摘要
结合禁忌搜索算法和递推遗传算法提出一种新的遗传算法——禁忌 -递阶遗传算法 ,该算法能在一定程度上克服早熟问题。通过求解复杂的非线性系统——分整增广 GARCH- M模型的参数优化问题 ,表明该算法具有较高的精确性和可行性。
A new genetic algorithm based on the integrating tabu search algorithm and hierarchy genetic algorithm is proposed. The new genetie algorithm--Tabu Hierarchy Genetic Algorithm (THGA) can avoid the 'premature' problem to a certain extent. The parameters optimization problem of a complicated nonlinear system fractional integrated augmented GARCH M model is solved by THGA, which shows that the algorithm has better accuracy and feasibility.
出处
《控制与决策》
EI
CSCD
北大核心
2001年第4期480-483,共4页
Control and Decision
基金
国家自然科学基金项目 ( 69874 0 2 8)
