Efficient use of correlation entropy for analysing time series data

The correlation dimension D 2 and correlation entropy K 2 are both important quantifiers in nonlinear time series analysis. However, use of D 2 has been more common compared to K 2 as a discriminating measure. One reason for this is that D 2 is a static measure and can be easily evaluated from a time series. However, in many cases, especially those involving coloured noise, K 2 is regarded as a more useful measure. Here we present an efficient algorithmic scheme to compute K 2 directly from a time series data and show that K 2 can be used as a more effective measure compared to D 2 for analysing practical time series involving coloured noise

Evaluation of optimality in the fuzzy single machine scheduling problem including discounted costs

International audienceThe single machine scheduling problem has been often regarded as a simplified representation that contains many polynomial solvable cases. However, in real-world applications, the imprecision of data at the level of each job can be critical for the implementation of scheduling strategies. Therefore, the single machine scheduling problem with the weighted discounted sum of completion times is treated in this paper, where we assume that the processing times, weighting coefficients and discount factor are all described using trapezoidal fuzzy numbers. Our aim in this study is to elaborate adequate measures in the context of possibility theory for the assessment of the optimality of a fixed schedule. Two optimization approaches namely genetic algorithm and pattern search are proposed as computational tools for the validation of the obtained properties and results. The proposed approaches are experimented on the benchmark problem instances and a sensitivity analysis with respect to some configuration parameters is conducted. Modeling and resolution frameworks considered in this research offer promise to deal with optimality in the wide class of fuzzy scheduling problems, which is recognized to be a difficult task by both researchers and practitioners