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Last update: February 19, 2014

 

Trends with Punishment Fitness Function

The Trends with Punishment fitness function is a multi-objective function that explores the idea of trends and attributes rewards or punishments when a model hits or not on the trend. It also combines the up/down hits with the Root Relative Squared Error (RRSE). The RRSE component is implemented so that you can choose different simple models besides the usual target average.

The Trends with Punishment fitness function is particularly useful for time series data.


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 Released February 19, 2014

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