Neural networks optimization through genetic algorithm searches: A review

Neural networks and genetic algorithms are the two sophisticated machine learning techniques presently attracting attention from scientists, engineers, and statisticians, among others. They have gained popularity in recent years. This paper presents a state of the art review of the research conducted on the optimization of neural networks through genetic algorithm searches. Optimization is aimed toward deviating from the limitations attributed to neural networks in order to solve complex and challenging problems. We provide an analysis and synthesis of the research published in this area according to the application domain, neural network design issues using genetic algorithms, types of neural networks and optimal values of genetic algorithm operators (population size, crossover rate and mutation rate). This study may provide a proper guide for novice as well as expert researchers in the design of evolutionary neural networks helping them choose suitable values of genetic algorithm operators for applications in a specific problem domain. Further research direction, which has not received much attention from scholars, is unveiled

Forecasting and evaluation of time series with multiple seasonal component

Seasonality is one of the components in time series analysis and this seasonal component may occur more than one time. Thus, modelling the seasonality by using one seasonal component is not enough and could produce less forecast accuracy. Autoregressive Integrated Moving Average (ARIMA) models is the fundamental method in developing the seasonal ARIMA for one seasonality or more than one seasonality. Therefore, to validate the method performance, the hourly air quality data with double seasonality were carried out as the case study. The model identification step to determine the order of ARIMA model was done by using MINITAB program and the model estimation step by using SAS program and Excel. The results showed that the double seasonal ARIMA able to model and forecast the air quality data with high frequency

Forecasting model for the change in stage of reservoir water level

Reservoir is one of major structural approaches for flood mitigation. During floods, early reservoir water release is one of the actions taken by the reservoir operator to accommodate incoming heavy rainfall. Late water release might give negative effect to the reservoir structure and cause flood at downstream area. However, current rainfall may not directly influence the change of reservoir water level. The delay may occur as the streamflow that carries the water might take some time to reach the reservoir. This study is aimed to develop a forecasting model for the change in stage of reservoir water level. The model considers the changes of reservoir water level and its stage as the input and the future change in stage of reservoir water level as the output. In this study, the Timah Tasoh reservoir operational data was obtained from the Perlis Department of Irrigation and Drainage (DID). The reservoir water level was categorised into stages based on DID manual. A modified sliding window algorithm has been deployed to segment the data into temporal patterns. Based on the patterns, three models were developed: the reservoir water level model, the change of reservoir water level and stage of reservoir water level model, and the combination of the change of reservoir water level and stage of reservoir water level model. All models were simulated using neural network and their performances were compared using on mean square error (MSE) and percentage of correctness. The result shows that the change of reservoir water level and stage of reservoir water model produces the lowest MSE and the highest percentage of correctness when compared to the other two models. The findings also show that a delay of two previous days has affected the change in stage of reservoir water level. The model can be applied to support early reservoir water release decision making. Thus, reduce the impact of flood at the downstream area

A Hybrid Machine Learning Approach for Credit Scoring Using PCA and Logistic Regression

Credit scoring is one mechanism used by lenders to evaluate risk before extending credit to credit applicants. The method helps distinguish credit worthiness of good credit applicants from the bad credit applicants.  Credit scoring involves a set of decision models and with their underlying techniques helps aid lenders in issuing of consumer credit. Logistic regression (LR) is an adjustment of linear regression with flexibility on its preposition of data and is also able to handle qualitative indicators. The major shortcoming of Logistic regression model is the inability to deal with cooperative (over fitting) effect of the variables. PCA is a feature extraction model that is used to filter out irrelevant un-needed features and hence, it lowers model training time and costs and also increases model performance. This study evaluates the shortcomings of simple models and proposes to develop an efficient and robust machine learning technique combining Logistic and PCA models to evaluate firms in the deposit taking SACCO sector. To achieve this, experimental methodology is adopted.  The proposed hybrid model will be two staged. First stage will be to transform the original variables to get new uncorrelated variables. This will be done using Principal Component Analysis (PCA). Stage two is the use of LR on the principal component values to compute the credit scores. Inferences and conclusions were made based on the analysis of the collected data using Matlab.

Simulación y pronóstico de caudales diarios del Río Amazonas usando un enfoque híbrido Wavelet y Redes Neuronales

Universidad Nacional Agraria La Molina. Escuela de Posgrado. Maestría en Recursos HídricosEl incremento de eventos extremos durante las últimas décadas en la cuenca amazónica, ha dado lugar a un creciente interés por implementar efectivos sistemas de pronóstico hidrológico. Los pronósticos a corto plazo, como parte intrínseca de estos sistemas, son fundamentales en la mitigación de inundaciones, y la gestión de los recursos hídricos. Debido a la importancia de los pronósticos de alta calidad y a la complejidad de los sistemas hidrológicos, se han estudiado un gran número de métodos de modelamiento orientado a pronósticos. En esta investigación, se desarrollaron modelos “basados en datos” con dos técnicas, la red neuronal artificial (RNA) y un enfoque híbrido que combina análisis multiresolución wavelet y RNA llamado modelo wavelet red neuronal (WRN). En efecto, se formularon distintas estructuras de modelos univariados de RNA y WRN para múltiples horizontes de pronóstico, considerando que la confiabilidad de pronóstico disminuye al aumentar el tiempo de anticipación. Para el cual, se empleó series observadas de caudales diarios para el periodo 1985-2012, registrados en la estación hidrológica de Tamshiyacu en el río Amazonas, Perú. Además, el desempeño de los modelos se evaluó en función a los índices estadísticos, tales como la raíz del error cuadrático medio (RMSE) y la eficiencia de Nash-Sutcliffe (NSE). Así, para el horizonte de pronóstico más lejano (30 días), se encontró que el modelo WRN con RMSE = 4820 m3 /s y NSE = 0.83 superó ampliamente al modelo RNA con RMSE = 6092 m3 /s y NSE = 0.72, en la etapa de validación. Estos hallazgos muestran que el modelo híbrido tiene la capacidad potencial para mejorar la precisión de pronóstico en comparación al modelo RNA convencional. En suma, los resultados de esta investigación ayudarán a los hidrólogos y tomadores de decisiones en el pronóstico de caudales y la gestión sostenible de los recursos hídricos.The increasing number of extreme events during the last decades in the Amazon basin has led to a growing interest in implementing effective hydrological forecasting systems. Short-term forecasts, as an intrinsic part of these systems, are crucial for flood mitigation and water resources management. Due to the importance of high-quality forecasting and the complexity of hydrological systems, a large number of forecasting-oriented modelling methods have been studied. In this research, data-driven models with two techniques were developed, artificial neural network (ANN) and a hybrid approach which combines wavelet multi-resolution analysis and ANN named wavelet neural network (WNN) model. In effect, several structures of univariate ANN and WNN models were formulated for multiple forecasting horizons, considering that the reliability of forecasting decreases with increasing the lead-time. For which, observed time series of daily streamflows for the period 1985-2012 recorded at the Tamshiyacu gauging station on the Amazon river, Peru, were used. In addition, the performance of the models has been evaluated based on the statistical indices, such as root mean square error (RMSE) and Nash-Sutcliffe efficiency (NSE). Thus, for longer lead-time forecasting (30 days), it was found that the WNN model with RMSE = 4820 m3 /s and NSE = 0.83, widely outperformed to ANN model with RMSE = 6092 m3 /s and NSE = 0.72, in the test period. These findings show that the hybrid WNN model has the potential ability to improve the forecasting accuracy compared to the conventional ANN model. In sum, the outcomes of this research will assist hydrologists and decision makers in streamflow forecasting and sustainable management of water resources