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TimeSeriesPredictionFitness Class
Fitness function for times series prediction problem
Inheritance Hierarchy
SystemObject
  Accord.GeneticTimeSeriesPredictionFitness

Namespace:  Accord.Genetic
Assembly:  Accord.Genetic (in Accord.Genetic.dll) Version: 3.8.0
Syntax
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public class TimeSeriesPredictionFitness : IFitnessFunction
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The TimeSeriesPredictionFitness type exposes the following members.

Constructors
  NameDescription
Public methodTimeSeriesPredictionFitness
Initializes a new instance of the TimeSeriesPredictionFitness class.
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Methods
  NameDescription
Public methodEquals
Determines whether the specified object is equal to the current object.
(Inherited from Object.)
Public methodEvaluate
Evaluates chromosome.
Protected methodFinalize
Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object.)
Public methodGetHashCode
Serves as the default hash function.
(Inherited from Object.)
Public methodGetType
Gets the Type of the current instance.
(Inherited from Object.)
Protected methodMemberwiseClone
Creates a shallow copy of the current Object.
(Inherited from Object.)
Public methodToString
Returns a string that represents the current object.
(Inherited from Object.)
Public methodTranslate
Translates genotype to phenotype.
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Extension Methods
  NameDescription
Public Extension MethodHasMethod
Checks whether an object implements a method with the given name.
(Defined by ExtensionMethods.)
Public Extension MethodIsEqual
Compares two objects for equality, performing an elementwise comparison if the elements are vectors or matrices.
(Defined by Matrix.)
Public Extension MethodTo(Type)Overloaded.
Converts an object into another type, irrespective of whether the conversion can be done at compile time or not. This can be used to convert generic types to numeric types during runtime.
(Defined by ExtensionMethods.)
Public Extension MethodToTOverloaded.
Converts an object into another type, irrespective of whether the conversion can be done at compile time or not. This can be used to convert generic types to numeric types during runtime.
(Defined by ExtensionMethods.)
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Remarks

The fitness function calculates fitness value of GP and GEP chromosomes with the aim of solving times series prediction problem using sliding window method. The fitness function's value is computed as:

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100.0 / ( error + 1 )
where error equals to the sum of absolute differences between predicted value and actual future value.

Sample usage:

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// number of points from the past used to predict new one
int windowSize = 5;
// time series to predict
double[] data = new double[13] { 1, 2, 4, 7, 11, 16, 22, 29, 37, 46, 56, 67, 79 };
// constants
double[] constants = new double[10] { 1, 2, 3, 5, 7, 11, 13, 17, 19, 23 };
// create population
Population population = new Population( 100,
new GPTreeChromosome( new SimpleGeneFunction( windowSize + constants.Length ) ),
new TimeSeriesPredictionFitness( data, windowSize, 1, constants ),
new EliteSelection( ) );
// run one epoch of the population
population.RunEpoch( );
See Also