minimize fitness function ga for 9 time series variables in matlab in matlab

To minimize a fitness function in MATLAB using a genetic algorithm (GA) for 9 time series variables, you can follow these steps:

  1. Define your fitness function:

    • The fitness function should take 9 time series variables as input and return a fitness value that reflects how well the variables meet your optimization criteria.
    • The fitness value should be a scalar.
    • Make sure the fitness function is suitable for minimization (e.g., use negative fitness values or convert maximization fitness to minimization).
  2. Define the GA options:

    • Set up the options for the GA, such as population size, number of generations, mutation rate, crossover fraction, etc.
    • You can use the gaoptimset function to create a structure with the desired options.
  3. Call the GA function:

    • Use the ga function to initiate the GA optimization.
    • Pass the fitness function, number of variables (9 in this case), lower and upper bounds for each variable, and the options structure.

Here's a sample code snippet to get you started:

main.m
% Step 1: Define your fitness function
fitnessFunc = @(x) yourFitnessFunction(x);

% Step 2: Define GA options
options = gaoptimset('PopulationSize', 50, 'Generations', 100, 'MutationFcn', @mutationadaptfeasible);

% Step 3: Call the GA function
numVars = 9;
lowerBounds = zeros(1, numVars); % adjust lower bounds as per your requirements
upperBounds = ones(1, numVars); % adjust upper bounds as per your requirements
[optimalVars, minFitness] = ga(fitnessFunc, numVars, [], [], [], [], lowerBounds, upperBounds, [], options);
527 chars
12 lines

In the above code, yourFitnessFunction represents your own implementation of the fitness function.

Make sure to adjust the GA options (such as population size, generations, etc.) and the bounds (lower and upper) according to your problem domain and requirements.

Remember to replace yourFitnessFunction with the actual name of your fitness function, or define it inline within the script.

This should provide you with a starting point for minimizing a fitness function in MATLAB using a genetic algorithm.

Note: The mutationadaptfeasible mutation function used in the above example is just one of the many mutation options available in MATLAB's genetic algorithm toolbox. Feel free to explore other mutation options based on your specific problem.

gistlibby LogSnag