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 $x(t+6)$. 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 ($\sigma_{N}$) from 0.01 to 0.1.Comment: 11 pages, 8 figure

Bat Algorithm: Literature Review and Applications

Bat algorithm (BA) is a bio-inspired algorithm developed by Yang in 2010 and BA has been found to be very efficient. As a result, the literature has expanded significantly in the last 3 years. This paper provides a timely review of the bat algorithm and its new variants. A wide range of diverse applications and case studies are also reviewed and summarized briefly here. Further research topics are also discussed.Comment: 10 page

Efficiency Analysis of Swarm Intelligence and Randomization Techniques

Swarm intelligence has becoming a powerful technique in solving design and scheduling tasks. Metaheuristic algorithms are an integrated part of this paradigm, and particle swarm optimization is often viewed as an important landmark. The outstanding performance and efficiency of swarm-based algorithms inspired many new developments, though mathematical understanding of metaheuristics remains partly a mystery. In contrast to the classic deterministic algorithms, metaheuristics such as PSO always use some form of randomness, and such randomization now employs various techniques. This paper intends to review and analyze some of the convergence and efficiency associated with metaheuristics such as firefly algorithm, random walks, and L\'evy flights. We will discuss how these techniques are used and their implications for further research.Comment: 10 pages. arXiv admin note: substantial text overlap with arXiv:1212.0220, arXiv:1208.0527, arXiv:1003.146

Parameter estimation of electric power transformers using Coyote Optimization Algorithm with experimental verification

In this work, the Coyote Optimization Algorithm (COA) is implemented for estimating the parameters of single and three-phase power transformers. The estimation process is employed on the basis of the manufacturer's operation reports. The COA is assessed with the aid of the deviation between the actual and the estimated parameters as the main objective function. Further, the COA is compared with well-known optimization algorithms i.e. particle swarm and Jaya optimization algorithms. Moreover, experimental verifications are carried out on 4 kVA, 380/380 V, three-phase transformer and 1 kVA, 230/230 V, single-phase transformer. The obtained results prove the effectiveness and capability of the proposed COA. According to the obtained results, COA has the ability and stability to identify the accurate optimal parameters in case of both single phase and three phase transformers; thus accurate performance of the transformers is achieved. The estimated parameters using COA lead to the highest closeness to the experimental measured parameters that realizes the best agreements between the estimated parameters and the actual parameters compared with other optimization algorithms

Generalised cellular neural networks (GCNNs) constructed using particle swarm optimisation for spatio-temporal evolutionary pattern identification

Particle swarm optimization (PSO) is introduced to implement a new constructive learning algorithm for training generalized cellular neural networks (GCNNs) for the identification of spatio-temporal evolutionary (STE) systems. The basic idea of the new PSO-based learning algorithm is to successively approximate the desired signal by progressively pursuing relevant orthogonal projections. This new algorithm will thus be referred to as the orthogonal projection pursuit (OPP) algorithm, which is in mechanism similar to the conventional projection pursuit approach. A novel two-stage hybrid training scheme is proposed for constructing a parsimonious GCNN model. In the first stage, the orthogonal projection pursuit algorithm is applied to adaptively and successively augment the network, where adjustable parameters of the associated units are optimized using a particle swarm optimizer. The resultant network model produced at the first stage may be redundant. In the second stage, a forward orthogonal regression (FOR) algorithm, aided by mutual information estimation, is applied to re. ne and improve the initially trained network. The effectiveness and performance of the proposed method is validated by applying the new modeling framework to a spatio-temporal evolutionary system identification problem