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61.
Artificial neural networks (ANNs) are flexible computing frameworks and universal approximators that can be applied to a wide range of time series forecasting problems with a high degree of accuracy. However, despite all advantages cited for artificial neural networks, their performance for some real time series is not satisfactory. Improving forecasting especially time series forecasting accuracy is an important yet often difficult task facing forecasters. Both theoretical and empirical findings have indicated that integration of different models can be an effective way of improving upon their predictive performance, especially when the models in the ensemble are quite different. In this paper, a novel hybrid model of artificial neural networks is proposed using auto-regressive integrated moving average (ARIMA) models in order to yield a more accurate forecasting model than artificial neural networks. The empirical results with three well-known real data sets indicate that the proposed model can be an effective way to improve forecasting accuracy achieved by artificial neural networks. Therefore, it can be used as an appropriate alternative model for forecasting task, especially when higher forecasting accuracy is needed. 相似文献
62.
Tristan Behrens Mehdi Dastani Jürgen Dix Michael Köster Peter Novák 《Annals of Mathematics and Artificial Intelligence》2010,59(3-4):277-311
The Multi-Agent Programming Contest is an annual international event on programming multi-agent systems: Teams of agents participate in a simulated cooperative scenario. It started in 2005 and is organised in 2010 for the sixth time. The contest is an attempt to stimulate research in the area of multi-agent system development and programming by (i) identifying key problems in the field and (ii) collecting suitable benchmarks that can serve as milestones for testing multi-agent programming languages, platforms and tools. This article provides a short history of the contest since it started and reports in more detail on the cows and cowboys scenario implemented for the 2008, 2009 and 2010 contest editions. We briefly discuss the underlying technological background and conclude with a critical discussion of the experiences and lessons learned. 相似文献
63.
Maghsoud Amiri Mostafa Ekhtiari Mehdi Yazdani 《Expert systems with applications》2011,38(6):7222-7226
In problem of portfolio selection, financial Decision Makers (DMs) explain objectives and investment purposes in the frame of multi-objective mathematic problems which are more consistent with decision making realities. At present, various methods have introduced to optimize such problems. One of the optimization methods is the Compromise Programming (CP) method. Considering increasing importance of investment in financial portfolios, we propose a new method, called Nadir Compromising Programming (NCP) by expanding a CP-based method for optimization of multi-objective problems. In order to illustrate NCP performance and operational capability, we implement a case study by selecting a portfolio with 35 stock indices of Iran stock market. Results of comparing the CP method and proposed method under the same conditions indicate that NCP method results are more consistent with DM purposes. 相似文献
64.
Making optimal use of available resources has always been of interest to humankind, and different approaches have been used in an attempt to make maximum use of existing resources. Limitations of capital, manpower, energy, etc., have led managers to seek ways for optimally using such resources. In fact, being informed of the performance of the units under the supervision of a manager is the most important task with regard to making sensible decisions for managing them. Data envelopment analysis (DEA) suggests an appropriate method for evaluating the efficiency of homogeneous units with multiple inputs and multiple outputs. DEA models classify decision making units (DMUs) into efficient and inefficient ones. However, in most cases, managers and researchers are interested in ranking the units and selecting the best DMU. Various scientific models have been proposed by researchers for ranking DMUs. Each of these models has some weakness(es), which makes it difficult to select the appropriate ranking model. This paper presents a method for ranking efficient DMUs by the voting analytic hierarchy process (VAHP). The paper reviews some ranking models in DEA and discusses their strengths and weaknesses. Then, we provide the method for ranking efficient DMUs by VAHP. Finally we give an example to illustrate our approach and then the new method is employed to rank efficient units in a real world problem. 相似文献
65.
Stochastic chaos synchronization using Unscented Kalman-Bucy Filter and sliding mode control 总被引:1,自引:0,他引:1
Mahdi HeydariHassan Salarieh Mehdi Behzad 《Mathematics and computers in simulation》2011,81(9):1770-1784
This paper presents an algorithm for synchronizing two different chaotic systems by using a combination of Unscented Kalman-Bucy Filter (UKBF) and sliding mode controller. It is assumed that the drive chaotic system is perturbed by white noise and shows stochastic chaotic behavior. In addition the output of the system does not contain the whole state variables of the system, and it is also affected by some independent white noise. By combining the UKBF and the sliding mode control, a synchronizing control law is proposed. Simulation results show the ability of the proposed method in synchronizing chaotic systems in presence of noise. 相似文献
66.
Jafar Biazar Behzad Ghanbari Mehdi Gholami Porshokouhi Mohammad Gholami Porshokouhi 《Computers & Mathematics with Applications》2011,61(4):1016-1023
In this paper, He’s homotopy perturbation method is applied to solve non-linear systems of mixed Volterra–Fredholm integral equations. Two examples are presented to illustrate the ability of the method. Also comparisons are made between the Adomian decomposition method and the homotopy perturbation method. The results reveal that He’s homotopy perturbation method is very effective and simple and in these examples leads to the exact solutions. 相似文献
67.
Learning automata (LA) were recently shown to be valuable tools for designing Multi-Agent Reinforcement Learning algorithms and are able to control the stochastic games. In this paper, the concepts of stigmergy and entropy are imported into learning automata based multi-agent systems with the purpose of providing a simple framework for interaction and coordination in multi-agent systems and speeding up the learning process. The multi-agent system considered in this paper is designed to find optimal policies in Markov games. We consider several dummy agents that walk around in the states of the environment, make local learning automaton active, and bring information so that the involved learning automaton can update their local state. The entropy of the probability vector for the learning automata of the next state is used to determine reward or penalty for the actions of learning automata. The experimental results have shown that in terms of the speed of reaching the optimal policy, the proposed algorithm has better learning performance than other learning algorithms. 相似文献
68.
Mehdi Mohammadi Bijan Raahemi Ahmad Akbari Hossein Moeinzadeh Babak Nasersharif 《Expert systems with applications》2011,38(6):6417-6423
In this paper, we propose a hybrid approach using genetic algorithm and neural networks to classify Peer-to-Peer (P2P) traffic in IP networks. We first compute the minimum classification error (MCE) matrix using genetic algorithm. The MCE matrix is then used during the pre-processing step to map the original dataset into a new space. The mapped data set is then fed to three different classifiers: distance-based, K-Nearest Neighbors, and neural networks classifiers. We measure three different indexes, namely mutual information, Dunn, and SD to evaluate the extent of separation of the data points before and after mapping is performed. The experimental results demonstrate that with the proposed mapping scheme we achieve, on average, 8% higher accuracy in classification of the P2P traffic compare to the previous solutions. Moreover, the genetic-based MCE matrix increases the classification accuracy more than what the basic MCE does. 相似文献
69.
We investigate the one-dimensional variable-sized bin-packing problem. This problem requires packing a set of items into a minimum-cost set of bins of unequal sizes and costs. Six optimization-based heuristics for this problem are presented and compared. We analyze their empirical performance on a large set of randomly generated test instances with up to 2000 items and seven bin types. The first contribution of this paper is to provide evidence that a set covering heuristic proves to be highly effective and capable of delivering very-high quality solutions within short CPU times. In addition, we found that a simple subset-sum problem-based heuristic consistently outperforms heuristics from the literature while requiring extremely short CPU times. 相似文献
70.
In this paper, we present a topology control algorithm for ad hoc networks. By considering the weight of the links, each node orders its one-hop neighbors in an ordered list and then the ordered lists are exchanged between the neighbors. This information enables the nodes to compute their transmission radius on the basis of its one- and two-hop neighbors’ information. We demonstrate that compared to the best known algorithms, the degree and transmission radius of the nodes in the topology produced by the proposed algorithm are smaller. In addition to Euclidean graphs, the algorithm works correctly on general weighted graphs. Also an extension of our algorithm is proposed which adapts its topology to network changes. Finally, we use the four metrics, node degree, transmission radius, the power stretch factor and, packet loss ratio to measure the performance improvements of the presented algorithms through simulations. 相似文献