Publication Data
Improved Time Series Prediction and Symbolic Regression with Affine Arithmetic
Abstract: We show how affine arithmetic can be used to improve both
the performance and the robustness of genetic programming for problems such as symbolic
regression and time series prediction. Affine arithmetic is used to estimate
conservative bounds on the output range of expressions during evolution, which allows
us to discard trees with potentially infinite bounds, as well as those whose output
range lies outside the desired range implied by the training dataset. Benchmark
experiments are performed on 15 symbolic regression problems as well as 2 well-known
time series problems. Comparison with a baseline genetic programming system shows a
reduced number of ļ¬tness evaluations during t raining and improved generalization on
test data, completely eliminating extreme errors. We also apply this technique to the
problem of forecasting wind speed on a real world dataset, and the use of affine
arithmetic compares favorably with baseline genetic programming, feedforward neural
networks and support vector machines.
