PSO based Neural Networks vs. Traditional Statistical Models for Seasonal Time Series Forecasting

Seasonality is a distinctive characteristic which is often observed in many practical time series. Artificial Neural Networks (ANNs) are a class of promising models for efficiently recognizing and forecasting seasonal patterns. In this paper, the Particle Swarm Optimization (PSO) approach is used to enhance the forecasting strengths of feedforward ANN (FANN) as well as Elman ANN (EANN) models for seasonal data. Three widely popular versions of the basic PSO algorithm, viz. Trelea-I, Trelea-II and Clerc-Type1 are considered here. The empirical analysis is conducted on three real-world seasonal time series. Results clearly show that each version of the PSO algorithm achieves notably better forecasting accuracies than the standard Backpropagation (BP) training method for both FANN and EANN models. The neural network forecasting results are also compared with those from the three traditional statistical models, viz. Seasonal Autoregressive Integrated Moving Average (SARIMA), Holt-Winters (HW) and Support Vector Machine (SVM). The comparison demonstrates that both PSO and BP based neural networks outperform SARIMA, HW and SVM models for all three time series datasets. The forecasting performances of ANNs are further improved through combining the outputs from the three PSO based models.Comment: 4 figures, 4 tables, 31 references, conference proceeding

Predicting Thermoelectric Power Plants Diesel/Heavy Fuel Oil Engine Fuel Consumption Using Univariate Forecasting and XGBoost Machine Learning Models

Monitoring and controlling thermoelectric power plants (TPPs) operational parameters have become essential to ensure system reliability, especially in emergencies. Due to system complexity, operating parameters control is often performed based on technical know-how and simplified analytical models that can result in limited observations. An alternative to this task is using time series forecasting methods that seek to generalize system characteristics based on past information. However, the analysis of these techniques on large diesel/HFO engines used in Brazilian power plants under the dispatch regime has not yet been well-explored. Therefore, given the complex characteristics of engine fuel consumption during power generation, this work aimed to investigate patterns generalization abilities when linear and nonlinear univariate forecasting models are used on a representative database related to an engine-driven generator used in a TPP located in Pernambuco, Brazil. Fuel consumption predictions based on artificial neural networks were directly compared to XGBoost regressor adaptation to perform this task as an alternative with lower computational cost. AR and ARIMA linear models were applied as a benchmark, and the PSO optimizer was used as an alternative during model adjustment. In summary, it was possible to observe that AR and ARIMA-PSO had similar performances in operations and lower error distributions during full-load power output with normal error frequency distribution of −0.03 ± 3.55 and 0.03 ± 3.78 kg/h, respectively. Despite their similarities, ARIMA-PSO achieved better adherence in capturing load adjustment periods. On the other hand, the nonlinear approaches NAR and XGBoost showed significantly better performance, achieving mean absolute error reductions of 42.37% and 30.30%, respectively, when compared with the best linear model. XGBoost modeling was 8.7 times computationally faster than NAR during training. The nonlinear models were better at capturing disturbances related to fuel consumption ramp, shut-down, and sudden fluctuations steps, despite being inferior in forecasting at full-load, especially XGBoost due to its high sensitivity with slight fuel consumption variations

Improved dynamical particle swarm optimization method for structural dynamics

A methodology to the multiobjective structural design of buildings based on an improved particle swarm optimization algorithm is presented, which has proved to be very efficient and robust in nonlinear problems and when the optimization objectives are in conflict. In particular, the behaviour of the particle swarm optimization (PSO) classical algorithm is improved by dynamically adding autoadaptive mechanisms that enhance the exploration/exploitation trade-off and diversity of the proposed algorithm, avoiding getting trapped in local minima. A novel integrated optimization system was developed, called DI-PSO, to solve this problem which is able to control and even improve the structural behaviour under seismic excitations. In order to demonstrate the effectiveness of the proposed approach, the methodology is tested against some benchmark problems. Then a 3-story-building model is optimized under different objective cases, concluding that the improved multiobjective optimization methodology using DI-PSO is more efficient as compared with those designs obtained using single optimization.Peer ReviewedPostprint (published version

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