Skip to main content

2015 | OriginalPaper | Buchkapitel

6. Sliding Window Symbolic Regression for Detecting Changes of System Dynamics

verfasst von : Stephan M. Winkler, Michael Affenzeller, Gabriel Kronberger, Michael Kommenda, Bogdan Burlacu, Stefan Wagner

Erschienen in: Genetic Programming Theory and Practice XII

Verlag: Springer International Publishing

Aktivieren Sie unsere intelligente Suche, um passende Fachinhalte oder Patente zu finden.

search-config
loading …

Abstract

In this chapter we discuss sliding window symbolic regression and its ability to systematically detect changing dynamics in data streams. The sliding window defines the portion of the data visible to the algorithm during training and is moved over the data. The window is moved regularly based on the generations or on the current selection pressure when using offspring selection. The sliding window technique has the effect that population has to adapt to the constantly changing environmental conditions.
In the empirical section of this chapter, we focus on detecting change points of analyzed systems’ dynamics. We show its effectiveness on various artificial data sets and discuss the results obtained when the sliding window moved in each generation and when it is moved only when a selection pressure threshold is reached. The results show that sliding window symbolic regression can be used to detect change points in systems dynamics for the considered data sets.

Sie haben noch keine Lizenz? Dann Informieren Sie sich jetzt über unsere Produkte:

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

  • über 102.000 Bücher
  • über 537 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Maschinenbau + Werkstoffe
  • Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Springer Professional "Technik"

Online-Abonnement

Mit Springer Professional "Technik" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 390 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Maschinenbau + Werkstoffe




 

Jetzt Wissensvorsprung sichern!

Springer Professional "Wirtschaft"

Online-Abonnement

Mit Springer Professional "Wirtschaft" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 340 Zeitschriften

aus folgenden Fachgebieten:

  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Versicherung + Risiko




Jetzt Wissensvorsprung sichern!

Literatur
Zurück zum Zitat Affenzeller M, Winkler S, Wagner S, Beham A (2009) Genetic algorithms and genetic programming: modern concepts and practical applications. Numerical insights. CRC Press, SingaporeCrossRef Affenzeller M, Winkler S, Wagner S, Beham A (2009) Genetic algorithms and genetic programming: modern concepts and practical applications. Numerical insights. CRC Press, SingaporeCrossRef
Zurück zum Zitat Affenzeller M, Winkler SM, Kronberger G, Kommenda M, Burlacu B, Wagner S (2013) Gaining deeper insights in symbolic regression. In: Riolo R, Moore JH, Kotanchek M (eds) Genetic programming theory and practice XI, genetic and evolutionary computation. Springer, Ann Arbor, chap 10, pp 175–190 Affenzeller M, Winkler SM, Kronberger G, Kommenda M, Burlacu B, Wagner S (2013) Gaining deeper insights in symbolic regression. In: Riolo R, Moore JH, Kotanchek M (eds) Genetic programming theory and practice XI, genetic and evolutionary computation. Springer, Ann Arbor, chap 10, pp 175–190
Zurück zum Zitat Hulten G, Spencer L, Domingos P (2001) Mining time-changing data streams. Proceedings of the 7th ACM SIGKDD International Conference on Knowledge Discovery and Data Mining, pp 97–106 Hulten G, Spencer L, Domingos P (2001) Mining time-changing data streams. Proceedings of the 7th ACM SIGKDD International Conference on Knowledge Discovery and Data Mining, pp 97–106
Zurück zum Zitat Koza JR (1992) Genetic programming: on the programming of computers by means of natural selection. MIT Press, CambridgeMATH Koza JR (1992) Genetic programming: on the programming of computers by means of natural selection. MIT Press, CambridgeMATH
Zurück zum Zitat Poli R (2003) A simple but theoretically-motivated method to control bloat in genetic programming. In: Ryan C, Soule T, Keijzer M, Tsang E, Poli R, Costa E (eds) Genetic programming, Proceedings of EuroGP'2003. Springer-Verlag, Essex, LNCS, vol 2610, pp 204–217 Poli R (2003) A simple but theoretically-motivated method to control bloat in genetic programming. In: Ryan C, Soule T, Keijzer M, Tsang E, Poli R, Costa E (eds) Genetic programming, Proceedings of EuroGP'2003. Springer-Verlag, Essex, LNCS, vol 2610, pp 204–217
Zurück zum Zitat Rasmussen CE, Williams CK (2006) Gaussian processes for machine learning. The MIT Press, Cambridge, Massachusetts Rasmussen CE, Williams CK (2006) Gaussian processes for machine learning. The MIT Press, Cambridge, Massachusetts
Zurück zum Zitat Vladislavleva K, Veeramachaneni K, Burland M, Parcon J, O’Reilly UM (2010) Knowledge mining with genetic programming methods for variable selection in flavor design. In: Branke J, Pelikan M, Alba E, Arnold DV, Bongard J, Brabazon A, Branke J, Butz MV, Clune J, Cohen M, Deb K, Engelbrecht AP, Krasnogor N, Miller JF, O’Neill M, Sastry K, Thierens D, van Hemert J, Vanneschi L, Witt C (eds) GECCO '10: Proceedings of the 12th annual conference on genetic and evolutionary computation, ACM, Portland, Oregon, USA, pp 941–948. doi:10.1145/1830483.1830651 Vladislavleva K, Veeramachaneni K, Burland M, Parcon J, O’Reilly UM (2010) Knowledge mining with genetic programming methods for variable selection in flavor design. In: Branke J, Pelikan M, Alba E, Arnold DV, Bongard J, Brabazon A, Branke J, Butz MV, Clune J, Cohen M, Deb K, Engelbrecht AP, Krasnogor N, Miller JF, O’Neill M, Sastry K, Thierens D, van Hemert J, Vanneschi L, Witt C (eds) GECCO '10: Proceedings of the 12th annual conference on genetic and evolutionary computation, ACM, Portland, Oregon, USA, pp 941–948. doi:10.1145/1830483.1830651
Zurück zum Zitat Wagner N, Michalewicz Z, Khouja M, McGregor RR (2007) Time series forecasting for dynamic environments: the DyFor genetic program model. IEEE Trans Evolut Comput 11(4):433–452. doi:10.1109/TEVC.2006.882430CrossRef Wagner N, Michalewicz Z, Khouja M, McGregor RR (2007) Time series forecasting for dynamic environments: the DyFor genetic program model. IEEE Trans Evolut Comput 11(4):433–452. doi:10.1109/TEVC.2006.882430CrossRef
Zurück zum Zitat Widmer G, Kubat M (1996) Learning in the presence of concept drift and hidden contexts. Mach Learn 23(2):69–101 Widmer G, Kubat M (1996) Learning in the presence of concept drift and hidden contexts. Mach Learn 23(2):69–101
Zurück zum Zitat Winkler S, Efendic H, Del Re L, Affenzeller M, Wagner S (2007a) Online modelling based on genetic programming. Int J Intell Syst Technol Appl 2(2/3):255–270 Winkler S, Efendic H, Del Re L, Affenzeller M, Wagner S (2007a) Online modelling based on genetic programming. Int J Intell Syst Technol Appl 2(2/3):255–270
Zurück zum Zitat Winkler SM, Affenzeller M, Wagner S (2007b) Selection pressure driven sliding window genetic programming. Lecture Notes in Computer Science 4739: Computer Aided Systems Theory - EuroCAST 2007, pp 789–795 Winkler SM, Affenzeller M, Wagner S (2007b) Selection pressure driven sliding window genetic programming. Lecture Notes in Computer Science 4739: Computer Aided Systems Theory - EuroCAST 2007, pp 789–795
Zurück zum Zitat Zuo J, Tang Cj, Li C, Yuan Ca, Chen Al (2004) Time series prediction based on gene expression programming. In: Li Q, Wang G, Feng L (eds) Advances in Web-Age Information Management, Lecture Notes in Computer Science, vol 3129. Springer, Berlin, pp 55–64 Zuo J, Tang Cj, Li C, Yuan Ca, Chen Al (2004) Time series prediction based on gene expression programming. In: Li Q, Wang G, Feng L (eds) Advances in Web-Age Information Management, Lecture Notes in Computer Science, vol 3129. Springer, Berlin, pp 55–64
Metadaten
Titel
Sliding Window Symbolic Regression for Detecting Changes of System Dynamics
verfasst von
Stephan M. Winkler
Michael Affenzeller
Gabriel Kronberger
Michael Kommenda
Bogdan Burlacu
Stefan Wagner
Copyright-Jahr
2015
DOI
https://doi.org/10.1007/978-3-319-16030-6_6

Premium Partner