Evolving predictors for chaotic time series

Neural networks are a popular representation for inducing single-step predictors for chaotic times series. For complex time series it is often the case that a large number of hidden units must be used to reliably acquire appropriate predictors. This paper describes an evolutionary method that evolves a class of dynamic systems with a form similar to neural networks but requiring fewer computational units. Results for experiments on two popular chaotic times series are described and the current method's performance is shown to compare favorably with using larger neural networks.

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