DARWIN: An evolutionary program for nonlinear modeling of chaotic time series. This paper describes an evolutionary program, DARWIN, to approximate the mathematical model that generates a given time series. DARWIN is programmed in standard FORTRAN 77, is platform versatile and user-friendly. The program is based on an evolutionary algorithms of the same name suggested by the same authors [Phys. Rev. E55, 2557-2468 (1997)]. The search procedure is based on Darwinian theories of natural selection and survival. An initial population of potential solutions is subjected to an evolutionary process described by selection, reproduction and mutation processes which are repeated over generations until an optimum individual is finally found. Authors claim that DARWIN is particularly useful when the dynamical model that creates the time series is nonlinear. A real case study is presented at the end of the paper.
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References in zbMATH (referenced in 3 articles , 1 standard article )
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- Navarro-Barrientos, J.-Emeterio: Adaptive investment strategies for periodic environments (2008)
- Sánchez, Luciano; Villar, José R.: Obtaining transparent models of chaotic systems with multi-objective simulated annealing algorithms (2008)
- Alvarez, A.; Orfila, A.; Tintore, J.: DARWIN: An evolutionary program for nonlinear modeling of chaotic time series (2001)