820 research outputs found
Impact of noise on a dynamical system: prediction and uncertainties from a swarm-optimized neural network
In this study, an artificial neural network (ANN) based on particle swarm
optimization (PSO) was developed for the time series prediction. The hybrid
ANN+PSO algorithm was applied on Mackey--Glass chaotic time series in the
short-term . The performance prediction was evaluated and compared with
another studies available in the literature. Also, we presented properties of
the dynamical system via the study of chaotic behaviour obtained from the
predicted time series. Next, the hybrid ANN+PSO algorithm was complemented with
a Gaussian stochastic procedure (called {\it stochastic} hybrid ANN+PSO) in
order to obtain a new estimator of the predictions, which also allowed us to
compute uncertainties of predictions for noisy Mackey--Glass chaotic time
series. Thus, we studied the impact of noise for several cases with a white
noise level () from 0.01 to 0.1.Comment: 11 pages, 8 figure
Enhanced artificial bee colony-least squares support vector machines algorithm for time series prediction
Over the past decades, the Least Squares Support Vector Machines (LSSVM) has been widely utilized in prediction task of various application domains. Nevertheless, existing literature showed that the capability of LSSVM is highly dependent on the value of its hyper-parameters, namely regularization parameter and kernel parameter, where this would greatly affect the generalization of LSSVM in prediction task. This study proposed a hybrid algorithm, based on Artificial Bee Colony (ABC) and LSSVM, that consists of three algorithms; ABC-LSSVM, lvABC-LSSVM and cmABC-LSSVM. The lvABC algorithm is introduced to overcome the local optima problem by enriching the searching behaviour using Levy mutation. On the other
hand, the cmABC algorithm that incorporates conventional mutation addresses the over-
fitting or under-fitting problem. The combination of lvABC and cmABC algorithm, which is later introduced as Enhanced Artificial Bee Colony–Least Squares Support Vector Machine (eABC-LSSVM), is realized in prediction of non
renewable natural resources commodity price. Upon the completion of data collection and data pre processing, the eABC-LSSVM algorithm is designed and developed. The predictability of eABC-LSSVM is measured based on five statistical
metrics which include Mean Absolute Percentage Error (MAPE), prediction accuracy, symmetric MAPE (sMAPE), Root Mean Square Percentage Error
(RMSPE) and Theils’ U. Results showed that the eABC-LSSVM possess lower prediction error rate as compared to eight hybridization models of LSSVM and Evolutionary Computation (EC) algorithms. In addition, the proposed algorithm is compared to single prediction techniques, namely, Support Vector Machines (SVM) and Back Propagation Neural Network (BPNN). In general, the eABC-LSSVM produced more than 90% prediction accuracy. This indicates that the proposed eABC-LSSVM is capable of solving optimization problem, specifically in the
prediction task. The eABC-LSSVM is hoped to be useful to investors and commodities traders in planning their investment and projecting their profit
Multivariate time series analysis for short-term forecasting of ground level ozone (O3) in Malaysia
The declining of air quality mostly affects the elderly, children, people with asthma,
as well as a restriction on outdoor activities. Therefore, there is an importance to
provide a statistical modelling to forecast the future values of surface layer ozone (O3)
concentration. The objectives of this study are to obtain the best multivariate time
series (MTS) model and develop an online air quality forecasting system for O3
concentration in Malaysia. The implementations of MTS model improve the recent
statistical model on air quality for short-term prediction. Ten air quality monitoring
stations situated at four (4) different types of location were selected in this study. The
first type is industrial represent by Pasir Gudang, Perai, and Nilai, second type is urban
represent by Kuala Terengganu, Kota Bharu, and Alor Setar. The third is suburban
located in Banting, Kangar, and Tanjung Malim, also the only background station at
Jerantut. The hourly record data from 2010 to 2017 were used to assess the
characteristics and behaviour of O3 concentration. Meanwhile, the monthly record data
of O3, particulate matter (PM10), nitrogen dioxide (NO2), sulphur dioxide (SO2),
carbon monoxide (CO), temperature (T), wind speed (WS), and relative humidity (RH)
were used to examine the best MTS models. Three methods of MTS namely vector
autoregressive (VAR), vector moving average (VMA), and vector autoregressive
moving average (VARMA), has been applied in this study. Based on the performance
error, the most appropriate MTS model located in Pasir Gudang, Kota Bharu and
Kangar is VAR(1), Kuala Terengganu and Alor Setar for VAR(2), Perai and Nilai for
VAR(3), Tanjung Malim for VAR(4) and Banting for VAR(5). Only Jerantut obtained
the VMA(2) as the best model. The lowest root mean square error (RMSE) and
normalized absolute error is 0.0053 and <0.0001 which is for MTS model in Perai and
Kuala Terengganu, respectively. Meanwhile, for mean absolute error (MAE), the
lowest is in Banting and Jerantut at 0.0013. The online air quality forecasting system
for O3 was successfully developed based on the best MTS models to represent each
monitoring station
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
Forecasting currency exchange rate time series with fireworks-algorithm-based higher order neural network with special attention to training data enrichment
Exchange rates are highly fluctuating by nature, thus difficult to forecast. Artificial neural networks (ANN) have proved to be better than statistical methods. Inadequate training data may lead the model to reach suboptimal solution resulting, poor accuracy as ANN-based forecasts are data driven. To enhance forecasting accuracy, we suggests a method of enriching training dataset through exploring and incorporating of virtual data points (VDPs) by an evolutionary method called as fireworks algorithm trained functional link artificial neural network (FWA-FLN). The model maintains the correlation between the current and past data, especially at the oscillation point on the time series. The exploring of a VDP and forecast of the succeeding term go consecutively by the FWA-FLN. Real exchange rate time series are used to train and validate the proposed model. The efficiency of the proposed technique is related to other models trained similarly and produces far better prediction accuracy
Artificial intelligence in wind speed forecasting: a review
Wind energy production has had accelerated growth in recent years, reaching an annual increase of 17% in 2021. Wind speed plays a crucial role in the stability required for power grid operation. However, wind intermittency makes accurate forecasting a complicated process. Implementing new technologies has allowed the development of hybrid models and techniques, improving wind speed forecasting accuracy. Additionally, statistical and artificial intelligence methods, especially artificial neural networks, have been applied to enhance the results. However, there is a concern about identifying the main factors influencing the forecasting process and providing a basis for estimation with artificial neural network models. This paper reviews and classifies the forecasting models used in recent years according to the input model type, the pre-processing and post-processing technique, the artificial neural network model, the prediction horizon, the steps ahead number, and the evaluation metric. The research results indicate that artificial neural network (ANN)-based models can provide accurate wind forecasting and essential information about the specific location of potential wind use for a power plant by understanding the future wind speed values
Forecasting bus passenger flows by using a clustering-based support vector regression approach
As a significant component of the intelligent transportation system, forecasting bus passenger
flows plays a key role in resource allocation, network planning, and frequency setting. However, it remains
challenging to recognize high fluctuations, nonlinearity, and periodicity of bus passenger flows due to
varied destinations and departure times. For this reason, a novel forecasting model named as affinity
propagation-based support vector regression (AP-SVR) is proposed based on clustering and nonlinear
simulation. For the addressed approach, a clustering algorithm is first used to generate clustering-based
intervals. A support vector regression (SVR) is then exploited to forecast the passenger flow for each
cluster, with the use of particle swarm optimization (PSO) for obtaining the optimized parameters. Finally,
the prediction results of the SVR are rearranged by chronological order rearrangement. The proposed model
is tested using real bus passenger data from a bus line over four months. Experimental results demonstrate
that the proposed model performs better than other peer models in terms of absolute percentage error and
mean absolute percentage error. It is recommended that the deterministic clustering technique with stable
cluster results (AP) can improve the forecasting performance significantly.info:eu-repo/semantics/publishedVersio
Training Multilayer Perceptron with Genetic Algorithms and Particle Swarm Optimization for Modeling Stock Price Index Prediction
publishedVersio
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