linear optimization algorithm to decompose a complex, overlapping-peak signal into its component parts. The objective is to determine whether your signal can be...


Platforms: Matlab

TurboGA is an augmented version of the Matlab script SpeedyGA (also available on File Exchange). TurboGA uses a simple mechanism called clamping, which, according to a new theory about the workings of genetic algorithms (see http://www.cs.brandeis.edu/~kekib/dissertation.html ), should...


Platforms: Matlab

The Hodrick Prescott Filter (HP-Filter) is the most popular method to separate a time series x_t into its components. Let's suppose that the original series is composed of a trend component g_t and a cyclical component c_t.Solving the minimization problem is quite simple. This program decomposes...


Platforms: Matlab

A peak fitting program for time-series signals, written as a self-contained function in a single m-file. Uses an non-linear optimization algorithm to decompose a complex, overlapping-peak signal into its component parts. The objective is to determine whether your signal can be represented as the...


Platforms: Matlab

Mathematically simple, quickly- computable resolution enhancement for time-series signals consisting of partially overlapping peaks. It is based on subtracting the scaled, smoothed 2nd derivative and adding the scaled, smoothed 4th derivative to the original signal. The algorithm can be...


Platforms: Matlab

This program is an implementation of nondominated sorting genetic algorithm II (NSGA-II) proposed by K. Deb. Capabilities:1. R-NSGA-II: Reference-point-based NSGA-II.2. Coding: real, integer.3. GA operator: Intermediate crossover, Gaussian mutation.4. Constraint handling.5. Parallel computation...


Platforms: Matlab

Polar Parallel Coordinate Geometry (PPCG) plots standardardised time series data. Colour is used to demonstrate data through time; black being the oldest to white being the newest. 2 - 3 Std deviation warning/action limits are also highlighted by yellow/red respectively.


Platforms: Matlab

This is a collection of functions I wrote for use of MATLAB with tree-ring time series. Functions are included for skeleton plotting, group time-series plotting, and correlation analysis of seasonal climatic time series with tree-ring indices ("tree-ring response-functions").


Platforms: Matlab

Function calculates cosine cross-similarity between time series of threshold crossings with time lags. It also calculates dominant lag and maximum value.More detailshttp://www.ida.liu.se/~agbur/Software.htm


Platforms: Matlab

Calculates the Variance Ratio Test of a time series, with or without the heteroskedasticity correction.


Platforms: Matlab

This is a set of functions that allows to test the weak form market efficiency and thus the predictability of the time series returns through various tests: direct and indirect test.The direct tests are the two versions (individual and joint)of the variance ratio of Lo and MacKinlay (1988).The...


Platforms: Matlab

Finds a (near) optimal solution to a variation of the M-TSP (that has a variable number of salesmen) by setting up a GA to search for the shortest route (least distance needed or the salesmen to travel to each city exactly once and return to their starting locations). The salesmen originate from...


Platforms: Matlab

Function calculates window cross-similarity between time series of threshold crossings for selected window span. Correlation between high temporal resolution records aggregated over time for records of original resolution.More informationhttp://www.ida.liu.se/~agbur/Software.htm


Platforms: Matlab

Calculates the Mutual Average Information of a time series for some time lag.


Platforms: Matlab

It is used to generate useful solutions to optimization and search problems. Genetic algorithms belong to the larger class of evolutionary algorithms, which generate solutions to optimization problems using techniques inspired by natural evolution, such as inheritance, mutation, selection, and...


Platforms: Matlab

http://simulations.narod.ru/There is a set of cities (points) in 2d plane. Each city has road to each city. We need to find loop-path that will be in each city only one time and path length is minimal. There are lot of paths with different lengths. A path can have crossover with another path and...


Platforms: Matlab

XLSTAT is a complete analysis and statistics add-in for Excel. It has been developed since 1993. XLSTAT includes more than 240 features in general or field-specific solutions. The use of Excel as an interface makes XLSTAT a user-friendly and highly efficient statistical and multivariate data...


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