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

Self-optimization wavelet-learning method for predicting nonlinear thermal conductivity of highly heterogeneous materials with randomly hierarchical configurations

In the present work, we propose a self-optimization wavelet-learning method (SO-W-LM) with high accuracy and efficiency to compute the equivalent nonlinear thermal conductivity of highly heterogeneous materials with randomly hierarchical configurations. The randomly structural heterogeneity, temperature-dependent nonlinearity and material property uncertainty of heterogeneous materials are considered within the proposed self-optimization wavelet-learning framework. Firstly, meso- and micro-structural modeling of random heterogeneous materials are achieved by the proposed computer representation method, whose simulated hierarchical configurations have relatively high volume ratio of material inclusions. Moreover, temperature-dependent nonlinearity and material property uncertainties of random heterogeneous materials are modeled by a polynomial nonlinear model and Weibull probabilistic model, which can closely resemble actual material properties of heterogeneous materials. Secondly, an innovative stochastic three-scale homogenized method (STSHM) is developed to compute the macroscopic nonlinear thermal conductivity of random heterogeneous materials. Background meshing and filling techniques are devised to extract geometry and material features of random heterogeneous materials for establishing material databases. Thirdly, high-dimensional and highly nonlinear material features of material databases are preprocessed and reduced by wavelet decomposition technique. The neural networks are further employed to excavate the predictive models from dimension-reduced low-dimensional data

Particle swarm optimization with composite particles in dynamic environments

This article is placed here with the permission of IEEE - Copyright @ 2010 IEEEIn recent years, there has been a growing interest in the study of particle swarm optimization (PSO) in dynamic environments. This paper presents a new PSO model, called PSO with composite particles (PSO-CP), to address dynamic optimization problems. PSO-CP partitions the swarm into a set of composite particles based on their similarity using a "worst first" principle. Inspired by the composite particle phenomenon in physics, the elementary members in each composite particle interact via a velocity-anisotropic reflection scheme to integrate valuable information for effectively and rapidly finding the promising optima in the search space. Each composite particle maintains the diversity by a scattering operator. In addition, an integral movement strategy is introduced to promote the swarm diversity. Experiments on a typical dynamic test benchmark problem provide a guideline for setting the involved parameters and show that PSO-CP is efficient in comparison with several state-of-the-art PSO algorithms for dynamic optimization problems.This work was supported in part by the Key Program of the National Natural Science Foundation (NNSF) of China under Grant 70931001 and 70771021, the Science Fund for Creative Research Group of the NNSF of China under Grant 60821063 and 70721001, the Ph.D. Programs Foundation of the Ministry of education of China under Grant 200801450008, and by the Engineering and Physical Sciences Research Council of U.K. under Grant EP/E060722/1

IPO: An Inclined Planes System Optimization Algorithm

In the last decades, heuristic algorithms are widely used in solving problems in different fields of science and engineering. Most of these methods are inspired by natural phenomena, such as biological behaviours or physical principles. In this paper, a new optimization method based on the dynamic of sliding motion along a frictionless inclined plane is introduced. In the proposed algorithm, a collection of agents cooperate with each other and move toward better positions in the search space by employing Newton's second law and equations of motion. Our method is compared with other popular optimization algorithms and the results on 23 standard benchmark functions show its effectiveness in most cases

Uncertainty evaluation of reservoir simulation models using particle swarms and hierarchical clustering

History matching production data in finite difference reservoir simulation models has been and always will be a challenge for the industry. The principal hurdles that need to be overcome are finding a match in the first place and more importantly a set of matches that can capture the uncertainty range of the simulation model and to do this in as short a time as possible since the bottleneck in this process is the length of time taken to run the model. This study looks at the implementation of Particle Swarm Optimisation (PSO) in history matching finite difference simulation models. Particle Swarms are a class of evolutionary algorithms that have shown much promise over the last decade. This method draws parallels from the social interaction of swarms of bees, flocks of birds and shoals of fish. Essentially a swarm of agents are allowed to search the solution hyperspace keeping in memory each individual’s historical best position and iteratively improving the optimisation by the emergent interaction of the swarm. An intrinsic feature of PSO is its local search capability. A sequential niching variation of the PSO has been developed viz. Flexi-PSO that enhances the exploration and exploitation of the hyperspace and is capable of finding multiple minima. This new variation has been applied to history matching synthetic reservoir simulation models to find multiple distinct history 3 matches to try to capture the uncertainty range. Hierarchical clustering is then used to post-process the history match runs to reduce the size of the ensemble carried forward for prediction. The success of the uncertainty modelling exercise is then assessed by checking whether the production profile forecasts generated by the ensemble covers the truth case