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Gene Expression Programming

Time Series Prediction Video

This quick tour to Time Series Prediction shows how easy it is to make predictions with GeneXproTools using Dow-Jones industrial historical data. It covers all the basic steps of predictive modeling, including: (1) Loading and transforming a time series, (2) Creating models in testing mode, (3) Evaluating the predictive power of a model, (4) Creating models in prediction mode, (5) Generating code automatically, (6) Optimizing a model, (7) Simplifying a model, (8) Experimenting with different embedding dimensions and delay times, (9) Choosing the set of mathematical functions to work with, (10) Choosing different architectures or model plans, (11) Experimenting with different numerical constants, and (12) Exploring different fitness functions. All the video takes are real-time modeling sessions without cuts to give you a feel for how easy it is to make predictions with GeneXproTools. For all the runs of this video, each value from the original raw time series (data file dj.dat obtained from the Time Series Data Library) was replaced by its moving average using a smoothing period of 10.


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