Genetic Algorithm Search for Predictive Patterns in Multidimensional Time Series

Based on an algorithm for pattern matching in character strings, we implement a pattern matching machine that searches for occurrences of patterns in multidimensional time series. Before the search process takes place, time series are encoded in user-designed alphabets. The patterns, on the other hand, are formulated as regular expressions that are composed of letters from these alphabets and operators. Furthermore, we develop a genetic algorithm to breed patterns that maximize a user-defined fitness function. In an application to financial data, we show that patterns bred to predict high exchange rates volatility in training samples retain statistically significant predictive power in validation samples.

Fronts, jumps and secondary introductions suggested as different invasion patterns in marine species, with an increase in spread rates over time

Not all introduced (invasive) species in a region will spread from a single point of introduction. Long-distance dispersal or further introductions can obscure the pattern of spread, but the regional importance of such processes is difficult to gauge. These difficulties are further compounded when information on the multiple scale process of invasive species range expansion is reduced to one-dimensional estimates of spread (e. g. km yr(-1)). We therefore compared the results of two different metrics of range expansion: maximum linear rate of spread and accumulation of occupied grid squares (50 x 50 km) over time. An analysis of records for 54 species of introduced marine macrophytes in the Mediterranean and northeast Atlantic revealed cases where the invasion process was probably missed (e. g. Atlantic Bonnemaisonia hamifera) and suggested cases of secondary introductions or erratic jump dispersal (Dasysiphonia sp. and Womersleyella setacea). A majority of species analysed showed evidence for an accumulation of invaded sites without a clear invasion front. Estimates of spread rate are increasing for more recent introductions. The increase is greater than can be accounted for by temporally varying search effort and implies a historical increase in vector efficiency and/or a decreased resistance of native communities to invasion.