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Last update: February 19, 2014

 

Weighted RRSE Fitness Function

The Weighted RRSE fitness function is based on 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 Weighted RRSE fitness function weights each record incrementally in order to give more weight to more recent records. Consequently, this fitness function is particularly useful for time series data.


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 Released February 19, 2014

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