Research Article

HYBRID CODED GENETIC ALGORITHM TOWARDS DETERMINING SMOOTH TRANSITION AUTOREGRESSIVE MODELS

Number: 24 April 29, 2016
Istanbul University Econometrics and Statistics e-Journal Cover
Istanbul University Econometrics and Statistics e-Journal
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HYBRID CODED GENETIC ALGORITHM TOWARDS DETERMINING SMOOTH TRANSITION AUTOREGRESSIVE MODELS

Abstract

In this paper, the specification of the smooth transition autoregressive (STAR) models as an optimization problem has been handled with genetic algorithms. In this context a hybrid-coded genetic algorithm is used. The success of the genetic algorithm based approach is evaluated via a benchmark STAR model determined by conventional method. Better-fitted models than the benchmark model are obtained with the proposed approach.

Keywords

References

  1. Balcombe, K. G. (2005). Model Selection Using Information Criteria and Genetic Algorithms. Computational Economics, 25(3), 207-228.
  2. Baragona, R., Battaglia, F., & Cucina, D. (2004). Fitting piecewise linear threshold autoregressive models by means

Details

Primary Language

English

Subjects

-

Journal Section

Research Article

Authors

Serkan Taştan
CUMHURIYET UNIV

Nilgün Çil
İstanbul Üniveristesi

Publication Date

April 29, 2016

Submission Date

January 16, 2017

Acceptance Date

-

Published in Issue

Year 2016 Number: 24

IZ

https://izlik.org/JA79WW33WU

Cite

RIS / Bibtex
APA
Taştan, S., & Çil, N. (2016). HYBRID CODED GENETIC ALGORITHM TOWARDS DETERMINING SMOOTH TRANSITION AUTOREGRESSIVE MODELS. Istanbul University Econometrics and Statistics E-Journal, 24, 10-29. https://izlik.org/JA79WW33WU
AMA
1.Taştan S, Çil N. HYBRID CODED GENETIC ALGORITHM TOWARDS DETERMINING SMOOTH TRANSITION AUTOREGRESSIVE MODELS. Istanbul University Econometrics and Statistics e-Journal. 2016;(24):10-29. https://izlik.org/JA79WW33WU
Chicago
Taştan, Serkan, and Nilgün Çil. 2016. “HYBRID CODED GENETIC ALGORITHM TOWARDS DETERMINING SMOOTH TRANSITION AUTOREGRESSIVE MODELS”. Istanbul University Econometrics and Statistics E-Journal, nos. 24: 10-29. https://izlik.org/JA79WW33WU.
EndNote
Taştan S, Çil N (April 1, 2016) HYBRID CODED GENETIC ALGORITHM TOWARDS DETERMINING SMOOTH TRANSITION AUTOREGRESSIVE MODELS. Istanbul University Econometrics and Statistics e-Journal 24 10–29.
IEEE
[1]S. Taştan and N. Çil, “HYBRID CODED GENETIC ALGORITHM TOWARDS DETERMINING SMOOTH TRANSITION AUTOREGRESSIVE MODELS”, Istanbul University Econometrics and Statistics e-Journal, no. 24, pp. 10–29, Apr. 2016, [Online]. Available: https://izlik.org/JA79WW33WU
ISNAD
Taştan, Serkan - Çil, Nilgün. “HYBRID CODED GENETIC ALGORITHM TOWARDS DETERMINING SMOOTH TRANSITION AUTOREGRESSIVE MODELS”. Istanbul University Econometrics and Statistics e-Journal. 24 (April 1, 2016): 10-29. https://izlik.org/JA79WW33WU.
JAMA
1.Taştan S, Çil N. HYBRID CODED GENETIC ALGORITHM TOWARDS DETERMINING SMOOTH TRANSITION AUTOREGRESSIVE MODELS. Istanbul University Econometrics and Statistics e-Journal. 2016;:10–29.
MLA
Taştan, Serkan, and Nilgün Çil. “HYBRID CODED GENETIC ALGORITHM TOWARDS DETERMINING SMOOTH TRANSITION AUTOREGRESSIVE MODELS”. Istanbul University Econometrics and Statistics E-Journal, no. 24, Apr. 2016, pp. 10-29, https://izlik.org/JA79WW33WU.
Vancouver
1.Serkan Taştan, Nilgün Çil. HYBRID CODED GENETIC ALGORITHM TOWARDS DETERMINING SMOOTH TRANSITION AUTOREGRESSIVE MODELS. Istanbul University Econometrics and Statistics e-Journal [Internet]. 2016 Apr. 1;(24):10-29. Available from: https://izlik.org/JA79WW33WU