public static OffspringSelectionGeneticAlgorithm CreateGpTimeSeriesSample()
{
var problem = new SymbolicTimeSeriesPrognosisSingleObjectiveProblem();
problem.Name = "Symbolic time series prognosis problem (Mackey Glass t=17)";
problem.ProblemData.Name = "Mackey Glass t=17";
problem.MaximumSymbolicExpressionTreeLength.Value = 125;
problem.MaximumSymbolicExpressionTreeDepth.Value = 12;
problem.EvaluatorParameter.Value.HorizonParameter.Value.Value = 10;
foreach (var symbol in problem.SymbolicExpressionTreeGrammar.Symbols)
{
if (symbol is Exponential || symbol is Logarithm)
{
symbol.Enabled = false;
}
else if (symbol is AutoregressiveTargetVariable)
{
symbol.Enabled = true;
var autoRegressiveSymbol = symbol as AutoregressiveTargetVariable;
autoRegressiveSymbol.MinLag = -30;
autoRegressiveSymbol.MaxLag = -1;
}
}
var osga = new OffspringSelectionGeneticAlgorithm();
osga.Name = "Genetic Programming - Time Series Prediction (Mackey-Glass-17)";
osga.Description = "A genetic programming algorithm for creating a time-series model for the Mackey-Glass-17 time series.";
osga.Problem = problem;
SamplesUtils.ConfigureOsGeneticAlgorithmParameters <GenderSpecificSelector, SubtreeCrossover, MultiSymbolicExpressionTreeManipulator>
(osga, popSize: 100, elites: 1, maxGens: 25, mutationRate: 0.15);
osga.MaximumSelectionPressure.Value = 100;
return(osga);
}
public static OffspringSelectionGeneticAlgorithm CreateGpTimeSeriesSample() {
var problem = new SymbolicTimeSeriesPrognosisSingleObjectiveProblem();
problem.Name = "Symbolic time series prognosis problem (Mackey Glass t=17)";
problem.ProblemData.Name = "Mackey Glass t=17";
problem.MaximumSymbolicExpressionTreeLength.Value = 125;
problem.MaximumSymbolicExpressionTreeDepth.Value = 12;
problem.EvaluatorParameter.Value.HorizonParameter.Value.Value = 10;
foreach (var symbol in problem.SymbolicExpressionTreeGrammar.Symbols) {
if (symbol is Exponential || symbol is Logarithm) {
symbol.Enabled = false;
} else if (symbol is AutoregressiveTargetVariable) {
symbol.Enabled = true;
var autoRegressiveSymbol = symbol as AutoregressiveTargetVariable;
autoRegressiveSymbol.MinLag = -30;
autoRegressiveSymbol.MaxLag = -1;
}
}
var osga = new OffspringSelectionGeneticAlgorithm();
osga.Name = "Genetic Programming - Time Series Prediction (Mackey-Glass-17)";
osga.Description = "A genetic programming algorithm for creating a time-series model for the Mackey-Glass-17 time series.";
osga.Problem = problem;
SamplesUtils.ConfigureOsGeneticAlgorithmParameters<GenderSpecificSelector, SubtreeCrossover, MultiSymbolicExpressionTreeManipulator>
(osga, popSize: 100, elites: 1, maxGens: 25, mutationRate: 0.15);
osga.MaximumSelectionPressure.Value = 100;
return osga;
}
