Application of integrated soft computing techniques for optimisation of hybrid CO2 laser–MIG welding process

In this paper, artificial neural networks (ANNs), genetic algorithm (GA), simulated annealing (SA) and Quasi Newton line search techniques have been combined to develop three integrated soft computing based models such as ANN–GA, ANN–SA and ANN–Quasi Newton for prediction modelling and optimisation of welding strength for hybrid CO₂ laser–MIG welded joints of aluminium alloy. Experimental dataset employed for the purpose has been generated through full factorial experimental design. Laser power, welding speeds and wires feed rate are considered as controllable input parameters. These soft computing models employ a trained ANN for calculation of objective function value and thereby eliminate the need of closed form objective function. Among 11 tested networks, the ANN with best prediction performance produces maximum percentage error of only 3.21%. During optimisation ANN–GA is found to show best performance with absolute percentage error of only 0.09% during experimental validation. Low value of percentage error indicates efficacy of models. Welding speed has been found as most influencing factor for welding strength.     

Prediction of compressive strength of concretes containing metakaolin and silica fume by artificial neural networks

Neural networks have recently been widely used to model some of the human activities in many areas of civil engineering applications. In the present paper, the models in artificial neural networks (ANN) for predicting compressive strength of concretes containing metakaolin and silica fume have been developed at the age of 1, 3, 7, 28, 56, 90 and 180 days. For purpose of building these models, training and testing using the available experimental results for 195 specimens produced with 33 different mixture proportions were gathered from the technical literature. The data used in the multilayer feed forward neural networks models are arranged in a format of eight input parameters that cover the age of specimen, cement, metakaolin (MK), silica fume (SF), water, sand, aggregate and superplasticizer. According to these input parameters, in the multilayer feed forward neural networks models are predicted the compressive strength values of concretes containing metakaolin and silica fume. The training and testing results in the neural network models have shown that neural networks have strong potential for predicting 1, 3, 7, 28, 56, 90 and 180 days compressive strength values of concretes containing metakaolin and silica fume.     

Using adaptive neuro-fuzzy inference system for hydrological time series prediction

Conventionally, the multiple linear regression procedure has been known as the most popular models in simulating hydrological time series. However, when the nonlinear phenomenon is significant, the multiple linear will fail to develop an appropriate predictive model. Recently, intelligence system approaches such as artificial neural network (ANN) and neuro-fuzzy methods have been used successfully for time series modelling. In most instances for neural networks, multi layer perceptrons (MLPs) that are trained with the back-propagation algorithm have been used. The major shortcoming of this approach is that the knowledge contained in the trained networks is difficult to interpret. Using neuro-fuzzy approaches, which enable the information that is stored in trained networks to be expressed in the form of a fuzzy rule base, would help to overcome this issue. In the present study, a time series neuro-fuzzy model is proposed that is capable of exploiting the strengths of traditional time series approaches. The aim of this article is to investigate the potential of a neuro-fuzzy system with a Sugeno inference engine, considering different numbers of membership functions. Three rivers have been selected and daily prediction for them was applied. For better judgment, outcomes of the network have been compared to an autoregressive model.     

Daily Urban Water Demand Forecasting Based on Chaotic Theory and Continuous Deep Belief Neural Network

The prediction of daily water demands is a crucial part of the effective functioning of the water supply system. This work proposed that a continuous deep belief neural network (CDBNN) model based on the chaotic theory should be implemented to predict the daily water demand time series in Zhuzhou, China. CDBNN should initially be used to predict the urban water demand time series. First, the power spectrum and the largest Lyapunov exponent is used to determine the chaotic characteristic of the daily water demand time series. Second, C–C method is utilized to reconstruct the water demand time series’ phase space. Lastly, the forecasting model should be produced with the continuous deep belief network and neural network algorithms implemented for feature learning and regression, respectively, and the CDBNN input established by the best embedding dimension of the reconstructed phase space. The proposed method is contrasted with the support vector regression, generalized regression neural networks and feed forward neural networks, and they are accepted with the identical dataset. The predictive performance of the models is examined using normalized root-mean-square error (NRMSE), correlation coefficient (COR), and mean absolute percentage error (MAPE). The results suggest that the hybrid model has the smallest NRMSE and MAPE values, and the largest COR.     

A moving-average filter based hybrid ARIMA–ANN model for forecasting time series data

A suitable combination of linear and nonlinear models provides a more accurate prediction model than an individual linear or nonlinear model for forecasting time series data originating from various applications. The linear autoregressive integrated moving average (ARIMA) and nonlinear artificial neural network (ANN) models are explored in this paper to devise a new hybrid ARIMA–ANN model for the prediction of time series data. Many of the hybrid ARIMA–ANN models which exist in the literature apply an ARIMA model to given time series data, consider the error between the original and the ARIMA-predicted data as a nonlinear component, and model it using an ANN in different ways. Though these models give predictions with higher accuracy than the individual models, there is scope for further improvement in the accuracy if the nature of the given time series is taken into account before applying the models. In the work described in this paper, the nature of volatility was explored using a moving-average filter, and then an ARIMA and an ANN model were suitably applied. Using a simulated data set and experimental data sets such as sunspot data, electricity price data, and stock market data, the proposed hybrid ARIMA–ANN model was applied along with individual ARIMA and ANN models and some existing hybrid ARIMA–ANN models. The results obtained from all of these data sets show that for both one-step-ahead and multistep-ahead forecasts, the proposed hybrid model has higher prediction accuracy.     

The use of neural networks for the prediction of the settlement of one-way footings on cohesionless soils based on standard penetration test

In this study, artificial neural networks (ANNs) were used to predict the settlement of one-way footings, without a need to perform any manual work such as using tables or charts. To achieve this, a computer programme was developed in the Matlab programming environment for calculating the settlement of one-way footings from five traditional settlement prediction methods. The footing geometry (length and width), the footing embedment depth, the bulk unit weight of the cohesionless soil, the footing applied pressure, and corrected standard penetration test varied during the settlement analyses, and the settlement value of each one-way footing was calculated for each traditional method by using the written programme. Then, an ANN model was developed for each method to predict the settlement by using the results of the analyses. The settlement values predicted from each ANN model developed were compared with the settlement values calculated from the traditional method. The predicted values were found to be quite close to the calculated values. Additionally, several performance indices such as determination coefficient, variance account for, mean absolute error, root mean square error, and scaled percent error were computed to check the prediction capacity of the ANN models developed. The constructed ANN models have shown high prediction performance based on the performance indices calculated. The results demonstrated that the ANN models developed can be used at the preliminary stage of designing one-way footing on cohesionless soils without a need to perform any manual work such as using tables or charts.     

Evolutionary optimization of sparsely connected and time-lagged neural networks for time series forecasting

Time series forecasting (TSF) is an important tool to support decision making (e.g., planning production resources). Artificial neural networks (ANNs) are innate candidates for TSF due to advantages such as nonlinear learning and noise tolerance. However, the search for the best model is a complex task that highly affects the forecasting performance. In this work, we propose two novel evolutionary artificial neural networks (EANNs) approaches for TSF based on an estimation distribution algorithm (EDA) search engine. The first new approach consist of sparsely connected evolutionary ANN (SEANN), which evolves more flexible ANN structures to perform multi-step ahead forecasts. The second one, consists of an automatic Time lag feature selection EANN (TEANN) approach that evolves not only ANN parameters (e.g., input and hidden nodes, training parameters) but also which set of time lags are fed into the forecasting model. Several experiments were held, using a set of six time series, from different real-world domains. Also, two error metrics (i.e., mean squared error and symmetric mean absolute percentage error) were analyzed. The two EANN approaches were compared against a base EANN (with no ANN structure or time lag optimization) and four other methods (autoregressive integrated moving average method, random forest, echo state network and support vector machine). Overall, the proposed SEANN and TEANN methods obtained the best forecasting results. Moreover, they favor simpler neural network models, thus requiring less computational effort when compared with the base EANN.     

基于RBF神经网络的时间序列预测

前馈神经网络在时间序列预测中的应用已得到充分地认可,一些模型已经提出,例如多层感知器(MLP),误差反向传播(BP)和径向基函数(RBF)网络等等。相对于其他前馈神经网络,RBF网络学习速度快,函数逼近能力强,因而在时间序列预测方面具有很好的应用前景。     

A New Multiplicative Seasonal Neural Network Model Based on Particle Swarm Optimization

In recent years, artificial neural networks (ANNs) have been commonly used for time series forecasting by researchers from various fields. There are some types of ANNs and feed forward neural networks model is one of them. This type has been used to forecast various types of time series in many implementations. In this study, a novel multiplicative seasonal ANN model is proposed to improve forecasting accuracy when time series with both trend and seasonal patterns is forecasted. This neural networks model suggested in this study is the first model proposed in the literature to model time series which contain both trend and seasonal variations. In the proposed approach, the defined neural network model is trained by particle swarm optimization. In the training process, local minimum traps are avoided by using this population based heuristic optimization method. The performance of the proposed approach is examined by using two real seasonal time series. The forecasts obtained from the proposed method are compared to those obtained from other forecasting techniques available in the literature. It is seen that the proposed forecasting model provides high forecasting accuracy.     

Customer churn prediction by hybrid neural networks

As churn management is a major task for companies to retain valuable customers, the ability to predict customer churn is necessary. In literature, neural networks have shown their applicability to churn prediction. On the other hand, hybrid data mining techniques by combining two or more techniques have been proved to provide better performances than many single techniques over a number of different domain problems. This paper considers two hybrid models by combining two different neural network techniques for churn prediction, which are back-propagation artificial neural networks (ANN) and self-organizing maps (SOM). The hybrid models are ANN combined with ANN (ANN + ANN) and SOM combined with ANN (SOM + ANN). In particular, the first technique of the two hybrid models performs the data reduction task by filtering out unrepresentative training data. Then, the outputs as representative data are used to create the prediction model based on the second technique. To evaluate the performance of these models, three different kinds of testing sets are considered. They are the general testing set and two fuzzy testing sets based on the filtered out data by the first technique of the two hybrid models, i.e. ANN and SOM, respectively. The experimental results show that the two hybrid models outperform the single neural network baseline model in terms of prediction accuracy and Types I and II errors over the three kinds of testing sets. In addition, the ANN + ANN hybrid model significantly performs better than the SOM + ANN hybrid model and the ANN baseline model.     

Long memory time series forecasting by using genetic programming

Real-world time series have certain properties, such as stationarity, seasonality, linearity, among others, which determine their underlying behaviour. There is a particular class of time series called long-memory processes, characterized by a persistent temporal dependence between distant observations, that is, the time series values depend not only on recent past values but also on observations of much prior time periods. The main purpose of this research is the development, application, and evaluation of a computational intelligence method specifically tailored for long memory time series forecasting, with emphasis on many-step-ahead prediction. The method proposed here is a hybrid combining genetic programming and the fractionally integrated (long-memory) component of autoregressive fractionally integrated moving average (ARFIMA) models. Another objective of this study is the discovery of useful comprehensible novel knowledge, represented as time series predictive models. In this respect, a new evolutionary multi-objective search method is proposed to limit complexity of evolved solutions and to improve predictive quality. Using these methods allows for obtaining lower complexity (and possibly more comprehensible) models with high predictive quality, keeping run time and memory requirements low, and avoiding bloat and over-fitting. The methods are assessed on five real-world long memory time series and their performance is compared to that of statistical models reported in the literature. Experimental results show the proposed methods’ advantages in long memory time series forecasting.     

基于支持向量回归的多时间序列自回归方法

能耗时间序列涉及多种能源,且各种能源间关系复杂,主要通过多个独立的单时间序列进行预报,这种方式忽略了多时间序列之间的依赖性。为了充分利用多时间序列之间的关联信息以提高预报的准确性,根据机器学习中的向量值函数学习和多任务学习理论,采用支持向量回归(SVR)算法建立了多时间序列的向量值自回归方法和多任务自回归方法。实验结果证明,与多个独立的单时间序列模型相比,通过这种方法建立的多时间序列自回归模型在焦化工序能耗预报中表现出了更好的性能。     

Time Series Prediction With Genetic-Algorithm Designed Neural Networks: An Empirical Comparison With Modern Statistical Models

Neural networks whose architecture is determined by genetic algorithms outperform autoregressive integrated moving average forecasting models in six different time series examples. Refinements to the autoregressive integrated moving average model improve forecasting performance over standard ordinary least squares estimation by 8% to 13%. In contrast, neural networks achieve dramatic improvements of 10% to 40%. Additionally, neural networks give evidence of detecting patterns in data which remain hidden to the autoregression and moving average models. The consequent forecasting potential of neural networks makes them a very promising addition to the variety of techniques and methodologies used to anticipate future movements in time series.
     

Chaotic analysis of predictability versus knowledge discovery techniques: case study of the Polish stock market

Increasing evidence over the past decade indicates that financial markets exhibit nonlinear dynamics in the form of chaotic behavior. Traditionally, the prediction of stock markets has relied on statistical methods including multivariate statistical methods, autoregressive integrated moving average models and autoregressive conditional heteroskedasticity models. In recent years, neural networks and other knowledge techniques have been applied extensively to the task of predicting financial variables.
This paper examines the relationship between chaotic models and learning techniques. In particular, chaotic analysis indicates the upper limits of predictability for a time series. The learning techniques involve neural networks and case–based reasoning. The chaotic models take the form of R/S analysis to measure persistence in a time series, the correlation dimension to encapsulate system complexity, and Lyapunov exponents to indicate predictive horizons. The concepts are illustrated in the context of a major emerging market, namely the Polish stock market.     

Time series forecasting by recurrent product unit neural networks

Time series forecasting (TSF) consists on estimating models to predict future values based on previously observed values of time series, and it can be applied to solve many real-world problems. TSF has been traditionally tackled by considering autoregressive neural networks (ARNNs) or recurrent neural networks (RNNs), where hidden nodes are usually configured using additive activation functions, such as sigmoidal functions. ARNNs are based on a short-term memory of the time series in the form of lagged time series values used as inputs, while RNNs include a long-term memory structure. The objective of this paper is twofold. First, it explores the potential of multiplicative nodes for ARNNs, by considering product unit (PU) activation functions, motivated by the fact that PUs are specially useful for modelling highly correlated features, such as the lagged time series values used as inputs for ARNNs. Second, it proposes a new hybrid RNN model based on PUs, by estimating the PU outputs from the combination of a long-term reservoir and the short-term lagged time series values. A complete set of experiments with 29 data sets shows competitive performance for both model proposals, and a set of statistical tests confirms that they achieve the state of the art in TSF, with specially promising results for the proposed hybrid RNN. The experiments in this paper show that the recurrent model is very competitive for relatively large time series, where longer forecast horizons are required, while the autoregressive model is a good selection if the data set is small or if a low computational cost is needed.

     

The effect of ICA and PSO on ANN results in approximating elasticity modulus of rock material

Reliable determination/evaluation of the rock deformation can be useful prior any structural design application. Young’s modulus (E) affords great insight into the characteristics of the rock. However, its direct determination in the laboratory is costly and time-consuming. Therefore, rock deformation prediction through indirect techniques is greatly suggested. This paper describes hybrid particle swarm optimization (PSO)–artificial neural network (ANN) and imperialism competitive algorithm (ICA)–ANN to solve shortcomings of ANN itself. In fact, the influence of PSO and ICA on ANN results in predicting E was studied in this research. By investigating the related studies, the most important parameters of PSO and ICA were identified and a series of parametric studies for their determination were conducted. All models were built using three inputs (Schmidt hammer rebound number, point load index and p-wave velocity) and one output which is E. To have a fair comparison and to show the capability of the hybrid models, a pre-developed ANN model was also constructed to estimate E. Evaluation of the obtained results demonstrated that a higher ability of E prediction is received developing a hybrid ICA–ANN model. Coefficient of determination (R²) values of (0.952, 0.943 and 0.753) and (0.955, 0.949 and 0.712) were obtained for training and testing of ICA–ANN, PSO–ANN and ANN models, respectively. In addition, VAF values near to 100 (95.182 and 95.143 for train and test) were achieved for a developed ICA–ANN hybrid model. The results indicated that the proposed ICA–ANN model can be implemented better in improving performance capacity of ANN model compared to another implemented hybrid model.

     

Combining seasonal ARIMA models with computational intelligence techniques for time series forecasting

Seasonal autoregressive integrated moving average (SARIMA) models form one of the most popular and widely used seasonal time series models over the past three decades. However, in several researches it has been argued that they have two basic limitations that detract from their popularity for seasonal time series forecasting tasks. SARIMA models assume that future values of a time series have a linear relationship with current and past values as well as with white noise; therefore, approximations by SARIMA models may not be adequate for complex nonlinear problems. In addition, SARIMA models require a large amount of historical data to produce desired results. However, in real situations, due to uncertainty resulting from the integral environment and rapid development of new technology, future situations must be forecasted using small data sets over a short span of time. Using hybrid models or combining several models has become a common practice to overcome the limitations of single models and improve forecasting accuracy. In this paper, a new hybrid model, which combines the seasonal autoregressive integrated moving average (SARIMA) and computational intelligence techniques such as artificial neural networks and fuzzy models for seasonal time series forecasting is proposed. In the proposed model, these two techniques are applied to simultaneously overcome the linear and data limitations of SARIMA models and yield more accurate results. Empirical results of forecasting two well-known seasonal time series data sets indicate that the proposed model exhibits effectively improved forecasting accuracy, so that it can be used as an appropriate seasonal time series model.     

Neural computing models for prediction of permeability coefficient of coarse-grained soils

Correlations are very significant from the earliest days; in some cases, it is essential as it is difficult to measure the amount directly, and in other cases it is desirable to ascertain the results with other tests through correlations. Soft computing techniques are now being used as alternate statistical tool, and new techniques such as artificial neural networks, fuzzy inference systems, genetic algorithms, and their hybrids were employed for developing the predictive models to estimate the needed parameters, in the recent years. Determination of permeability coefficient (k) of soils is very important for the definition of hydraulic conductivity and is difficult, expensive, time-consuming, and involves destructive tests. In this paper, use of some soft computing techniques such as ANNs (MLP, RBF, etc.) and ANFIS (adaptive neuro-fuzzy inference system) for prediction of permeability of coarse-grained soils was described and compared. As a result of this paper, it was obtained that the all constructed soft computing models exhibited high performance for predicting k. In order to predict the permeability coefficient, ANN models having three inputs, one output were applied successfully and exhibited reliable predictions. However, all four different algorithms of ANN have almost the same prediction capability, and accuracy of MLP was relatively higher than RBF models. The ANFIS model for prediction of permeability coefficient revealed the most reliable prediction when compared with the ANN models, and the use of soft computing techniques will provide new approaches and methodologies in prediction of some parameters in soil mechanics.     

Predicting direction of stock price index movement using artificial neural networks and support vector machines: The sample of the Istanbul Stock Exchange

Prediction of stock price index movement is regarded as a challenging task of financial time series prediction. An accurate prediction of stock price movement may yield profits for investors. Due to the complexity of stock market data, development of efficient models for predicting is very difficult. This study attempted to develop two efficient models and compared their performances in predicting the direction of movement in the daily Istanbul Stock Exchange (ISE) National 100 Index. The models are based on two classification techniques, artificial neural networks (ANN) and support vector machines (SVM). Ten technical indicators were selected as inputs of the proposed models. Two comprehensive parameter setting experiments for both models were performed to improve their prediction performances. Experimental results showed that average performance of ANN model (75.74%) was found significantly better than that of SVM model (71.52%).     

Application of hybrid computational intelligence models in short-term bus load forecasting

Artificial neural networks (ANNs) are a favorable scheme in load forecasting applications mainly due to their endogenous capacity of robust modeling of data sets with highly non-linear relationship between inputs and outputs. Usually, the inputs correspond to historical load values, exogenous variables like temperature, day type identification codes and others. The outputs refer to the load values under examination. The majority of the load forecasting related literature focuses in aggregated load system level. While contemporary research efforts focus in smart grid technologies, there is need to study the characteristics of small scaled loads. Bus load forecasting refers to prediction of the demand patterns in buses of the transmission and distribution systems. Bus load exhibits low correlation with the aggregated system load, since it is characterized by a high level of stochasticity. Hence, a proper selection and formulation of the forecasting model is essential in order to keep the prediction accuracy within acceptable ranges. The treatment of bus load characteristics is held with computational intelligence techniques such as clustering and ANN. Neural network based systems are a favorable scheme in recent years in price and load predictions over traditional time series models. ANN can fully adapt expert knowledge and modify their parameters accordingly to simulate the problem`s attributions through training paradigms. Thus, ANN based systems are an essential choice, justified by the paper`s findings, for highly volatile time series. This work focuses on the short-term load forecasting (STLF) of a number of buses within the Greek interconnected system. Firstly, a modified version of the ANN already proposed for the aggregated load of the interconnected system is employed. To enhance the forecasting accuracy of the ANN, the load profiling methodology is used resulting to the formulation of two novel hybrid forecasting models. These models refer to the combination of the ANN with a clustering algorithm, resulting to superior performance. Simulation results indicate that the combination captures and successfully treats the special characteristics of the bus load patterns. The scope of the present paper is to develop efficient forecasting systems for short-term bus load predictions. This is a current research challenge due to the high interest for smart grids and demand side management applications by utilities, regulators, retailer and energy service companies. Bus load forecasting appears to be a more difficult engineering problem compared to forecasting of the total load of a country. No hybrid models for bus load predictions have been presented so far in the literature. Two novel clustering based tools are developed and successfully tested in a number of loads covering different types of electricity consumers and demand levels.