Time Series Prediction Based on Complex-Valued S-System Model

Bin Yang, Wenzheng Bao and Yuehui Chen

Complexity, 2020, vol. 2020, 1-13

Abstract:

Symbolic regression has been utilized to infer mathematical formulas in order to solve the complex prediction and classification problems. In this paper, complex-valued S-system model (CVSS) is proposed to predict real-valued time series data. In a CVSS model, input variables and rate constants are complex-valued. The time series data need to be translated into complex numbers. The hybrid evolutionary algorithm based on complex-valued restricted additive tree and firefly algorithm is proposed to search the optimal CVSS model. Three financial time series data and Mackey–Glass chaos time series are collected to evaluate our proposed method. The experiment results show that the predicted data are very close to the target ones and our method could obtain the better RMSE, MAP, MAPE, POCID, , and ARV performances than ARIMA, radial basis function neural network (RBFNN), flexible neural tree (FNT), ordinary differential equation (ODE), and S-system.

Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:hin:complx:6393805

DOI: 10.1155/2020/6393805

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