scholarly journals Prediction of Chaotic Time Series Based on BEN-AGA Model

Complexity ◽  
2021 ◽  
Vol 2021 ◽  
pp. 1-16
Author(s):  
LiYun Su ◽  
Fan Yang

Aiming at the prediction problem of chaotic time series, this paper proposes a brain emotional network combined with an adaptive genetic algorithm (BEN-AGA) model to predict chaotic time series. First, we improve the emotional brain learning (BEL) model using the activation function to change the two linear structures the amygdala and the orbitofrontal cortex into the nonlinear structure, and then we establish the brain emotional network (BEN) model. The brain emotional network model has stronger nonlinear calculation ability and generalization ability. Next, we use the adaptive genetic algorithm to optimize the parameters of the brain emotional network model. The weights to be optimized in the model are coded as chromosomes. We design the dynamic crossover probability and mutation probability to control the crossover process and the mutation process, and the optimal parameters are selected through the fitness function to evaluate the chromosome. In this way, we increase the approximation capability of the model and increase the calculation speed of the model. Finally, we reconstruct the phase space of the observation sequence based on the short-term predictability of the chaotic time series; then we establish a brain emotional network model and optimize its parameters with an adaptive genetic algorithm and perform a single-step prediction on the optimized model to obtain the prediction error. The model proposed in this paper is applied to the prediction of Rossler chaotic time series and sunspot chaotic time series. The experimental results verify the effectiveness of the BEN-AGA model and show that this model has higher prediction accuracy and more stability than other methods.

2015 ◽  
Vol 2015 ◽  
pp. 1-10 ◽  
Author(s):  
Jun Wang ◽  
Bi-hua Zhou ◽  
Shu-dao Zhou ◽  
Zheng Sheng

The paper proposes a novel function expression method to forecast chaotic time series, using an improved genetic-simulated annealing (IGSA) algorithm to establish the optimum function expression that describes the behavior of time series. In order to deal with the weakness associated with the genetic algorithm, the proposed algorithm incorporates the simulated annealing operation which has the strong local search ability into the genetic algorithm to enhance the performance of optimization; besides, the fitness function and genetic operators are also improved. Finally, the method is applied to the chaotic time series of Quadratic and Rossler maps for validation. The effect of noise in the chaotic time series is also studied numerically. The numerical results verify that the method can forecast chaotic time series with high precision and effectiveness, and the forecasting precision with certain noise is also satisfactory. It can be concluded that the IGSA algorithm is energy-efficient and superior.


2010 ◽  
Vol 19 (01) ◽  
pp. 107-121 ◽  
Author(s):  
JUAN CARLOS FIGUEROA GARCÍA ◽  
DUSKO KALENATIC ◽  
CESAR AMILCAR LÓPEZ BELLO

This paper presents a proposal based on an evolutionary algorithm for imputing missing observations in time series. A genetic algorithm based on the minimization of an error function derived from their autocorrelation function, mean, and variance is presented. All methodological aspects of the genetic structure are presented. An extended description of the design of the fitness function is provided. Four application examples are provided and solved by using the proposed method.


2021 ◽  
Vol 15 ◽  
Author(s):  
Shui-Hua Wang ◽  
Xianwei Jiang ◽  
Yu-Dong Zhang

Aim: Multiple sclerosis (MS) is a disease, which can affect the brain and/or spinal cord, leading to a wide range of potential symptoms. This method aims to propose a novel MS recognition method.Methods: First, the bior4.4 wavelet is used to extract multiscale coefficients. Second, three types of biorthogonal wavelet features are proposed and calculated. Third, fitness-scaled adaptive genetic algorithm (FAGA)—a combination of standard genetic algorithm, adaptive mechanism, and power-rank fitness scaling—is harnessed as the optimization algorithm. Fourth, multiple-way data augmentation is utilized on the training set under the setting of 10 runs of 10-fold cross-validation. Our method is abbreviated as BWF-FAGA.Results: Our method achieves a sensitivity of 98.00 ± 0.95%, a specificity of 97.78 ± 0.95%, and an accuracy of 97.89 ± 0.94%. The area under the curve of our method is 0.9876.Conclusion: The results show that the proposed BWF-FAGA method is better than 10 state-of-the-art MS recognition methods, including eight artificial intelligence-based methods, and two deep learning-based methods.


2017 ◽  
Vol 44 (11) ◽  
pp. 945-955 ◽  
Author(s):  
Mansour Fakhri ◽  
Ershad Amoosoltani ◽  
Mona Farhani ◽  
Amin Ahmadi

The present study investigates the effectiveness of evolutionary algorithms such as genetic algorithm (GA) evolved neural network in estimating roller compacted concrete pavement (RCCP) characteristics including flexural and compressive strength of RCC and also energy absorbency of mixes with different compositions. A real coded GA was implemented as training algorithm of feed forward neural network to simulate the models. The genetic operators were carefully selected to optimize the neural network, avoiding premature convergence and permutation problems. To evaluate the performance of the genetic algorithm neural network model, Nash-Sutcliffe efficiency criterion was employed and also utilized as fitness function for genetic algorithm which is a different approach for fitting in this area. The results showed that the GA-based neural network model gives a superior modeling. The well-trained neural network can be used as a useful tool for modeling RCC specifications.


SIMULATION ◽  
2019 ◽  
Vol 95 (11) ◽  
pp. 1069-1084 ◽  
Author(s):  
Rui Yan ◽  
Bo Yan

Energy saving and environmental protection are important issues of today. Concerning the environmental and social need to increase the utilization of used products, this paper introduces two remanufacturing reverse logistics (RL) network models, namely, the open-loop model and the closed-loop model. In an open-loop RL system, used products are recovered by outside firms, while in a closed-loop RL system, they are returned to their original producers. The open-loop model features a location selection with two layers. For this model, a mixed-integer linear program (MILP) is built to minimize the total costs of the open-loop RL system, including the fixed cost, the freight between nodes, the operation cost of storage and remanufacturing centers, the penalty cost of unmet or remaining demand quantity, and the government-provided subsidy given to the enterprises that protect the environment. This MILP is solved using an adaptive genetic algorithm with MATLAB simulation. For a closed-loop RL network model, a special demand function considering the relationship between new and remanufactured products is developed. Remanufacturing rate, environmental awareness, service demand elasticity, value-added services, and their impacts on total profit of the closed-loop supply chain are analyzed. The closed-loop RL network model is proved effective through the analysis of a numerical example.


2016 ◽  
Vol 33 (3) ◽  
Author(s):  
Feng Lu ◽  
Yafan Wang ◽  
Jinquan Huang ◽  
Qihang Wang

AbstractA hybrid diagnostic method utilizing Extended Kalman Filter (EKF) and Adaptive Genetic Algorithm (AGA) is presented for performance degradation estimation and sensor anomaly detection of turbofan engine. The EKF is used to estimate engine component performance degradation for gas path fault diagnosis. The AGA is introduced in the integrated architecture and applied for sensor bias detection. The contributions of this work are the comparisons of Kalman Filters (KF)-AGA algorithms and Neural Networks (NN)-AGA algorithms with a unified framework for gas path fault diagnosis. The NN needs to be trained off-line with a large number of prior fault mode data. When new fault mode occurs, estimation accuracy by the NN evidently decreases. However, the application of the Linearized Kalman Filter (LKF) and EKF will not be restricted in such case. The crossover factor and the mutation factor are adapted to the fitness function at each generation in the AGA, and it consumes less time to search for the optimal sensor bias value compared to the Genetic Algorithm (GA). In a word, we conclude that the hybrid EKF-AGA algorithm is the best choice for gas path fault diagnosis of turbofan engine among the algorithms discussed.


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