Aplicación del algoritmo AdaBoost.RT para la predicción del indice COLCAP y el diseño de un controlador no lineal

Abstract

In this project, a prediction model of the COLCAP Index and a controller with nonlinear characteristics based on the AdaBoost.RT algorithm with self-adaptive φ were generated. For the case of the prediction is carried out from actions that are part of the Colombian stock exchange and from the values of the actions of the current day the prediction of the index COLCAP of the following day is realized, obtaining a model with 48 Weak Learners and an average percentage error of 1.247%. As for the control case, the inverted pendulum system was stabilized by means of a controller designed from the AdaBoost algorithm, obtaining a model with 39 Weak Learners, Overshoot of 2.08 ° and stabilization time of 4.16s. In both cases it was necessary to tune the parameters of the algorithm according to the problem to be solved.