A new hybrid for improvement of auto-regressive integrated moving average models applying particle swarm optimization

2012 ◽  
Vol 39 (5) ◽  
pp. 5332-5337 ◽  
Author(s):  
Shahrokh Asadi ◽  
Akbar Tavakoli ◽  
Seyed Reza Hejazi
2017 ◽  
Vol 19 (2) ◽  
pp. 261-281 ◽  
Author(s):  
Sahbi Boubaker

In this paper, a modeling-identification approach for the monthly municipal water demand system in Hail region, Saudi Arabia, is developed. This approach is based on an auto-regressive integrated moving average (ARIMA) model tuned by the particle swarm optimization (PSO). The ARIMA (p, d, q) modeling requires estimation of the integer orders p and q of the AR and MA parts; and the real coefficients of the model. More than being simple, easy to implement and effective, the PSO-ARIMA model does not require data pre-processing (original time-series normalization for artificial neural network (ANN) or data stationarization for traditional stochastic time-series (STS)). Moreover, its performance indicators such as the mean absolute percentage error (MAPE), coefficient of determination (R2), root mean squared error (RMSE) and average absolute relative error (AARE) are compared with those of ANN and STS. The obtained results show that the PSO-ARIMA outperforms the ANN and STS approaches since it can optimize simultaneously integer and real parameters and provides better accuracy in terms of MAPE (5.2832%), R2 (0.9375), RMSE (2.2111 × 105m3) and AARE (5.2911%). The PSO-ARIMA model has been implemented using 69 records (for both training and testing). The results can help local water decision makers to better manage the current water resources and to plan extensions in response to the increasing need.


2019 ◽  
Vol 16 (2) ◽  
pp. 463-477 ◽  
Author(s):  
Khalid S Essa

Abstract This paper describes the use of the particle swarm optimization (PSO) method for interpreting observed self-potential anomalies measured along a profile. First, the technique applies the second moving average to the observed self-potential data in order to eradicate the possible influence of the regional anomaly (up to the third-order polynomial effect) via the filter of consecutive window lengths (s-values) and to calculate the residual anomaly. Following that, the PSO method is applied to the residual response to infer the source parameters: amplitude coefficient (K), depth (z), polarization angle (θ) and the shape factor (q) of the underlying buried target. The technique has been applied to three different theoretical and two field examples from the USA and Turkey. Comparisons have shown that the source parameters retrieved from the technique described here are in good agreement with the available geologic and geophysical information.


Author(s):  
Quan Zhang ◽  
Xin Shen ◽  
Jianguo Zhao ◽  
Qing Xiao ◽  
Jun Huang ◽  
...  

Piezoelectric actuators have been received much attention for the advantages of high precision, no wear and rapid response, etc. However, the intrinsic hysteresis behavior of the piezoelectric materials seriously degraded the output performance of piezoelectric actuators. In this paper, to decrease such nonlinear effects and further improve the output performances of piezoelectric actuators, a modified nonlinear autoregressive moving average with exogenous inputs model, which could describe the rate-dependent hysteresis features of piezoelectric actuators was investigated. In the experiment, the different topologies of the proposed back propagation neural network algorithm were compared and the optimal topology was selected considering both the tracking precision and the structure complexity. The experimental results validated that the modified nonlinear autoregressive moving average with exogenous inputs model featured the hysteresis characteristics description ability with high precision, and the predicted motion matched well with the real trajectory. Then, the initial parameters of the back propagation neural network algorithm were further optimized by particle swarm optimization algorithm. The experimental results also verified that the proposed model based on particle swarm optimization–back propagation neural network algorithm was more accurate than that identified through the conventional back propagation neural network algorithm, and has a better predicting performance.


2022 ◽  
Vol 11 (1) ◽  
pp. e13411124515
Author(s):  
Allan Rivalles Souza Feitosa ◽  
Henrique Figuerôa Lacerda ◽  
Wellington Pinheiro dos Santos ◽  
Abel Guilhermino da Silva Filho

Accelerated population growth in the 21st century and increased demand for energy sources, associated with climate change, have resulted in two main challenges: the search for sustainable energy sources and the need to find more efficient ways to use extant sustainable sources. The forecasting module provides an estimate of the future usage of these appliances and it is the source of the recommended module’s suggestion. Time Series Forecasting techniques, such as Autoregressive Integrated Moving Average, Long­Short Term Memory (LSTM), Gated Recurrent Units, Echo State Networks (ESN), and Support Vector Regression, were tested for the predictive module. Multi­objective optimization techniques such as Non­Sorted Genetic Algorithm II (NSGA II), Multi­Objective Particle Swarm Optimization (MOPSO), Speed constrained Multi-­objective Particle Swarm Optimization (SMOPSO), and Strength Pareto Evolutionary Algorithm two (SPEA2), for example, were tested for the Recommendation Module. The Forecasting and Recommendation module experiments were performed independently. In the Forecasting Module, the results and statistical tests revealed LSTM as the best­ suited technique for forecasting the loads of the majority of the appliances tested (in this case seven) in terms of root mean square error. In the experiments performed for the recommendation module, NSGA II showed a higher overall performance compared to other metrics in terms of hyper volume of the Pareto Front generated. This work presents the potential of using both Predictive Models and Multi­Objective Optimization Techniques combined to reduce energy usage in household environments.


2013 ◽  
Vol 2013 ◽  
pp. 1-12 ◽  
Author(s):  
Erol Egrioglu ◽  
Ufuk Yolcu ◽  
Cagdas Hakan Aladag ◽  
Cem Kocak

In the literature, fuzzy time series forecasting models generally include fuzzy lagged variables. Thus, these fuzzy time series models have only autoregressive structure. Using such fuzzy time series models can cause modeling error and bad forecasting performance like in conventional time series analysis. To overcome these problems, a new first-order fuzzy time series which forecasting approach including both autoregressive and moving average structures is proposed in this study. Also, the proposed model is a time invariant model and based on particle swarm optimization heuristic. To show the applicability of the proposed approach, some methods were applied to five time series which were also forecasted using the proposed method. Then, the obtained results were compared to those obtained from other methods available in the literature. It was observed that the most accurate forecast was obtained when the proposed approach was employed.


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