Applied Metaheuristic Computing

For decades, Applied Metaheuristic Computing (AMC) has been a prevailing optimization technique for tackling perplexing engineering and business problems, such as scheduling, routing, ordering, bin packing, assignment, facility layout planning, among others. This is partly because the classic exact methods are constrained with prior assumptions, and partly due to the heuristics being problem-dependent and lacking generalization. AMC, on the contrary, guides the course of low-level heuristics to search beyond the local optimality, which impairs the capability of traditional computation methods. This topic series has collected quality papers proposing cutting-edge methodology and innovative applications which drive the advances of AMC

Evolutionary Computation and QSAR Research

[Abstract] The successful high throughput screening of molecule libraries for a specific biological property is one of the main improvements in drug discovery. The virtual molecular filtering and screening relies greatly on quantitative structure-activity relationship (QSAR) analysis, a mathematical model that correlates the activity of a molecule with molecular descriptors. QSAR models have the potential to reduce the costly failure of drug candidates in advanced (clinical) stages by filtering combinatorial libraries, eliminating candidates with a predicted toxic effect and poor pharmacokinetic profiles, and reducing the number of experiments. To obtain a predictive and reliable QSAR model, scientists use methods from various fields such as molecular modeling, pattern recognition, machine learning or artificial intelligence. QSAR modeling relies on three main steps: molecular structure codification into molecular descriptors, selection of relevant variables in the context of the analyzed activity, and search of the optimal mathematical model that correlates the molecular descriptors with a specific activity. Since a variety of techniques from statistics and artificial intelligence can aid variable selection and model building steps, this review focuses on the evolutionary computation methods supporting these tasks. Thus, this review explains the basic of the genetic algorithms and genetic programming as evolutionary computation approaches, the selection methods for high-dimensional data in QSAR, the methods to build QSAR models, the current evolutionary feature selection methods and applications in QSAR and the future trend on the joint or multi-task feature selection methods.Instituto de Salud Carlos III, PIO52048Instituto de Salud Carlos III, RD07/0067/0005Ministerio de Industria, Comercio y Turismo; TSI-020110-2009-53)Galicia. Consellería de Economía e Industria; 10SIN105004P

Sequential Monte Carlo Methods for Estimating Dynamic Microeconomic Models

This paper develops methods for estimating dynamic structural microeconomic models with serially correlated latent state variables. The proposed estimators are based on sequential Monte Carlo methods, or particle filters, and simultaneously estimate both the structural parameters and the trajectory of the unobserved state variables for each observational unit in the dataset. We focus two important special cases: single agent dynamic discrete choice models and dynamic games of incomplete information. The methods are applicable to both discrete and continuous state space models. We first develop a broad nonlinear state space framework which includes as special cases many dynamic structural models commonly used in applied microeconomics. Next, we discuss the nonlinear filtering problem that arises due to the presence of a latent state variable and show how it can be solved using sequential Monte Carlo methods. We then turn to estimation of the structural parameters and consider two approaches: an extension of the standard full-solution maximum likelihood procedure (Rust, 1987) and an extension of the two-step estimation method of Bajari, Benkard, and Levin (2007), in which the structural parameters are estimated using revealed preference conditions. Finally, we introduce an extension of the classic bus engine replacement model of Rust (1987) and use it both to carry out a series of Monte Carlo experiments and to provide empirical results using the original data.dynamic discrete choice, latent state variables, serial correlation, sequential Monte Carlo methods, particle filtering

Application of Stationary Wavelet Support Vector Machines for the Prediction of Economic Recessions

This paper examines the efficiency of various approaches on the classification and prediction of economic expansion and recession periods in United Kingdom. Four approaches are applied. The first is discrete choice models using Logit and Probit regressions, while the second approach is a Markov Switching Regime (MSR) Model with Time-Varying Transition Probabilities. The third approach refers on Support Vector Machines (SVM), while the fourth approach proposed in this study is a Stationary Wavelet SVM modelling. The findings show that SW-SVM and MSR present the best forecasting performance, in the out-of sample period. In addition, the forecasts for period 2012-2015 are provided using all approaches

Design-space assessment and dimensionality reduction: An off-line method for shape reparameterization in simulation-based optimization

A method based on the Karhunen–Loève expansion (KLE) is formulated for the assessment of arbitrary design spaces in shape optimization, assessing the shape modification variability and providing the definition of a reduced-dimensionality global model of the shape modification vector. The method is based on the concept of geometric variance and does not require design-performance analyses. Specifically, the KLE is applied to the continuous shape modification vector, requiring the solution of a Fredholm integral equation of the second kind. Once the equation is discretized, the problem reduces to the principal component analysis (PCA) of discrete geometrical data. The objective of the present work is to demonstrate how this method can be used to (a) assess different design spaces and shape parameterization methods before optimization is performed and without the need of running simulations for the performance prediction, and (b) reduce the dimensionality of the design space, providing a shape reparameterization using KLE/PCA eigenvalues and eigenmodes. A demonstration for the hull-form optimization of the DTMB 5415 model in calm water is shown, where three design spaces are investigated, namely provided by free-form deformation, radial basis functions, and global modification functions

Intelligent energy management system - techniques and methods

ABSTRACT Our environment is an asset to be managed carefully and is not an expendable resource to be taken for granted. The main original contribution of this thesis is in formulating intelligent techniques and simulating case studies to demonstrate the significance of the present approach for achieving a low carbon economy. Energy boosts crop production, drives industry and increases employment. Wise energy use is the first step to ensuring sustainable energy for present and future generations. Energy services are essential for meeting internationally agreed development goals. Energy management system lies at the heart of all infrastructures from communications, economy, and society’s transportation to the society. This has made the system more complex and more interdependent. The increasing number of disturbances occurring in the system has raised the priority of energy management system infrastructure which has been improved with the aid of technology and investment; suitable methods have been presented to optimize the system in this thesis. Since the current system is facing various problems from increasing disturbances, the system is operating on the limit, aging equipments, load change etc, therefore an improvement is essential to minimize these problems. To enhance the current system and resolve the issues that it is facing, smart grid has been proposed as a solution to resolve power problems and to prevent future failures. This thesis argues that smart grid consists of computational intelligence and smart meters to improve the reliability, stability and security of power. In comparison with the current system, it is more intelligent, reliable, stable and secure, and will reduce the number of blackouts and other failures that occur on the power grid system. Also, the thesis has reported that smart metering is technically feasible to improve energy efficiency. In the thesis, a new technique using wavelet transforms, floating point genetic algorithm and artificial neural network based hybrid model for gaining accurate prediction of short-term load forecast has been developed. Adopting the new model is more accuracy than radial basis function network. Actual data has been used to test the proposed new method and it has been demonstrated that this integrated intelligent technique is very effective for the load forecast. Choosing the appropriate algorithm is important to implement the optimization during the daily task in the power system. The potential for application of swarm intelligence to Optimal Reactive Power Dispatch (ORPD) has been shown in this thesis. After making the comparison of the results derived from swarm intelligence, improved genetic algorithm and a conventional gradient-based optimization method, it was concluded that swam intelligence is better in terms of performance and precision in solving optimal reactive power dispatch problems

Advances on Time Series Analysis using Elastic Measures of Similarity

A sequence is a collection of data instances arranged in a structured manner. When this arrangement is held in the time domain, sequences are instead referred to as time series. As such, each observation in a time series represents an observation drawn from an underlying process, produced at a specific time instant. However, other type of data indexing structures, such as space- or threshold-based arrangements are possible. Data points that compose a time series are often correlated with each other. To account for this correlation in data mining tasks, time series are usually studied as a whole data object rather than as a collection of independent observations. In this context, techniques for time series analysis aim at analyzing this type of data structures by applying specific approaches developed to leverage intrinsic properties of the time series for a wide range of problems, such as classification, clustering and other tasks alike. The development of monitoring and storage devices has made time se- ries analysis proliferate in numerous application fields, including medicine, economics, manufacturing and telecommunications, among others. Over the years, the community has gathered efforts towards the development of new data-based techniques for time series analysis suited to address the problems and needs of such application fields. In the related literature, such techniques can be divided in three main groups: feature-, model- and distance-based methods. The first group (feature-based) transforms time series into a collection of features, which are then used by conventional learning algorithms to provide solutions to the task under consideration. In contrast, methods belonging to the second group (model-based) assume that each time series is drawn from a generative model, which is then har- nessed to elicit knowledge from data. Finally, distance-based techniques operate directly on raw time series. To this end, these methods resort to specially defined measures of distance or similarity for comparing time series, without requiring any further processing. Among them, elastic sim- ilarity measures (e.g., dynamic time warping and edit distance) compute the closeness between two sequences by finding the best alignment between them, disregarding differences in time, and thus focusing exclusively on shape differences. This Thesis presents several contributions to the field of distance-based techniques for time series analysis, namely: i) a novel multi-dimensional elastic similarity learning method for time series classification; ii) an adap- tation of elastic measures to streaming time series scenarios; and iii) the use of distance-based time series analysis to make machine learning meth- ods for image classification robust against adversarial attacks. Throughout the Thesis, each contribution is framed within its related state of the art, explained in detail and empirically evaluated. The obtained results lead to new insights on the application of distance-based time series methods for the considered scenarios, and motivates research directions that highlight the vibrant momentum of this research area