遗传算法与神经网络相结合的降水预报模型

针对目前BP神经网络在实际应用中,网络结构难以确定以及网络极易陷入局部解问题,用遗传算法优化神经网络的连接权和网络结构,在遗传进化过程中采取保留最佳个体的方法,建立基于遗传算法的BP网络模型,同时通过实例说明该模型在降水预测中的应用,计算结果表明该方法的预测精度较高。     

遗传算法优化神经网络的汛期降水模型

针对目前神经网络在实际应用中,网络结构难以确定以及网络极易陷入局部解问题,用遗传算法优化神经网络的连接权和网络结构,并在遗传进化过程中采取保留最佳个体的方法,建立基于遗传算法的神经网络模型,实例研究结果表明该方法可以取得较高的预测精度.     

三种生成神经网络拓扑结构的方法在股票、商品价格预测中的应用及结果比较

对比了三种不同神经网络模型的生成方式:传统神经网络生成模型,遗传算法训练神经网络模型,以及在第二种方式训练参数的基础上,再使用传统神经网络优化生成模型.论文使用上述三种方法对代表性股票和商品价格进行拟合并预测,通过预测结果准确性和稳定性的比较发现:引入遗传算法后的神经网络在样本内的拟合误差有所降低,而第三种方法在样本外有最低的预测误差和最优稳定性.     

基于GA-BP的模糊神经网络控制器与Elman辨识器的系统设计

提出了一种基于神经网络的模糊控制系统 ,该系统由模糊神经网络控制器和模型辨识网络组成 .文中介绍了模糊神经网络控制器采用遗传算法离线优化与 BP算法在线调整 ,给出了具体控制算法 ,推导了变形 Elmam网络的系统辨识算法 .仿真结果表明了此法的可行性和有效性 .     

基于粒子群的模糊神经网络的短时交通流量组合预测

为了进一步提高短时交通流量预测的精度,提出了一种粒子群算法的模糊神经网络组合预测模型,模糊神经网络融合了神经网络的学习机制和模糊系统的语言推理能力等优点,弥补各自不足,将自回归求和滑动平均(ARIMA)和灰色Verhulst模型进行初步预测,并将两种初步预测的结果作为模糊神经网络的输入,构建基于改进模神经网络的组合预测模型,在此基础上进行训练和预测,其中模糊神经网络的相关参数由改进粒子群来优化,利用本方法来对南京市汉中路短时交通流量进行预测,结论表明:方法充分发挥了单一模型的优势,比单一的预测模型更加精确,是短时交通流量预测的一个有效方法。     

基于遗传算法和半参数回归的神经网络集成股市预测研究

股票时间序列预测在经济和管理领域具有重要的应用前景,也是很多商业和金融机构成功的基础.首先利用奇异谱分析对股市时间序列重构,降低噪声并提取趋势序列.再利用C-C算法确定股市时间序列的嵌入维数和延迟阶数,对股市时间序列进行相空间重构,生成神经网络的学习矩阵.进一步利用Boosting技术和不同的神经网络模型,生成神经网络集成个体.最后采用带有惩罚项的半参数回归模型进行集成,并利用遗传算法选择最优的光滑参数,以此建立遗传算法和半参数回归的神经网络集成股市预测模型.通过上证指数开盘价进行实例分析,与传统的时间序列分析和其他集成方法对比,发现该方法能获得更准确的预测结果.计算结果表明该方法能充分反映股票价格时间序列趋势,为金融时间序列预测提供一个有效方法.     

基于遗传神经网络的风电功率预测

针对基于单一BP神经网络的风电功率预测模型的不足,提出了一种基于遗传算法优化的神经网络风电功率预测模型.模型采用遗传算法完成对神经网络权值和阈值空间的寻优搜索,以提高神经网络的收敛速度和获得全局最优解的能力.试验结果表明,基于遗传算法优化的神经网络可以提高风电功率预测的精度,其性能优于基于单一BP神经网络模型的风电功率的预测.     

基于遗传算法的灰色Elman神经网络预测模型及其应用

针对少数据、贫信息、非线性、动态性的时间序列,采用遗传算法对Elman神经网络的初始权值进行优化以避免陷入局部最小值.建立灰色GM(1,n)模型对其进行预测,使用优化后的神经网络对预测结果进行修正.通过实例拟合、预测,对比灰色GM(1,n)模型、灰色神经网络模型和基于遗传算法的灰色神经网络模型结果,验证预测模型的有效性.结果表明,基于遗传算法的灰色Elman神经网络预测模型能够扩大搜索范围,稳定网络结构,提高解的精度.     

模糊环境下的流动资金管理模型及其混合智能算法

基于模糊VaR方法建立一类新的流动资金管理模型,并设计含有逼近方法、神经网络和遗传算法的混合智能算法对提出的模糊流动资金管理问题进行求解。最后,给出一个模糊流动资金管理问题的数值例子表明所设计模型和算法的有效性。     

基于二次优化BP神经网络的期货价格预测

针对BP算法存在的不足,结合神经网络、遗传算法和主成分分析的优点,提出基于二次优化BP神经网络的期货价格预测算法.初次优化采用主成分分析法对网络结构进行优化,第二次优化采用自适应遗传算法对网络参数进行优化,将经过二次优化后建立的BP神经网络模型用于期货价格预测.经仿真检验,用新方法建立的模型对期货价格进行预测,在预测的精度和速度方面都优于单纯BP神经网络模型.     

A GMDH-based fuzzy modeling approach for constructing TS model

In this paper, a new learning algorithm based on group method of data handling (GMDH) is proposed for the identification of Takagi-Sugeno fuzzy model. Different from existing methods, the new approach, called TS-GMDH, starts from simple elementary TS fuzzy models, and then uses the mechanism of GMDH to produce candidate fuzzy models of growing complexity until the TS model of optimal complexity has been created. The main characteristic of the new approach is its ability to identify the structure of TS model automatically. Experiments on Box-Jenkins gas furnace data and UCI datasets have shown that the proposed method can achieve satisfactory results and is more robust to noise in comparison with other TS modeling techniques such as ANFIS.     

一个模糊逼近器的改进及仿真

一个模糊逼近器的改进及仿真@岳士弘$浙江大学数学系!杭州310027 @张可村$西安交通大学数学系!西安710049~~     

Application of honey-bee mating optimization algorithm on clustering

Cluster analysis is one of attractive data mining technique that use in many fields. One popular class of data clustering algorithms is the center based clustering algorithm. K-means used as a popular clustering method due to its simplicity and high speed in clustering large datasets. However, K-means has two shortcomings: dependency on the initial state and convergence to local optima and global solutions of large problems cannot found with reasonable amount of computation effort. In order to overcome local optima problem lots of studies done in clustering. Over the last decade, modeling the behavior of social insects, such as ants and bees, for the purpose of search and problem solving has been the context of the emerging area of swarm intelligence. Honey-bees are among the most closely studied social insects. Honey-bee mating may also be considered as a typical swarm-based approach to optimization, in which the search algorithm is inspired by the process of marriage in real honey-bee. Honey-bee has been used to model agent-based systems. In this paper, we proposed application of honeybee mating optimization in clustering (HBMK-means). We compared HBMK-means with other heuristics algorithm in clustering, such as GA, SA, TS, and ACO, by implementing them on several well-known datasets. Our finding shows that the proposed algorithm works than the best one.     

Optimal parameter estimation for Muskingum model based on Gray-encoded accelerating genetic algorithm

In order to reduce the computational amount and improve the computational precision for parameter optimization of Muskingum model, a new algorithm, Gray-encoded accelerating genetic algorithm (GAGA) is proposed. With the shrinking of searching range, the method gradually directs to an optimal result with the excellent individuals obtained by Gray genetic algorithm (GGA). The global convergence is analyzed for the new genetic algorithm. Its efficiency is verified by application of Muskingum model. Compared with the nonlinear programming methods, least residual square method and the test method, GAGA has higher precision. And compared with GGA and BGA (binary-encoded genetic algorithm), GAGA has rapider convergent speed.     

Tabu Search directed by direct search methods for nonlinear global optimization

In recent years, there has been a great deal of interest in metaheuristics in the optimization community. Tabu Search (TS) represents a popular class of metaheuristics. However, compared with other metaheuristics like genetic algorithm and simulated annealing, contributions of TS that deals with continuous problems are still very limited. In this paper, we introduce a continuous TS called Directed Tabu Search (DTS) method. In the DTS method, direct-search-based strategies are used to direct a tabu search. These strategies are based on the well-known Nelder–Mead method and a new pattern search procedure called adaptive pattern search. Moreover, we introduce a new tabu list conception with anti-cycling rules called Tabu Regions and Semi-Tabu Regions. In addition, Diversification and Intensification Search schemes are employed. Numerical results show that the proposed method is promising and produces high quality solutions.     

Adaptive data reduction for large-scale transaction data

Data reduction is an important issue in the field of data mining. The goal of data reduction techniques is to extract a subset of data from a massive dataset while maintaining the properties and characteristics of the original data in the reduced set. This allows an otherwise difficult or impossible data mining task to be carried out efficiently and effectively. This paper describes a new method for selecting a subset of data that closely represents the original data in terms of its joint and univariate distributions. A pair of distance criteria, motivated by the χ²-statistic, are used for measuring the goodness-of-fit between the distributions of the reduced and full datasets. Under these criteria, the data reduction problem can be formulated as a bi-objective quadratic program. A genetic algorithm technique is used in the search/optimization process. Experiments conducted on several real-world data sets demonstrate the effectiveness of the proposed method.     

A robust parameter design for multi-response problems

Most real world search and optimization problems naturally involve multiple responses. In this paper we investigate a multiple response problem within desirability function framework and try to determine values of input variables that achieve a target value for each response through three meta-heuristic algorithms such as genetic algorithm (GA), simulated annealing (SA) and tabu search (TS). Each algorithm has some parameters that need to be accurately calibrated to ensure the best performance. For this purpose, a robust calibration is applied to the parameters by means of Taguchi method. The computational results of these three algorithms are compared against each others. The superior performance of SA over TS and TS over GA is inferred from the obtained results in various situations.     

数据挖掘过程中连续属性离散化新方法研究

在知识发现和机器学习领域里,许多数据挖掘方法如基于粗集的数据挖掘工具等需要使用离散的属性值,但实际观测到的大多是连续性属性数据,这对许多新型数据挖掘工具的研究带来了不便.本文针对以上问题,在综合分析目前连续属性离散化方法的基础上,提出了一种基于数据分布特征的连续属性离散化新方法,并用经典算例验证了此算法,实验结果表明该方法具有合理性和可行性.     

Solving a dynamic cell formation problem using metaheuristics

In this paper, solving a cell formation (CF) problem in dynamic condition is going to be discussed by using some traditional metaheuristic methods such as genetic algorithm (GA), simulated annealing (SA) and tabu search (TS). Most of previous researches were done under the static condition. Due to the fact that CF is a NP-hard problem, then solving the model using classical optimization methods needs a long computational time. In this research, a nonlinear integer model of CF is first given and then solved by GA, SA and TS. Then, the results are compared with the optimal solution and the efficiency of the proposed algorithms is discussed.     

基于客户信用度的物流配送车辆路径问题研究

针对当前城市物流配送过程中普遍存在的客户中途取消订单、无故退换货等交易违约问题,引入客户信用度的测度方法。根据客户历史交易违约数据计算客户信用值,并转化求解客户信用度,构建了包含车辆配送成本、租赁成本以及违反时间窗惩罚成本的配送路径优化模型。设计了一种遗传(GA)-禁忌搜索(TS)混合算法进行模型求解,在算法过程中应用精英保留策略进行循环迭代寻优。结合重庆某外卖物流配送网络的实例数据,验证了模型和算法的有效性和可行性。实验结果给出了不同服务策略下的物流配送调度方案,并进行了基于客户信用度的客户配送服务序列调整比较和敏感度分析。研究表明客户信用等级的合理划分可以有效降低物流配送成本和提高客户服务水平。