Impact of noise on a dynamical system: prediction and uncertainties from a swarm-optimized neural network

In this study, an artificial neural network (ANN) based on particle swarm optimization (PSO) was developed for the time series prediction. The hybrid ANN+PSO algorithm was applied on Mackey--Glass chaotic time series in the short-term $x(t+6)$. The performance prediction was evaluated and compared with another studies available in the literature. Also, we presented properties of the dynamical system via the study of chaotic behaviour obtained from the predicted time series. Next, the hybrid ANN+PSO algorithm was complemented with a Gaussian stochastic procedure (called {\it stochastic} hybrid ANN+PSO) in order to obtain a new estimator of the predictions, which also allowed us to compute uncertainties of predictions for noisy Mackey--Glass chaotic time series. Thus, we studied the impact of noise for several cases with a white noise level ($\sigma_{N}$) from 0.01 to 0.1.Comment: 11 pages, 8 figure

Adaptive particle swarm optimization

An adaptive particle swarm optimization (APSO) that features better search efficiency than classical particle swarm optimization (PSO) is presented. More importantly, it can perform a global search over the entire search space with faster convergence speed. The APSO consists of two main steps. First, by evaluating the population distribution and particle fitness, a real-time evolutionary state estimation procedure is performed to identify one of the following four defined evolutionary states, including exploration, exploitation, convergence, and jumping out in each generation. It enables the automatic control of inertia weight, acceleration coefficients, and other algorithmic parameters at run time to improve the search efficiency and convergence speed. Then, an elitist learning strategy is performed when the evolutionary state is classified as convergence state. The strategy will act on the globally best particle to jump out of the likely local optima. The APSO has comprehensively been evaluated on 12 unimodal and multimodal benchmark functions. The effects of parameter adaptation and elitist learning will be studied. Results show that APSO substantially enhances the performance of the PSO paradigm in terms of convergence speed, global optimality, solution accuracy, and algorithm reliability. As APSO introduces two new parameters to the PSO paradigm only, it does not introduce an additional design or implementation complexity

Parameter estimation for VSI-Fed PMSM based on a dynamic PSO with learning strategies

© 1986-2012 IEEE.A dynamic particle swarm optimization with learning strategy (DPSO-LS) is proposed for key parameter estimation for permanent magnet synchronous machines (PMSMs), where the voltage-source inverter (VSI) nonlinearities are taken into account in the parameter estimation model and can be estimated simultaneously with other machine parameters. In the DPSO-LS algorithm, a novel movement modification equation with variable exploration vector is designed to effectively update particles, enabling swarms to cover large areas of search space with large probability and thus the global search ability is enhanced. Moreover, a Gaussian-distribution-based dynamic opposition-based learning strategy is developed to help the pBest jump out local optima. The proposed DPSO-LS can significantly enhance the estimator model accuracy and dynamic performance. Finally, the proposed algorithm is applied to multiple parameter estimation including the VSI nonlinearities of a PMSM. The performance of DPSO-LS is compared with several existing PSO algorithms, and the comparison results show that the proposed parameters estimation method has better performance in tracking the variation of machine parameters effectively and estimating the VSI nonlinearities under different operation conditions

A Comprehensive Survey on Particle Swarm Optimization Algorithm and Its Applications

Particle swarm optimization (PSO) is a heuristic global optimization method, proposed originally by Kennedy and Eberhart in 1995. It is now one of the most commonly used optimization techniques. This survey presented a comprehensive investigation of PSO. On one hand, we provided advances with PSO, including its modifications (including quantum-behaved PSO, bare-bones PSO, chaotic PSO, and fuzzy PSO), population topology (as fully connected, von Neumann, ring, star, random, etc.), hybridization (with genetic algorithm, simulated annealing, Tabu search, artificial immune system, ant colony algorithm, artificial bee colony, differential evolution, harmonic search, and biogeography-based optimization), extensions (to multiobjective, constrained, discrete, and binary optimization), theoretical analysis (parameter selection and tuning, and convergence analysis), and parallel implementation (in multicore, multiprocessor, GPU, and cloud computing forms). On the other hand, we offered a survey on applications of PSO to the following eight fields: electrical and electronic engineering, automation control systems, communication theory, operations research, mechanical engineering, fuel and energy, medicine, chemistry, and biology. It is hoped that this survey would be beneficial for the researchers studying PSO algorithms

A particle swarm optimization levy flight algorithm for imputation of missing creatinine dataset

Clinicians could intervene during what may be a crucial stage for preventing permanent kidney injury if patients with incipient Acute Kidney Injury (AKI) and those at high risk of developing AKI could be identified. This paper proposes an improved mechanism to machine learning imputation algorithms by introducing the Particle Swarm Levy Flight algorithm. We improve the algorithms by modifying the Particle Swarm Optimization Algorithm (PSO), by enhancing the algorithm with levy flight (PSOLF). The creatinine dataset that we collected, including AKI diagnosis and staging, mortality at hospital discharge, and renal recovery, are tested and compared with other machine learning algorithms such as Genetic Algorithm and traditional PSO. The proposed algorithms' performances are validated with a statistical significance test. The results show that SVMPSOLF has better performance than the other method. This research could be useful as an important tool of prognostic capabilities for determining which patients are likely to suffer from AKI, potentially allowing clinicians to intervene before kidney damage manifests