Stats (Jan 2021)

Fusing Nature with Computational Science for Optimal Signal Extraction

  • Hossein Hassani,
  • Mohammad Reza Yeganegi,
  • Xu Huang

DOI
https://doi.org/10.3390/stats4010006
Journal volume & issue
Vol. 4, no. 1
pp. 71 – 85

Abstract

Read online

Fusing nature with computational science has been proved paramount importance and researchers have also shown growing enthusiasm on inventing and developing nature inspired algorithms for solving complex problems across subjects. Inevitably, these advancements have rapidly promoted the development of data science, where nature inspired algorithms are changing the traditional way of data processing. This paper proposes the hybrid approach, namely SSA-GA, which incorporates the optimization merits of genetic algorithm (GA) for the advancements of Singular Spectrum Analysis (SSA). This approach further boosts the performance of SSA forecasting via better and more efficient grouping. Given the performances of SSA-GA on 100 real time series data across various subjects, this newly proposed SSA-GA approach is proved to be computationally efficient and robust with improved forecasting performance.

Keywords