Forecasting time series by means of evolutionary algorithms

Proceeding of: 8th International Conference in Parallel Problem Solving from Nature - PPSN VIII , Birmingham, UK, September 18-22, 2004.The time series forecast is a very complex problem, consisting in predicting the behaviour of a data series with only the information of the previous sequence. There is many physical and artificial phenomenon that can be described by time series. The prediction of such phenomenon could be very complex. For instance, in the case of tide forecast, unusually high tides, or sea surges, result from a combination of chaotic climatic elements in conjunction with the more normal, periodic, tidal systems associated with a particular area. Too much variables influence the behaviour of the water level. Our problem is not only to find prediction rules, we also need to discard the noise and select the representative data. Our objective is to generate a set of prediction rules. There are many methods tying to achieve good predictions. In most of the cases this methods look for general rules that are able to predict the whole series. The problem is that usually the time series has local behaviours that dont allow a good level of prediction when using general rules. In this work we present a method for finding local rules able to predict only some zones of the series but achieving better level prediction. This method is based on the evolution of set of rules genetically codified, and following the Michigan approach. For evaluating the proposal, two different domains have been used: an artificial domain widely use in the bibliography (Mackey-Glass series) and a time series corresponding to a natural phenomenon, the water level in Venice Lagoon.Investigation supported by the Spanish Ministry of Science and Technology through the TRACER project under contract TIC2002-04498-C05-

Electromagnetic superconductivity of vacuum induced by strong magnetic field: numerical evidence in lattice gauge theory

Using numerical simulations of quenched SU(2) gauge theory we demonstrate that an external magnetic field leads to spontaneous generation of quark condensates with quantum numbers of electrically charged rho mesons if the strength of the magnetic field exceeds the critical value eBc = 0.927(77) GeV^2 or Bc =(1.56 \pm 0.13) 10^{16} Tesla. The condensation of the charged rho mesons in strong magnetic field is a key feature of the magnetic-field-induced electromagnetic superconductivity of the vacuum.Comment: 14 pages, 5 figures, 2 tables, elsarticle style; continuum limit is analyzed, best fit parameters are presented in Table 2, published versio

Density classification on infinite lattices and trees

Consider an infinite graph with nodes initially labeled by independent Bernoulli random variables of parameter p. We address the density classification problem, that is, we want to design a (probabilistic or deterministic) cellular automaton or a finite-range interacting particle system that evolves on this graph and decides whether p is smaller or larger than 1/2. Precisely, the trajectories should converge to the uniform configuration with only 0's if p1/2. We present solutions to that problem on the d-dimensional lattice, for any d>1, and on the regular infinite trees. For Z, we propose some candidates that we back up with numerical simulations

Experiments on the Forced Wake of an Airfoil

Presented here is an experimental effort which attempts to understand the nature of the wake of an airfoil in a controlled environment. The frequency of oscillation in the wake (the vortex shedding frequency) is controlled through the introduction of an external perturbation. Strip heaters are used to introduce waves into the top and bottom boundary layers of a thin symmetric airfoil which are amplified and introduced to the wake. The linear and nonlinear interactions of these waves in the wake are studied in detail. Three modes of interaction have been observed through flow visualization and velocity measurements: frequency locking in which the vortex shedding frequency is the same as the forcing frequency, quasiperiodic vortex interaction in which periodic clusters of vortices are observed in the wake, and chaotic vortex interaction in which the vortices in the wake have a three dimensional random structure

Growth and Decay in Life-Like Cellular Automata

We propose a four-way classification of two-dimensional semi-totalistic cellular automata that is different than Wolfram's, based on two questions with yes-or-no answers: do there exist patterns that eventually escape any finite bounding box placed around them? And do there exist patterns that die out completely? If both of these conditions are true, then a cellular automaton rule is likely to support spaceships, small patterns that move and that form the building blocks of many of the more complex patterns that are known for Life. If one or both of these conditions is not true, then there may still be phenomena of interest supported by the given cellular automaton rule, but we will have to look harder for them. Although our classification is very crude, we argue that it is more objective than Wolfram's (due to the greater ease of determining a rigorous answer to these questions), more predictive (as we can classify large groups of rules without observing them individually), and more accurate in focusing attention on rules likely to support patterns with complex behavior. We support these assertions by surveying a number of known cellular automaton rules.Comment: 30 pages, 23 figure

Using Topological Statistics to Detect Determinism in Time Series

Statistical differentiability of the measure along the reconstructed trajectory is a good candidate to quantify determinism in time series. The procedure is based upon a formula that explicitly shows the sensitivity of the measure to stochasticity. Numerical results for partially surrogated time series and series derived from several stochastic models, illustrate the usefulness of the method proposed here. The method is shown to work also for high--dimensional systems and experimental time seriesComment: 23 RevTeX pages, 14 eps figures. To appear in Physical Review

Temperature Dependence of the Dynamics of Portevin-Le Chatelier Effect in Al-2.5%Mg alloy

Tensile tests were carried out by deforming polycrystalline samples of Al-2.5%Mg alloy at four different temperatures in an intermediate strain rate regime of 2x10-4s-1 to 2x10-3s-1. The Portevin-Le Chatelier (PLC) effect was observed throughout the strain rate and temperature region. The mean cumulative stress drop magnitude and the mean reloading time exhibit an increasing trend with temperature which is attributed to the enhanced solute diffusion at higher temperature. The observed stress-time series data were analyzed using the nonlinear dynamical methods. From the analyses, we could establish the presence of deterministic chaos in the PLC effect throughout the temperature regime. The dynamics goes to higher dimension at a sufficiently high temperature of 425K but the complexity of the dynamics is not affected by the temperature.Comment: 18 pages, 8 figures; accepted in Met. Mater. Trans.