Prediction short-term photovoltaic power using improved chicken swarm optimizer - Extreme learning machine model

Photovoltaic power generation is greatly affected by weather conditions while the photovoltaic power has a certain negative impact on the power grid. The power sector takes certain measures to abandon photovoltaic power generation, thus limiting the development of clean energy power generation. This study is to propose an accurate short-term photovoltaic power prediction method. A new short-term photovoltaic power output prediction model is proposed Based on extreme learning machine and intelligent optimizer. Firstly, the input of the model is determined by correlation coefficient method. Then the chicken swarm optimizer is improved to strengthen the convergence. Secondly, the improved chicken swarm optimizer is used to optimize the weights and the extreme learning machine thresholds to improve the prediction effect. Finally, the improved chicken swarm optimizer extreme learning machine model is used to predict the photovoltaic power under different weather conditions. The testing results show that the average mean absolute percentage error and root mean square error of improved chicken swarm optimizer - extreme learning machine model are 5.54% and 3.08%. The proposed method is of great significance for the economic dispatch of power systems and the development of clean energy

Metaheuristic design of feedforward neural networks: a review of two decades of research

Over the past two decades, the feedforward neural network (FNN) optimization has been a key interest among the researchers and practitioners of multiple disciplines. The FNN optimization is often viewed from the various perspectives: the optimization of weights, network architecture, activation nodes, learning parameters, learning environment, etc. Researchers adopted such different viewpoints mainly to improve the FNN's generalization ability. The gradient-descent algorithm such as backpropagation has been widely applied to optimize the FNNs. Its success is evident from the FNN's application to numerous real-world problems. However, due to the limitations of the gradient-based optimization methods, the metaheuristic algorithms including the evolutionary algorithms, swarm intelligence, etc., are still being widely explored by the researchers aiming to obtain generalized FNN for a given problem. This article attempts to summarize a broad spectrum of FNN optimization methodologies including conventional and metaheuristic approaches. This article also tries to connect various research directions emerged out of the FNN optimization practices, such as evolving neural network (NN), cooperative coevolution NN, complex-valued NN, deep learning, extreme learning machine, quantum NN, etc. Additionally, it provides interesting research challenges for future research to cope-up with the present information processing era

Improved optimization of numerical association rule mining using hybrid particle swarm optimization and cauchy distribution

Particle Swarm Optimization (PSO) has been applied to solve optimization problems in various fields, such as Association Rule Mining (ARM) of numerical problems. However, PSO often becomes trapped in local optima. Consequently, the results do not represent the overall optimum solutions. To address this limitation, this study aims to combine PSO with the Cauchy distribution (PARCD), which is expected to increase the global optimal value of the expanded search space. Furthermore, this study uses multiple objective functions, i.e., support, confidence, comprehensibility, interestingness and amplitude. In addition, the proposed method was evaluated using benchmark datasets, such as the Quake, Basket ball, Body fat, Pollution, and Bolt datasets. Evaluation results were compared to the results obtained by previous studies. The results indicate that the overall values of the objective functions obtained using the proposed PARCD approach are satisfactory

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

A Review of the Family of Artificial Fish Swarm Algorithms: Recent Advances and Applications

The Artificial Fish Swarm Algorithm (AFSA) is inspired by the ecological behaviors of fish schooling in nature, viz., the preying, swarming, following and random behaviors. Owing to a number of salient properties, which include flexibility, fast convergence, and insensitivity to the initial parameter settings, the family of AFSA has emerged as an effective Swarm Intelligence (SI) methodology that has been widely applied to solve real-world optimization problems. Since its introduction in 2002, many improved and hybrid AFSA models have been developed to tackle continuous, binary, and combinatorial optimization problems. This paper aims to present a concise review of the family of AFSA, encompassing the original ASFA and its improvements, continuous, binary, discrete, and hybrid models, as well as the associated applications. A comprehensive survey on the AFSA from its introduction to 2012 can be found in [1]. As such, we focus on a total of {\color{blue}123} articles published in high-quality journals since 2013. We also discuss possible AFSA enhancements and highlight future research directions for the family of AFSA-based models.Comment: 37 pages, 3 figure

Reverse adaptive krill herd locally weighted support vector regression for forecasting and trading exchange traded funds

This study introduces a Reverse Adaptive Krill Herd - Locally Weighted Support Vector Regression (RKH-LSVR) model. The Reverse Adaptive Krill Herd (RKH) algorithm is a novel metaheuristic optimization technique inspired by the behaviour of krill herds. In RKH-LSVR, the RKH optimizes the locally weighted Support Vector Regression (LSVR) parameters by balancing the search between local and global optima. The proposed model is applied to the task of forecasting and trading six ETF stocks on a daily basis over the period 2010-2015. The RKH-LSVR's efficiency is benchmarked against a set of traditional SVR structures and simple linear and non-linear models. The trading application is designed in order to validate the robustness of the algorithm under study and to provide empirical evidence in favour of or against the Adaptive Market Hypothesis (AMH). In terms of the results, the RKH-LSVR outperforms its counterparts in terms of statistical accuracy and trading efficiency, while the time varying trading performance of the models under study validates the AMH theory

Nature inspired computational intelligence for financial contagion modelling

This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University.Financial contagion refers to a scenario in which small shocks, which initially affect only a few financial institutions or a particular region of the economy, spread to the rest of the financial sector and other countries whose economies were previously healthy. This resembles the “transmission” of a medical disease. Financial contagion happens both at domestic level and international level. At domestic level, usually the failure of a domestic bank or financial intermediary triggers transmission by defaulting on inter-bank liabilities, selling assets in a fire sale, and undermining confidence in similar banks. An example of this phenomenon is the failure of Lehman Brothers and the subsequent turmoil in the US financial markets. International financial contagion happens in both advanced economies and developing economies, and is the transmission of financial crises across financial markets. Within the current globalise financial system, with large volumes of cash flow and cross-regional operations of large banks and hedge funds, financial contagion usually happens simultaneously among both domestic institutions and across countries. There is no conclusive definition of financial contagion, most research papers study contagion by analyzing the change in the variance-covariance matrix during the period of market turmoil. King and Wadhwani (1990) first test the correlations between the US, UK and Japan, during the US stock market crash of 1987. Boyer (1997) finds significant increases in correlation during financial crises, and reinforces a definition of financial contagion as a correlation changing during the crash period. Forbes and Rigobon (2002) give a definition of financial contagion. In their work, the term interdependence is used as the alternative to contagion. They claim that for the period they study, there is no contagion but only interdependence. Interdependence leads to common price movements during periods both of stability and turmoil. In the past two decades, many studies (e.g. Kaminsky et at., 1998; Kaminsky 1999) have developed early warning systems focused on the origins of financial crises rather than on financial contagion. Further authors (e.g. Forbes and Rigobon, 2002; Caporale et al, 2005), on the other hand, have focused on studying contagion or interdependence. In this thesis, an overall mechanism is proposed that simulates characteristics of propagating crisis through contagion. Within that scope, a new co-evolutionary market model is developed, where some of the technical traders change their behaviour during crisis to transform into herd traders making their decisions based on market sentiment rather than underlying strategies or factors. The thesis focuses on the transformation of market interdependence into contagion and on the contagion effects. The author first build a multi-national platform to allow different type of players to trade implementing their own rules and considering information from the domestic and a foreign market. Traders’ strategies and the performance of the simulated domestic market are trained using historical prices on both markets, and optimizing artificial market’s parameters through immune - particle swarm optimization techniques (I-PSO). The author also introduces a mechanism contributing to the transformation of technical into herd traders. A generalized auto-regressive conditional heteroscedasticity - copula (GARCH-copula) is further applied to calculate the tail dependence between the affected market and the origin of the crisis, and that parameter is used in the fitness function for selecting the best solutions within the evolving population of possible model parameters, and therefore in the optimization criteria for contagion simulation. The overall model is also applied in predictive mode, where the author optimize in the pre-crisis period using data from the domestic market and the crisis-origin foreign market, and predict in the crisis period using data from the foreign market and predicting the affected domestic market

Wind power output prediction: a comparative study of extreme learning machine

This study aims to propose a wind power prediction method that achieves high accuracy in order to minimize the impact of wind power on the power system and reduce scheduling difficulties in systems incorporating wind power. The importance of developing renewable energy has been recognized by society due to the increasing severity of the energy crisis. Wind energy offers advantages such as efficiency, cleanliness, and ease of development. However, the random nature of wind energy poses challenges to power systems and complicates the scheduling process. Therefore, accurate wind power prediction is of utmost importance. A wind power prediction model was constructed based on an improved tunicate swarm algorithm–extreme learning machine (ITSA-ELM). The improved tunicate swarm algorithm (ITSA) optimizes the random parameters of extreme learning machine (ELM), resulting in the best prediction performance. ITSA is an enhancement of the tunicate swarm algorithm (TSA), which introduces a reverse learning mechanism, a non-linear self-learning factor, and a Cauchy mutation strategy to address the drawbacks of poor convergence and susceptibility to local optima in TSA. Two different scenarios were used to verify the effectiveness of ITSA-ELM. The results showed that ITSA-ELM has a decrease of 1.20% and 21.67% in MAPE, compared with TSA-ELM, in May and December, respectively. This study has significant implications for promoting the development of renewable energy and reducing scheduling difficulties in power systems