Fuzzy time series forecasting with a novel hybrid approach combining fuzzy c-means and neural networks

In recent years, time series forecasting studies in which fuzzy time series approach is utilized have got more attentions. Various soft computing techniques such as fuzzy clustering, artificial neural networks and genetic algorithms have been used in fuzzy time series method to improve the method. While fuzzy clustering and genetic algorithms are being used for fuzzification, artificial neural networks method is being preferred for using in defining fuzzy relationships. In this study, a hybrid fuzzy time series approach is proposed to reach more accurate forecasts. In the proposed hybrid approach, fuzzy c-means clustering method and artificial neural networks are employed for fuzzification and defining fuzzy relationships, respectively. The enrollment data of University of Alabama is forecasted by using both the proposed method and the other fuzzy time series approaches. As a result of comparison, it is seen that the most accurate forecasts are obtained when the proposed hybrid fuzzy time series approach is used.     

基于改进遗传算法的模糊控制器设计

针对模糊控制器的隶属度函数和模糊控制规则的选取及优化缺乏自学习能力与知识采集的手段,以及遗传算法具有自适应、启发式、概率性、迭代式全局收敛的特点,该文章将遗传算法与模糊控制相结合,给出了一种基于改进遗传算法的模糊控制器设计策略.改进算法引入了分裂算子来避免遗传算法在寻优过程中陷入局部最优解,同时对编码方式、选择算子、交叉算子以及变异算子做了相应的调整与改进.并将此改进算法用于优化模糊控制器的隶属度函数与模糊控制规则.仿真结果表明用该改进算法优化后的模糊控制器较用普通遗传算法优化后的模糊控制器具有更好的控制性能.     

Evolution of Appropriate Crossover and Mutation Operators in a Genetic Process

Traditional genetic algorithms use only one crossover and one mutation operator to generate the next generation. The chosen crossover and mutation operators are critical to the success of genetic algorithms. Different crossover or mutation operators, however, are suitable for different problems, even for different stages of the genetic process in a problem. Determining which crossover and mutation operators should be used is quite difficult and is usually done by trial-and-error. In this paper, a new genetic algorithm, the dynamic genetic algorithm (DGA), is proposed to solve the problem. The dynamic genetic algorithm simultaneously uses more than one crossover and mutation operators to generate the next generation. The crossover and mutation ratios change along with the evaluation results of the respective offspring in the next generation. By this way, we expect that the really good operators will have an increasing effect in the genetic process. Experiments are also made, with results showing the proposed algorithm performs better than the algorithms with a single crossover and a single mutation operator.     

A SIMPLE TIME VARIANT METHOD FOR FUZZY TIME SERIES FORECASTING

Forecasting using fuzzy time series models needs computations of fuzzy relations in adjacent observations of time series data. In view of getting better forecasted values, these fuzzy relations have been considered as time invariant and time variant, and have been computed in several ways. However, the complication lies with the various rules developed for obtaining these fuzzy relations and then the defuzzification process. In this article, we propose a simple time variant method for time series forecasting. It uses the difference operator and the values obtained have been used for developing fuzzy rules for forecast. We develop algorithms to forecast enrollments of the University of Alabama and compared them with existing methods. The method has been also implemented to forecast rice production of Pantnagar (farm), India. The computational algorithms of the proposed method are simple and provide higher accuracy in forecasting.     

矢量量化的遗传k-均值算法

提出了一种遗传k-均值算法，该算法通过改进标准遗传操作及采用可变变异率，使其在矢量量化应用中表现出很好的性能．实验证明，该算法能够获得质量高于k-均值和模糊k-均值算法的矢量量化码书，为设计全局最优码书提供了新思路。     

A directional mutation operator for differential evolution algorithms

Differential evolution (DE) is widely studied in the past decade. In its mutation operator, the random variations are derived from the difference of two randomly selected different individuals. Difference vector plays an important role in evolution. It is observed that the best fitness found so far by DE cannot be improved in every generation. In this article, a directional mutation operator is proposed. It attempts to recognize good variation directions and increase the number of generations having fitness improvement. The idea is to construct a pool of difference vectors calculated when fitness is improved at a generation. The difference vector pool will guide the mutation search in the next generation once only. The directional mutation operator can be applied into any DE mutation strategy. The purpose is to speed up the convergence of DE and improve its performance. The proposed method is evaluated experimentally on CEC 2005 test set with dimension 30 and on CEC 2008 test set with dimensions 100 and 1000. It is demonstrated that the proposed method can result in a larger number of generations having fitness improvement than classic DE. It is combined with eleven DE algorithms as examples of how to combine with other algorithms. After its incorporation, the performance of most of these DE algorithms is significantly improved. Moreover, simulation results show that the directional mutation operator is helpful for balancing the exploration and exploitation capacity of the tested DE algorithms. Furthermore, the directional mutation operator modifications can save computational time compared to the original algorithms. The proposed approach is compared with the proximity based mutation operator as both are claimed to be applicable to any DE mutation strategy. The directional mutation operator is shown to be better than the proximity based mutation operator on the five variants in the DE family. Finally, the applications of two real world engineering optimization problems verify the usefulness of the proposed method.     

具有模糊时间窗的转运联盟车辆路径及遗传优化

在对带有模糊时间窗的企业间转运联盟车辆路径问题进行描述的基础上,构建了该问题的多目标规划模型;钭测该模型提出了一种混合遗传算法,该算法在经典车辆路径遗传编码的基础上,通过若干转化和修正算法得到了一种三元式编码,并改进了交叉和变异算子;最后通过实例说明了模型和算法的有效性．     

基于二维可变邻域编码方式的混合遗传算法

针对现有混合遗传算法无法兼顾有效性及高效性的问题,提出一种基于二维可变邻域编码方式的新型混合遗传算法(VNHGA)。首先提出了一种将个体“基因型”与“邻域型”分开编码、同步遗传的新型编码方式,以替换传统二进制编码方式;然后设计了一种稳定变异算子,以替换传统变异算子来提高效率。通过多维函数最小值问题对VNHGA进行测试:首先验证采用所提二维可变邻域编码方式后,使用“鲍德温(Baldwin)效应”作为将局部搜索嵌入传统遗传算法策略时,相对于基于“拉马克(Lamarckian)进化”的嵌入策略,仍然具有采用传统二进制编码方式时的特性,即具有良好有效性但高效性不足;其次验证引入稳定变异算子后,算法在保持其有效性的同时提升了效率,运行时间缩短到之前的50%左右;最后,与两种改进混合遗传算法进行比较,验证所提算法优势。结果表明VNHGA兼具有效性与高效性特点,可用于解决最优化问题。     

Multi-objective differential evolution with performance-metric-based self-adaptive mutation operator for chemical and biochemical dynamic optimization problems

Each mutation operator of differential evolution (DE) algorithm is generally suitable for certain specific types of multi-objective optimization problems (MOPs) or particular stages of the evolution. To automatically select an appropriate mutation operator for solving MOPs in different phases of the evolution, a multi-objective differential evolution with performance-metric-based self-adaptive mutation operator (MODE-PMSMO) is proposed in this study. In MODE-PMSMO, a modified inverted generational distance (IGD) is utilized to evaluate the performance of each mutation operator and guide the evolution of mutation operators. The proposed MODE-PMSMO is then compared with seven multi-objective evolutionary algorithms (MOEAs) on five bi-objective and five tri-objective optimization problems. Generally, MODE-PMSMO exhibits the best average performance among all compared algorithms on ten MOPs. Additionally, MODE-PMSMO is employed to solve four typical multi-objective dynamic optimization problems in chemical and biochemical processes. Experimental results indicate that MODE-PMSMO is suitable for solving these actual problems and can provide a set of nondominated solutions for references of decision makers.     

基于DEA混合算法的模糊车间作业计划问题的研究*

针对以最小化制造跨度为目标,具有模糊加工时间的车间作业计划问题,采用梯形模糊数来表征时间参数,并应用可能性理论,在此基础上构建车间作业计划问题目标函数。为了对模糊环境下的车间作业计划问题进行有效求解,给出了一种DEA-GA混合求解算法,混合算法采用了DNA进化算法的分裂、变异和水平选择算子,然后利用遗传算法的交叉算子实现个体之间的交互,避免早熟收敛。仿真实验表明,该算法高效可行,与GA等优化算法相比,具有更快的收敛速度。     

A closer look at mutation in genetic algorithms

This paper examines the influence of mutation on the behavior of genetic algorithms through a series of examples and experiments. The results provide an existence proof that mutation is a far more profound operator than has ever been recognized. Implications are discussed which point to the importance of open questions concerning genetic algorithms. The paper also reviews the implementation of the infinite population model of Vose which forms the computational basis of this investigation.     

ARMA(p,q) type high order fuzzy time series forecast method based on fuzzy logic relations

Within classic time series approaches, a time series model can be studied under 3 groups, namely AR (autoregressive model), MA (moving averages model) and ARMA (autoregressive moving averages model). On the other hand, solutions are based mostly on fuzzy AR time series models in the fuzzy time series literature. However, just a few fuzzy ARMA time series models have proposed until now. Fuzzy AR time series models have been divided into two groups named first order and high order models in the literature, highlighting the impact of model degree on forecast performance. However, model structure has been disregarded in these fuzzy AR models. Therefore, it is necessary to eliminate the model specification error arising from not utilizing of MA variables in the fuzzy time series approaches. For this reason, a new high order fuzzy ARMA(p,q) time series solution algorithm based on fuzzy logic group relations including fuzzy MA variables along with fuzzy AR variables has been proposed in this study. The main purpose of this article is to show that the forecast performance can be significantly improved when the deficiency of not utilizing MA variables. The other aim is also to show that the proposed method is better than the other fuzzy ARMA time series models in the literature from the point of forecast performance. Therefore, the new proposed method has been compared regarding forecast performance against some methods commonly used in literature by applying them on gold prices in Turkey, Istanbul Stock Exchange (IMKB) and the Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX).     

Solving fuzzy assembly-line balancing problem with genetic algorithms

Assembly-line balancing problem is known as one of difficult combinatorial optimization problems. This problem has been solved with linear programming, dynamic programming approaches, but unfortunately these approaches do not lead to efficient algorithms. Recently, genetic algorithm has been recognized as an efficient and usefull procedure for solving large and hard combinatorial optimization problems, such as scheduling problems, travelling salesman problems, transportation problems, and so on. Fuzzy sets theory is frequently used to represent uncertainty of information. In this paper, to treat the data of real-world problems we use a fuzzy number to represent the processing time and show that we can get a good performance in solving this problem using genetic algorithms.     

基于模糊神经网络的统一潮流控制器

为了减少先验知识对统一潮流控制器中模糊规则的设计和电力系统参数的变化对统一潮流控制器性能的影响,文中采用模糊神经网络来设计统一潮流控制器.为此首先简单介绍了统一潮流控制器的控制策略,然后阐述了自组织模糊神经网络和基于遗传算法的模糊神经网络的构造方法,接着将自组织模糊神经网络、基于遗传算法的模糊神经网络结合统一潮流控制器的控制策略应用于两种统一潮流控制器.最后通过MATLAB仿真例子来验证:这两种统一潮流控制器的设计方法的有效性.     

Dynamic and heuristic fuzzy connectives-based crossover operators for controlling the diversity and convergence of real-coded genetic algorithms

Genetic algorithms are adaptive methods which may be used as approximation heuristic for search and optimization problems. Genetic algorithms process a population of search space solutions with three operations: selection, crossover, and mutation. A great problem in the use of genetic algorithms is the premature convergence, a premature stagnation of the search caused by the lack of diversity in the population and a disproportionate relationship between exploitation and exploration. The crossover operator is considered one of the most determinant elements for solving this problem. In this article we present two types of crossover operators based on fuzzy connectives for real-coded genetic algorithms. The first type is designed to keep a suitable sequence between the exploration and the exploitation along the genetic algorithm's run, the dynamic fuzzy connectives-based crossover operators, the second, for generating offspring near to the best parents in order to offer diversity or convergence in a profitable way, the heuristic fuzzy connectives-based crossover operators. We combine both crossover operators for designing dynamic heuristic fuzzy connectives-based crossover operators that show a robust behavior. © 1996 John Wiley & Sons, Inc.     

基于遗传算法的模糊系统优化设计方法

提出了一种带有混合变长编码和模糊变异算子的新型模糊遗传算法,并钭其应用到模糊系统的优化设计中。仿真结构表明,这种方法具有即使系统缺乏任何先验知识,也能通过评价学习,遗传优化获得满足系统动态性能的优化控制规则的特点。     

基于遗传算法的模糊系统优化设计方法*

提出一种带有混合变长编码和模糊变异算子的新型模糊遗传算法,并将其应用到模糊系统的优化设计中．仿真结果表明,这种方法具有即使系统缺乏任何先验知识,也能通过评价学习、遗传优化获得满足系统动态性能的优化控制规则的特点.     

An enhanced GA technique for system training and prognostics

The commonly used genetic algorithm (GA)-based methods have some shortcomings in applications such as time-consuming and slow convergence. A novel enhanced genetic algorithm (EGA) technique is developed in this paper to overcome these problems in classical GA methods so as to provide a more efficient technique for system training and optimization. Two approaches are proposed in the EGA technique: Firstly, a novel group-based branch crossover operator is suggested to thoroughly explore local space and speed up convergence. Secondly, an enhanced MPT (Makinen-Periaux-Toivanen) mutation operator is proposed to promote global search capability. The effectiveness of the developed EGA is verified by simulations based on a series of benchmark test problems. The EGA technique is also implemented to train a neural-fuzzy predictor for real-time gear system monitoring. Test results show that the branch crossover operator and enhanced MPT mutation operator can effectively improve the convergence speed and global search capability. The EGA technique outperforms other related GA methods with respect to convergence speed and global search capability.     

铁路输送中平车装载问题的模型与算法

分析了铁路运输中的平车装载问题，借鉴了First Fit算法的思想，并引入条件变异算子，提出了求解平车装载问题的一种改进遗传算法，给出了该改进遗传算法编码方法、遗传算子改进方案和适应度函数的定义，该算法能有效地解决初始群体和进化过程中的无效染色体和早熟问题，并用实例验证了该算法的有效性。