Modeling manufacturing processes using a genetic programming-based fuzzy regression with detection of outliers

Fuzzy regression (FR) been demonstrated as a promising technique for modeling manufacturing processes where availability of data is limited. FR can only yield linear type FR models which have a higher degree of fuzziness, but FR ignores higher order or interaction terms and the influence of outliers, all of which usually exist in the manufacturing process data. Genetic programming (GP), on the other hand, can be used to generate models with higher order and interaction terms but it cannot address the fuzziness of the manufacturing process data. In this paper, genetic programming-based fuzzy regression (GP-FR), which combines the advantages of the two approaches to overcome the deficiencies of the commonly used existing modeling methods, is proposed in order to model manufacturing processes. GP-FR uses GP to generate model structures based on tree representation which can represent interaction and higher order terms of models, and it uses an FR generator based on fuzzy regression to determine outliers in experimental data sets. It determines the contribution and fuzziness of each term in the model by using experimental data excluding the outliers. To evaluate the effectiveness of GP-FR in modeling manufacturing processes, it was used to model a non-linear system and an epoxy dispensing process. The results were compared with those based on two commonly used FR methods, Tanka’s FR and Peters’ FR. The prediction accuracy of the models developed based on GP-FR was shown to be better than that of models based on the other two FR methods.     

GenTrust: A genetic trust management model for peer-to-peer systems

In recent years, peer-to-peer systems have attracted significant interest by offering diverse and easily accessible sharing environments to users. However, this flexibility of P2P systems introduces security vulnerabilities. Peers often interact with unknown or unfamiliar peers and become vulnerable to a wide variety of attacks. Therefore, having a robust trust management model is critical for such open environments in order to exclude unreliable peers from the system. In this study, a new trust model for peer-to-peer networks called GenTrust is proposed. GenTrust has evolved by using genetic programming. In this model, a peer calculates the trustworthiness of another peer based on the features extracted from past interactions and the recommendations. Since the proposed model does not rely on any central authority or global trust values, it suits the decentralized nature of P2P networks. Moreover, the experimental results show that the model is very effective against various attackers, namely individual, collaborative, and pseudospoofing attackers. An analysis on features is also carried out in order to explore their effects on the results. This is the first study which investigates the use of genetic programming on trust management.     

Centre and Range method for fitting a linear regression model to symbolic interval data

This paper introduces a new approach to fitting a linear regression model to symbolic interval data. Each example of the learning set is described by a feature vector, for which each feature value is an interval. The new method fits a linear regression model on the mid-points and ranges of the interval values assumed by the variables in the learning set. The prediction of the lower and upper bounds of the interval value of the dependent variable is accomplished from its mid-point and range, which are estimated from the fitted linear regression model applied to the mid-point and range of each interval value of the independent variables. The assessment of the proposed prediction method is based on the estimation of the average behaviour of both the root mean square error and the square of the correlation coefficient in the framework of a Monte Carlo experiment. Finally, the approaches presented in this paper are applied to a real data set and their performance is compared.     

A closed-loop logistic model with a spanning-tree based genetic algorithm

Due to the problem of global warming, the green supply chain management, in particular, closed-loop logistics, has drawn the attention of researchers. Although there were logistics models that were examined in the literatures, most of them were case based and not in a closed-loop. Therefore, they lacked generality and could not serve the purposes of recycling, reuse and recovery required in a green supply chain. In this study, the integration of forward and reverse logistics was investigated, and a generalized closed-loop model for the logistics planning was proposed by formulating a cyclic logistics network problem into an integer linear programming model. Moreover, the decisions for selecting the places of manufactories, distribution centers, and dismantlers with the respective operation units were supported with the minimum cost. A revised spanning-tree based genetic algorithm was also developed by using determinant encoding representation for solving this NP model. Numerical experiments were presented, and the results showed that the proposed model and algorithms were able to support the logistic decisions in a closed-loop supply chain efficiently and accurately.

Statement of scope and purposes

This study concerns with operations of 3R in the green supply chain logistics and the location selection optimization. Based on ‘cradle to cradle’ principle of a green product, a “closed-loop” structure of a network was proposed in order to integrate the environmental issues into a traditional logistic system. Due to NP-hard nature of the model, a Genetic Algorithm, which is based on spanning tree structure was developed. Test problems from the small size for accuracy to the large scale for efficiency have been demonstrated with comparison. The promising results have shown the applicability of the proposed model with the solution procedure.     

A chaotic time series prediction model for speech signal encoding based on genetic programming

In this paper, a novel solving method for speech signal chaotic time series prediction model was proposed. A phase space was reconstructed based on speech signal's chaotic characteristics and the genetic programming (GP) algorithm was introduced for solving the speech chaotic time series prediction models on the phase space with the embedding dimension m and time delay τ. And then, the speech signal's chaotic time series models were built. By standardized processing of these models and optimizing parameters, a speech signal's coding model of chaotic time series with certain generalization ability was obtained. At last, the experimental results showed that the proposed method can get the speech signal chaotic time series prediction models much more effectively, and had a better coding accuracy than linear predictive coding (LPC) algorithms and neural network model.     

A hybrid stock selection model using genetic algorithms and support vector regression

In the areas of investment research and applications, feasible quantitative models include methodologies stemming from soft computing for prediction of financial time series, multi-objective optimization of investment return and risk reduction, as well as selection of investment instruments for portfolio management based on asset ranking using a variety of input variables and historical data, etc. Among all these, stock selection has long been identified as a challenging and important task. This line of research is highly contingent upon reliable stock ranking for successful portfolio construction. Recent advances in machine learning and data mining are leading to significant opportunities to solve these problems more effectively. In this study, we aim at developing a methodology for effective stock selection using support vector regression (SVR) as well as genetic algorithms (GAs). We first employ the SVR method to generate surrogates for actual stock returns that in turn serve to provide reliable rankings of stocks. Top-ranked stocks can thus be selected to form a portfolio. On top of this model, the GA is employed for the optimization of model parameters, and feature selection to acquire optimal subsets of input variables to the SVR model. We will show that the investment returns provided by our proposed methodology significantly outperform the benchmark. Based upon these promising results, we expect this hybrid GA-SVR methodology to advance the research in soft computing for finance and provide an effective solution to stock selection in practice.     

A semi-supervised regression model for mixed numerical and categorical variables

In this paper, we develop a semi-supervised regression algorithm to analyze data sets which contain both categorical and numerical attributes. This algorithm partitions the data sets into several clusters and at the same time fits a multivariate regression model to each cluster. This framework allows one to incorporate both multivariate regression models for numerical variables (supervised learning methods) and k-mode clustering algorithms for categorical variables (unsupervised learning methods). The estimates of regression models and k-mode parameters can be obtained simultaneously by minimizing a function which is the weighted sum of the least-square errors in the multivariate regression models and the dissimilarity measures among the categorical variables. Both synthetic and real data sets are presented to demonstrate the effectiveness of the proposed method.     

A note on the variance of rank-based selection strategies for genetic algorithms and genetic programming

This paper evaluates different forms of rank-based selection that are used with genetic algorithms and genetic programming. Many types of rank based selection have exactly the same expected value in terms of the sampling rate allocated to each member of the population. However, the variance associated with that sampling rate can vary depending on how selection is implemented. We examine two forms of tournament selection and compare these to linear rank-based selection using an explicit formula. Because selective pressure has a direct impact on population diversity, we also examine the interaction between selective pressure and different mutation strategies.     

Improved point and interval estimation for a beta regression model

In this paper we consider the beta regression model recently proposed by Ferrari and Cribari-Neto [2004. Beta regression for modeling rates and proportions. J. Appl. Statist. 31, 799-815], which is tailored to situations where the response is restricted to the standard unit interval and the regression structure involves regressors and unknown parameters. We derive the second order biases of the maximum likelihood estimators and use them to define bias-adjusted estimators. As an alternative to the two analytically bias-corrected estimators discussed, we consider a bias correction mechanism based on the parametric bootstrap. The numerical evidence favors the bootstrap-based estimator and also one of the analytically corrected estimators. Several different strategies for interval estimation are also proposed. We present an empirical application.     

A mathematical model and a genetic algorithm for two-sided assembly line balancing

A two-sided assembly line is a type of production line where tasks are performed in parallel at both sides of the line. The line is often found in producing large products such as trucks and buses. This paper presents a mathematical model and a genetic algorithm (GA) for two-sided assembly line balancing (two-ALB). The mathematical model can be used as a foundation for further practical development in the design of two-sided assembly lines. In the GA, we adopt the strategy of localized evolution and steady-state reproduction to promote population diversity and search efficiency. When designing the GA components, including encoding and decoding schemes, procedures of forming the initial population, and genetic operators, we take account of the features specific to two-ALB. Through computational experiments, the performance of the proposed GA is compared with that of a heuristic and an existing GA with various problem instances. The experimental results show that the proposed GA outperforms the heuristic and the compared GA.     

A genetic algorithm-based approach for solving the resource-sharing and scheduling problem

We introduce a heuristic that is based on a unique genetic algorithm (GA) to solve the resource-sharing and scheduling problem (RSSP). This problem was previously formulated as a continuous-time mixed integer linear programming model and was solved optimally using a branch-and-bound (B&B) algorithm. The RSSP considers the use of a set of resources for the production of several products. Producing each product requires a set of operations with precedence relationships among them. Each operation can be performed using alternative modes which define the subset of the resources needed, and an operation may share different resources simultaneously. The problem is to select a single mode for each operation and accordingly to schedule the resources, while minimizing the makespan time. The GA we propose is based on a new encoding schema that adopts the structure of a DNA in nature. In our experiments we compared the effectiveness and runtime of our GA versus a B&B algorithm and two truncated B&B algorithms that we developed on a set of 118 problem instances. The results demonstrate that the GA solved all the problems (10 runs each), and reaches optimality in 75% of the runs, had an average deviation of less than 1% from the optimal makespan, and a runtime that was much less sensitive to the size of the problem instance.     

A Hybrid approach for integer programming combining genetic algorithms, linear programming and ordinal optimization

Hybrid methods are promising tools in integer programming, as they combine the best features of different methods in a complementary fashion. This paper presents such a framework, integrating the notions of genetic algorithm, linear programming, and ordinal optimization in an effort to shorten computation times for large and/or difficult integer programming problems. Capitalizing on the central idea of ordinal optimization and on the learning capability of genetic algorithms to quickly generate good feasible solutions, and then using linear programming to solve the problem that results from fixing the integer part of the solution, one may be able to obtain solutions that are close to optimal. Indeed ordinal optimization guarantees the quality of the solutions found. Numerical testing on a real-life complex scheduling problem demonstrates the effectiveness and efficiency of this approach.     

A comparative analysis of genetic algorithms and directed grid search for parametric optimization

In this paper, a comparative analysis of the performance of the Genetic Algorithm (GA) and Directed Grid Search (DGS) methods for optimal parametric design is presented. A genetic algorithm is a guided random search mechanism based on the principle of natural selection and population genetics. The Directed Grid Search method uses a selective directed search of grid points in the direction of descent to find the minimum of a real function, when the initial estimate of the location of the minimum and the bounds of the design variables are specified. An experimental comparison and a discussion on the performance of these two methods in solving a set of eight test functions is presented.     

Dynamic limits for bloat control in genetic programming and a review of past and current bloat theories

Bloat is an excess of code growth without a corresponding improvement in fitness. This is a serious problem in Genetic Programming, often leading to the stagnation of the evolutionary process. Here we provide an extensive review of all the past and current theories regarding why bloat occurs. After more than 15 years of intense research, recent work is shedding new light on what may be the real reasons for the bloat phenomenon. We then introduce Dynamic Limits, our new approach to bloat control. It implements a dynamic limit that can be raised or lowered, depending on the best solution found so far, and can be applied either to the depth or size of the programs being evolved. Four problems were used as a benchmark to study the efficiency of Dynamic Limits. The quality of the results is highly dependent on the type of limit used: depth or size. The depth variants performed very well across the set of problems studied, achieving similar fitness to the baseline technique while using significantly smaller trees. Unlike many other methods available so far, Dynamic Limits does not require specific genetic operators, modifications in fitness evaluation or different selection schemes, nor does it add any parameters to the search process. Furthermore, its implementation is simple and its efficiency does not rely on the usage of a static upper limit. The results are discussed in the context of the newest bloat theory.

Comparison of interval and Monte Carlo simulation for the prediction of postprandial glucose under uncertainty in type 1 diabetes mellitus

In this paper, the problem of tackling uncertainty in the prediction of postprandial blood glucose is analyzed. Two simulation approaches, Monte Carlo and interval models, are studied and compared. Interval simulation is carried out using modal interval analysis. Simulation of a glucoregulatory model with uncertainty in insulin sensitivities, glucose absorption and food intake is carried out using both methods. Interval simulation is superior in predicting all severe and mild hyper- and hypoglycemia episodes. Furthermore, much less computational time is required for interval simulation than for Monte Carlo simulation.     

A relational model for XML structural joins and their size estimations

XML structural joins, which evaluate the containment (ancestor-descendant) relationships between XML elements, are important operations of XML query processing. Estimating structural join size accurately and quickly is crucial to the success of XML query plan selection and the query optimization. XML structural joins are essentially complex θ-joins, which render well-known estimation techniques for relational equijoins, such as discrete cosine transform, wavelet transform, and sketch, not applicable. In this paper, we model structural joins from a relational point of view and convert the complex θ-joins to equijoins so that those well-known estimation techniques become applicable to structural join size estimation. Theoretical analyses and extensive experiments have been performed on these estimation methods. It is shown that discrete cosine transform requires the least memory and yields the best estimates among the three techniques. Compared with state-of-the-art method IM-DA-Est, discrete cosine transform is much faster, requires less memory, and yields comparable estimates.     

A hybrid method based on genetic algorithm and dynamic programming for solving a bi-objective cell formation problem considering alternative process routings and machine duplication

Cell formation is one of the first and most important steps in designing a cellular manufacturing system. It consist of grouping parts with similar design features or processing requirements into part families and associated machines into machine cells. In this study, a bi-objective cell formation problem considering alternative process routings and machine duplication is presented. Manufacturing factors such as part demands, processing times and machine capacities are incorporated in the problem. The objectives of the problem include the minimization of the total dissimilarity between the parts and the minimization of the total investment needed for the acquisition of machines. A normalized weighted sum method is applied to unify the objective functions. Due to the computational complexity of the problem, a hybrid method combining genetic algorithm and dynamic programming is developed to solve it. In the proposed method, the dynamic programming is implemented to evaluate the fitness value of chromosomes in the genetic algorithm. Computational experiments are conducted to examine the performance of the hybrid method. The computations showed promising results in terms of both solution quality and computation time.