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Introduction
GETS is a Grammatical Evolution Time Series Framework built on top of PonyGE to predict forecast from time-series data using Grammatical Evolution.
Grammatical Evolution or simply GE is a biologically inspired algorithm that uses evolutionary computing techniques to automatically generate computer programs Ryan, 1998. GE generates programs using the desired fitness function, which either needs to be minimised or maximised, depending on the application. Programs are represented using a genome, a variable-length string of codons (eight bits) and grammar is used to perform genotype to phenotype mapping from the genome.
Time Series is a series of data points recorded at equal intervals of time. It consists of four components:
- Level: Level is the average value of observations defined over a period.
- Trend: Trend is defined as a change in behaviour over time in observations which is generally a constant movement in data.
- Seasonality: A series of patterns which is repeated many times over a short period
- Residue: Undesirable noise present in data.
PonyGE2 is an implementation of Grammatical Evolution in Python. The reference paper for the same can be accessed from here.
GETS is specifically designed to predict the forecast from time-series data built on top of PonyGE2. The reference paper for GETS is published in ScitePress and can be accessed from here. The GETS paper can be referenced as below:
Reference to GETS
Ryan, C.; Kshirsagar, M.; Chaudhari, P. and Jachak, Rushikesh (2020). GETS: Grammatical Evolution based Optimization of Smoothing Parameters in Univariate Time Series Forecasting. In Proceedings of the 12th International Conference on Agents and Artificial Intelligence - Volume 2: ICAART, ISBN 978-989-758-395-7, ISSN 2184-433X, pages 595-602. DOI: 10.5220/0008963305950602
GETS require python version 3.7 or higher. All the requirements are provided in requirements.txt file. It can be satisfied by running the following command:
pip3 install -r requirements.txt
All requirements come default with Anaconda3.