Genetic programming of polynomial harmonic networks using the discrete Fourier transform.

Abstract

This paper presents a genetic programming system that evolves polynomial harmonic networks. These are multilayer feed-forward neural networks with polynomial activation functions. The novel hybrids assume that harmonics with non-multiple frequencies may enter as inputs the activation polynomials. The harmonics with non-multiple, irregular frequencies are derived analytically using the discrete Fourier transform. The polynomial harmonic networks have tree-structured topology which makes them especially suitable for evolutionary structural search. Empirical results show that this hybrid genetic programming system outperforms an evolutionary system manipulating polynomials, the traditional Koza-style genetic programming, and the harmonic GMDH network algorithm on processing time series.