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

Electrocardiogram time series forecasting and optimization using ant colony optimization algorithm

The aim of this work is to create the time series dynamic model, which is based on non-uniform embedding in the phase-space. To solve selection of time delays problem efficiently, this paper proposes an ant colony optimization (ACO) way. Firstly, false nearest neighbor method is used for determine the embedding dimension. Secondly, ant colony optimization algorithm is used for non-uniform time delay search. To quicken search speed, roulette wheel selection algorithm distributes ants’ pheromones. Optimization fitness function is the average area of all attractors. Obtained embeddings found by this model are applied in time-series forecasting using radial basis function neural networks. The study is presented in Mackey-Glass and electrocardiogram (ECG) time series forecasting. Prediction results show that the proposed model provides precise prediction accuracy

Electrocardiogram time series forecasting and optimization using ant colony optimization algorithm

The aim of this work is to create the time series dynamic model, which is based on non-uniform embedding in the phase-space. To solve selection of time delays problem efficiently, this paper proposes an ant colony optimization (ACO) way. Firstly, false nearest neighbor method is used for determine the embedding dimension. Secondly, ant colony optimization algorithm is used for non-uniform time delay search. To quicken search speed, roulette wheel selection algorithm distributes ants’ pheromones. Optimization fitness function is the average area of all attractors. Obtained embeddings found by this model are applied in time-series forecasting using radial basis function neural networks. The study is presented in Mackey-Glass and electrocardiogram (ECG) time series forecasting. Prediction results show that the proposed model provides precise prediction accuracy

Uncertainty modeling for data mining: a label semantics approach

Outlining a new research direction in fuzzy set theory applied to data mining, this volume proposes a number of new data mining algorithms and includes dozens of figures and illustrations that help the reader grasp the complexities of the concepts