Anomaly Detection for Time Series Based on the Neural Networks Optimized by the Improved PSO Algorithm

Author(s):  
Wenxiang Guo ◽  
Xiyu Liu ◽  
Laisheng Xiang
2011 ◽  
Vol 460-461 ◽  
pp. 687-691
Author(s):  
Zhi Bin Xiong

This paper proposes a hybrid algorithm based on chaos optimization and particle swarm optimization (PSO) to improve the performance of the neural networks (NN) on evaluating credit risk. The hybrid algorthm not only maintains the advantage of simple structure, but also improves the convergence of the traditional PSO algorithm, and enhances the global optimization capability and accuracy of the algorithm. The test results indicate that the performance of the proposed model is better than the ones of NN model using the BP algorithm and traditional PSO algorithm.


2018 ◽  
Vol 49 (6) ◽  
pp. 1724-1739 ◽  
Author(s):  
Ramesh S. V. Teegavarapu

Abstract Streamflow time series often provide valuable insights into the underlying physical processes that govern responses of any watershed to storm events. Patterns derived from time series based on repeated structures within these series can be beneficial for developing new or improved data-driven forecasting models. Data-driven models, artificial neural networks (ANN), are developed in the current study for streamflow prediction using input structures that are classified by geometrically similar patterns. A new modular and integrated ANN architecture that combines multiple ANN models, referred to as pattern-classified neural network (PCNN), is proposed, developed and investigated in this study. The PCNN relies on the development of several independent local models instead of one global data-driven prediction model. The PCNN models are evaluated for one step-ahead prediction of daily streamflows for Reed Creek and Little River, Virginia, and Elkhorn Creek, Kentucky in the United States. Results obtained from this study suggest that the use of these patterns has improved the performance of the neural networks in prediction. The improved performance of the PCNN models can be attributed to prior classification of data benefiting generalization abilities. PCNN model outputs can also provide an ensemble of forecasts that help quantify forecast uncertainty.


Author(s):  
Srijan Das ◽  
Arpita Dutta ◽  
Saurav Sharma ◽  
Sangharatna Godboley

Anomaly Detection is an important research domain of Pattern Recognition due to its effects of classification and clustering problems. In this paper, an anomaly detection algorithm is proposed using different primitive cost functions such as Normal Perceptron, Relaxation Criterion, Mean Square Error (MSE) and Ho-Kashyap. These criterion functions are minimized to locate the decision boundary in the data space so as to classify the normal data objects and the anomalous data objects. The authors proposed algorithm uses the concept of supervised classification, though it is very different from solving normal supervised classification problems. This proposed algorithm using different criterion functions has been compared with the accuracy of the Neural Networks (NN) in order to bring out a comparative analysis between them and discuss some advantages.


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