3,714 research outputs found
Forecasting foreign exchange rates with adaptive neural networks using radial basis functions and particle swarm optimization
The motivation for this paper is to introduce a hybrid Neural Network architecture of Particle
Swarm Optimization and Adaptive Radial Basis Function (ARBF-PSO), a time varying leverage
trading strategy based on Glosten, Jagannathan and Runkle (GJR) volatility forecasts and a
Neural Network fitness function for financial forecasting purposes. This is done by
benchmarking the ARBF-PSO results with those of three different Neural Networks
architectures, a Nearest Neighbors algorithm (k-NN), an autoregressive moving average model
(ARMA), a moving average convergence/divergence model (MACD) plus a naïve strategy.
More specifically, the trading and statistical performance of all models is investigated in a
forecast simulation of the EUR/USD, EUR/GBP and EUR/JPY ECB exchange rate fixing time
series over the period January 1999 to March 2011 using the last two years for out-of-sample
testing
A Review on Energy Consumption Optimization Techniques in IoT Based Smart Building Environments
In recent years, due to the unnecessary wastage of electrical energy in
residential buildings, the requirement of energy optimization and user comfort
has gained vital importance. In the literature, various techniques have been
proposed addressing the energy optimization problem. The goal of each technique
was to maintain a balance between user comfort and energy requirements such
that the user can achieve the desired comfort level with the minimum amount of
energy consumption. Researchers have addressed the issue with the help of
different optimization algorithms and variations in the parameters to reduce
energy consumption. To the best of our knowledge, this problem is not solved
yet due to its challenging nature. The gap in the literature is due to the
advancements in the technology and drawbacks of the optimization algorithms and
the introduction of different new optimization algorithms. Further, many newly
proposed optimization algorithms which have produced better accuracy on the
benchmark instances but have not been applied yet for the optimization of
energy consumption in smart homes. In this paper, we have carried out a
detailed literature review of the techniques used for the optimization of
energy consumption and scheduling in smart homes. The detailed discussion has
been carried out on different factors contributing towards thermal comfort,
visual comfort, and air quality comfort. We have also reviewed the fog and edge
computing techniques used in smart homes
A Comparison of Nature Inspired Algorithms for Multi-threshold Image Segmentation
In the field of image analysis, segmentation is one of the most important
preprocessing steps. One way to achieve segmentation is by mean of threshold
selection, where each pixel that belongs to a determined class islabeled
according to the selected threshold, giving as a result pixel groups that share
visual characteristics in the image. Several methods have been proposed in
order to solve threshold selectionproblems; in this work, it is used the method
based on the mixture of Gaussian functions to approximate the 1D histogram of a
gray level image and whose parameters are calculated using three nature
inspired algorithms (Particle Swarm Optimization, Artificial Bee Colony
Optimization and Differential Evolution). Each Gaussian function approximates
thehistogram, representing a pixel class and therefore a threshold point.
Experimental results are shown, comparing in quantitative and qualitative
fashion as well as the main advantages and drawbacks of each algorithm, applied
to multi-threshold problem.Comment: 16 pages, this is a draft of the final version of the article sent to
the Journa
A Review of the Family of Artificial Fish Swarm Algorithms: Recent Advances and Applications
The Artificial Fish Swarm Algorithm (AFSA) is inspired by the ecological
behaviors of fish schooling in nature, viz., the preying, swarming, following
and random behaviors. Owing to a number of salient properties, which include
flexibility, fast convergence, and insensitivity to the initial parameter
settings, the family of AFSA has emerged as an effective Swarm Intelligence
(SI) methodology that has been widely applied to solve real-world optimization
problems. Since its introduction in 2002, many improved and hybrid AFSA models
have been developed to tackle continuous, binary, and combinatorial
optimization problems. This paper aims to present a concise review of the
family of AFSA, encompassing the original ASFA and its improvements,
continuous, binary, discrete, and hybrid models, as well as the associated
applications. A comprehensive survey on the AFSA from its introduction to 2012
can be found in [1]. As such, we focus on a total of {\color{blue}123} articles
published in high-quality journals since 2013. We also discuss possible AFSA
enhancements and highlight future research directions for the family of
AFSA-based models.Comment: 37 pages, 3 figure
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