Optimal prediction intervals for macroeconomic time series using chaos and evolutionary multi-objective optimization algorithms

In a first-of-its-kind study, this paper formulates the problem of estimating the prediction intervals (PIs) in a macroeconomic time series as a bi-objective optimization problem and solves it with three evolutionary algorithms namely, Non-dominated Sorting Genetic Algorithm (NSGA-II), Non-dominated...

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Vydané v:	Swarm and evolutionary computation Ročník 71; s. 101070
Hlavní autori:	Sarveswararao, Vangala, Ravi, Vadlamani, Huq, Shaik Tanveer Ul
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Elsevier B.V 01.06.2022
Predmet:	Bi-objective optimization Chaos Evolutionary multiobjective optimization algorithms Macroeconomic time series Prediction intervals Chaos Prediction intervals Bi-objective optimization Macroeconomic time series Evolutionary multiobjective optimization algorithms
ISSN:	2210-6502
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