Abstract
Threshold autoregressive model (TAR model) has certain characteristics due to which linear models fail to fit a nonlinear time series, while the problem of how to find an appropriate threshold value still attracts many researchers’ attention. In this paper, we apply the genetic algorithms to estimate the threshold and lag parameters r and d for TAR models. The selection operator is formulated following Darwin's principle of survival of the fittest to guide the trek through a search space. The crossover and mutation operators have been inspired by the mechanisms of gene mutation and chromosome recombination.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.