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Last update: February 19, 2014
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Weighted RRSE 2 Fitness Function
The Weighted RRSE 2 fitness function
is based on the
Root Relative Squared Error (RRSE).
The RRSE 2 component is implemented so that you can choose different
simple models besides the usual target average.
Moreover, the RRSE 2 differs from the common RRSE in the evaluation of the denominator term,
where instead of using the target output to calculate the difference between
the target and the simple model, the model output is used instead, resulting in a more dynamic,
forever adapting solution space.
The Weighted RRSE 2 fitness function weights each record incrementally in order to give more weight to more recent records.
Consequently, this fitness function is particularly useful for time series data.
See Also:
Related Tutorials:
Related Videos:
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