Cooperative coevolution of Elman recurrent neural networks for chaotic time series prediction

Cooperative coevolution decomposes a problem into subcomponents and employs evolutionary algorithms for solving them. Cooperative coevolution has been effective for evolving neural networks. Different problem decomposition methods in cooperative coevolution determine how a neural network is decomposed and encoded which affects its performance. A good problem decomposition method should provide enough diversity and also group interacting variables which are the synapses in the neural network. Neural networks have shown promising results in chaotic time series prediction. This work employs two problem decomposition methods for training Elman recurrent neural networks on chaotic time series problems. The Mackey-Glass, Lorenz and Sunspot time series are used to demonstrate the performance of the cooperative neuro-evolutionary methods. The results show improvement in performance in terms of accuracy when compared to some of the methods from literature

Competition and collaboration in cooperative coevolution of Elman recurrent neural networks for time - series prediction

Collaboration enables weak species to survive in an environment where different species compete for limited resources. Cooperative coevolution (CC) is a nature-inspired optimization method that divides a problem into subcomponents and evolves them while genetically isolating them. Problem decomposition is an important aspect in using CC for neuroevolution. CC employs different problem decomposition methods to decompose the neural network training problem into subcomponents. Different problem decomposition methods have features that are helpful at different stages in the evolutionary process. Adaptation, collaboration, and competition are needed for CC, as multiple subpopulations are used to represent the problem. It is important to add collaboration and competition in CC. This paper presents a competitive CC method for training recurrent neural networks for chaotic time-series prediction. Two different instances of the competitive method are proposed that employs different problem decomposition methods to enforce island-based competition. The results show improvement in the performance of the proposed methods in most cases when compared with standalone CC and other methods from the literature

Multi - objective cooperative neuro - evolution of recurrent neural networks for time series prediction

Cooperative coevolution is an evolutionary computation method which solves a problem by decomposing it into smaller subcomponents. Multi-objective optimization deals with conflicting objectives and produces multiple optimal solutions instead of a single global optimal solution. In previous work, a multi-objective cooperative co-evolutionary method was introduced for training feedforward neural networks on time series problems. In this paper, the same method is used for training recurrent neural networks. The proposed approach is tested on time series problems in which the different time-lags represent the different objectives. Multiple pre-processed datasets distinguished by their time-lags are used for training and testing. This results in the discovery of a single neural network that can correctly give predictions for data pre-processed using different time-lags. The method is tested on several benchmark time series problems on which it gives a competitive performance in comparison to the methods in the literature

Cooperative neuro - evolution of Elman recurrent networks for tropical cyclone wind - intensity prediction in the South Pacific region

Climate change issues are continuously on the rise and the need to build models and software systems for management of natural disasters such as cyclones is increasing. Cyclone wind-intensity prediction looks into efficient models to forecast the wind-intensification in tropical cyclones which can be used as a means of taking precautionary measures. If the wind-intensity is determined with high precision a few hours prior, evacuation and further precautionary measures can take place. Neural networks have become popular as efficient tools for forecasting. Recent work in neuro-evolution of Elman recurrent neural network showed promising performance for benchmark problems. This paper employs Cooperative Coevolution method for training Elman recurrent neural networks for Cyclone wind- intensity prediction in the South Pacific region. The results show very promising performance in terms of prediction using different parameters in time series data reconstruction

Identification of minimal timespan problem for recurrent neural networks with application to cyclone wind - intensity prediction

Time series prediction relies on past data points to make robust predictions. The span of past data points is important for some applications since prediction will not be possible unless the minimal timespan of the data points is available. This is a problem for cyclone wind-intensity prediction, where prediction needs to be made as a cyclone is identified. This paper presents an empirical study on minimal timespan required for robust prediction using Elman recurrent neural networks. Two different training methods are evaluated for training Elman recurrent network that includes cooperative coevolution and backpropagation-though time. They are applied to the prediction of the wind intensity in cyclones that took place in the South Pacific over past few decades. The results show that a minimal timespan is an important factor that leads to the measure of robustness in prediction performance and strategies should be taken in cases when the minimal timespan is needed

Application of cooperative neuro - evolution of Elman recurrent networks for a two - dimensional cyclone track prediction for the South Pacific region

This paper presents a two-dimensional time series prediction approach for cyclone track prediction using cooperative neuro-evolution of Elman recurrent networks in the South Pacific region. The latitude and longitude of tracks of cyclone lifetime is taken into consideration for past three decades to build a robust forecasting system. The proposed method performs one step ahead prediction of the cyclone position which is essentially a two-dimensional time series prediction problem. The results show that the Elman recurrent network is able to achieve very good accuracy in terms of prediction of the tracks which can be used as means of taking precautionary measures

Combinational problem decomposition method for Cooperative Coevolution of Recurrent Networks for Time Series Prediction

The breaking down of a particular problem through problem decomposition has enabled complex problems to be solved efficiently. The two major problem decomposition methods used in cooperative coevolution are synapse and neuron level. The combination of both the problem decomposition as a hybrid problem decomposition has been seen applied in time series prediction. The different problem decomposition methods applied at particular area of a network can share its strengths to solve the problem better, which forms the major motivation. In this paper, we are proposing a combination utilization of two hybrid problem decomposition method for Elman recurrent neural networks and applied to time series prediction. The results reveal that the proposed method has got better results in some datasets when compared to its standalone methods. The results are better in selected cases for proposed method when compared to several other approaches from the literature

Competitive two - island cooperative co - evolution for training feedforward neural networks for pattern classification problems

In the application of cooperative coevolution for neuro-evolution, problem decomposition methods rely on architectural properties of the neural network to divide it into subcomponents. During every stage of the evolutionary process, different problem decomposition methods yield unique characteristics that may be useful in an environment that enables solution sharing. In this paper, we implement a two-island competition environment in cooperative coevolution based neuro-evolution for feedforward neural networks for pattern classification problems. In particular the combinations of three problem decomposition methods that are based on the architectural properties that refers to neural level, network level and layer level decomposition. The experimental results show that the performance of the competition method is better than that of the standalone problem decomposition cooperative neuro-evolution methods

Problem Decomposition and Adaptation in Cooperative Neuro-Evolution

One way to train neural networks is to use evolutionary algorithms such as cooperative coevolution - a method that decomposes the network's learnable parameters into subsets, called subcomponents. Cooperative coevolution gains advantage over other methods by evolving particular subcomponents independently from the rest of the network. Its success depends strongly on how the problem decomposition is carried out. This thesis suggests new forms of problem decomposition, based on a novel and intuitive choice of modularity, and examines in detail at what stage and to what extent the different decomposition methods should be used. The new methods are evaluated by training feedforward networks to solve pattern classification tasks, and by training recurrent networks to solve grammatical inference problems. Efficient problem decomposition methods group interacting variables into the same subcomponents. We examine the methods from the literature and provide an analysis of the nature of the neural network optimization problem in terms of interacting variables. We then present a novel problem decomposition method that groups interacting variables and that can be generalized to neural networks with more than a single hidden layer. We then incorporate local search into cooperative neuro-evolution. We present a memetic cooperative coevolution method that takes into account the cost of employing local search across several sub-populations. The optimisation process changes during evolution in terms of diversity and interacting variables. To address this, we examine the adaptation of the problem decomposition method during the evolutionary process. The results in this thesis show that the proposed methods improve performance in terms of optimization time, scalability and robustness. As a further test, we apply the problem decomposition and adaptive cooperative coevolution methods for training recurrent neural networks on chaotic time series problems. The proposed methods show better performance in terms of accuracy and robustness