Time series forecasting by neural networks: A knee point-based multiobjective evolutionary algorithm approach

作者:

Highlights:

• Two new multiobjective algorithms NSJADE and KP-NSJADE are proposed.

• The proposed multiobjective algorithms are used to solve the time series forecasting problem.

• Knee point is applied to the time series forecasting problem for the first time.

摘要

•Two new multiobjective algorithms NSJADE and KP-NSJADE are proposed.•The proposed multiobjective algorithms are used to solve the time series forecasting problem.•Knee point is applied to the time series forecasting problem for the first time.

论文关键词:Artificial neural network (ANN),Multiobjective evolutionary algorithm (MOEA),Time series forecasting (TSF),Knee point

论文评审过程:Available online 15 July 2014.

论文官网地址:https://doi.org/10.1016/j.eswa.2014.06.041