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Last update: February 19, 2014
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Weighted RAE 2 Fitness Function
The Weighted RAE 2 fitness function
is based on the
Relative Absolute Error (RAE).
The RAE 2 component is implemented so that you can choose different
simple models besides the usual target average.
Moreover, the RAE 2 differs from the common RAE in the evaluation of the denominator term,
where instead of using the target output to calculate the difference between
the target and the simple model, the model output is used instead, resulting in a more dynamic,
forever adapting solution space.
The Weighted RAE 2 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.
See Also:
Related Tutorials:
Related Videos:
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