Evolutionary Computation for Dynamic Parameter Optimisation of Evolving Connectionist Systems for On-line Prediction of Time Series with Changing Dynamics

The paper describes a method of using evolutionary computation technique for parameter optimisation of evolving connectionist systems (ECOS) that operate in an online, life-long learning mode. ECOS evolve their structure and functionality from an incoming stream of data in either a supervised-, or/a...

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Bibliographic Details
Main Authors: Kasabov, N (Author), Song, Q. (Author), Nishikawa, I. (Author)
Format: Others
Published: IEEE, 2009-05-27T22:18:48Z.
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Summary:The paper describes a method of using evolutionary computation technique for parameter optimisation of evolving connectionist systems (ECOS) that operate in an online, life-long learning mode. ECOS evolve their structure and functionality from an incoming stream of data in either a supervised-, or/and in an unsupervised mode. The algorithm is illustrated on a case study of predicting a chaotic time-series that changes its dynamics over time. With the on-line parameter optimisation of ECOS, a faster adaptation and a better prediction is achieved. The method is practically applicable for real time applications.