Multi resolution genetic programming approach for stream flow forecasting

Maheswaran Rathinasamy, Rakesh Khosa

Research output: Chapter in Book/Report/Conference proceedingConference contribution

3 Scopus citations

Abstract

Genetic Programming (GP) is increasingly used as an alternative for Artificial Neural Networks (ANN) in many applications viz. forecasting, classification etc. However, GP models are limited in scope as their application is restricted to stationary systems. This study proposes use of Multi Resolution Genetic Programming (MRGP) based approach as an alternative modelling strategy to treat non-stationaries. The proposed approach is a synthesis of Wavelets based Multi-Resolution Decomposition and Genetic Programming. Wavelet transform is used to decompose the time series at different scales of resolution so that the underlying temporal structures of the original time series become more tractable. Further, Genetic Programming is then applied to capture the underlying process through evolutionary algorithms. In the case study investigated, the MRGP is applied for forecasting one month ahead stream flow in Fraser River, Canada, and its performance compared with the conventional, but scale insensitive, GP model. The results show the MRGP as a promising approach for flow forecasting.

Original languageEnglish (US)
Title of host publicationSwarm, Evolutionary, and Memetic Computing - Second International Conference, SEMCCO 2011, Proceedings
Pages714-722
Number of pages9
EditionPART 1
DOIs
StatePublished - Dec 1 2011
Event2nd International Conference on Swarm, Evolutionary, and Memetic Computing, SEMCCO 2011 - Visakhapatnam, Andhra Pradesh, India
Duration: Dec 19 2011Dec 21 2011

Publication series

NameLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
NumberPART 1
Volume7076 LNCS
ISSN (Print)0302-9743
ISSN (Electronic)1611-3349

Other

Other2nd International Conference on Swarm, Evolutionary, and Memetic Computing, SEMCCO 2011
CountryIndia
CityVisakhapatnam, Andhra Pradesh
Period12/19/1112/21/11

Keywords

  • Genetic Programming
  • Multiscale Forecasting
  • Stream flow
  • Wavelet Analysis

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