Gases Brownian Motion Optimization: an Algorithm for Optimization (GBMO)

2013 ◽  
Vol 13 (5) ◽  
pp. 2932-2946 ◽  
Author(s):  
Marjan Abdechiri ◽  
Mohammad Reza Meybodi ◽  
Helena Bahrami
Author(s):  
Majid Abdolrazzagh-Nezhad ◽  
Shokooh Pour Mahyabadi ◽  
Ali Ebrahimpoor

In the last decade, the application of information technology and artificial intelligence algorithms are widely developed in collecting information of cancer patients and detecting them based on proposing various detection algorithms. The K-Nearest-Neighbor classification algorithm (KNN) is one of the most popular of detection algorithms, which has two challenges in determining the value of k and the volume of computations proportional to the size of the data and sample selected for training. In this paper, the Gaussian Brownian Motion Optimization (GBMO) algorithm is utilized for improving the KNN performance to breast cancer detection. To achieve to this aim, each gas molecule contains the information such as a selected subset of features to apply the KNN and k value. The GBMO has lower time-complexity order than other algorithms and has also been observed to perform better than other optimization algorithms in other applications. The algorithm and three well-known meta-heuristic algorithms such as Genetic Algorithm (GA), Particle Swarm Optimization (PSO) and Imperialist Competitive Algorithm (ICA) have been implemented on five benchmark functions and compared the obtained results. The GBMO+KNN performed on three benchmark datasets of breast cancer from UCI and the obtained results are compared with other existing cancer detection algorithms. These comparisons show significantly improves this classification accuracy with the proposed detection algorithm.


2007 ◽  
Vol 44 (02) ◽  
pp. 393-408 ◽  
Author(s):  
Allan Sly

Multifractional Brownian motion is a Gaussian process which has changing scaling properties generated by varying the local Hölder exponent. We show that multifractional Brownian motion is very sensitive to changes in the selected Hölder exponent and has extreme changes in magnitude. We suggest an alternative stochastic process, called integrated fractional white noise, which retains the important local properties but avoids the undesirable oscillations in magnitude. We also show how the Hölder exponent can be estimated locally from discrete data in this model.


1986 ◽  
Vol 23 (04) ◽  
pp. 893-903 ◽  
Author(s):  
Michael L. Wenocur

Brownian motion subject to a quadratic killing rate and its connection with the Weibull distribution is analyzed. The distribution obtained for the process killing time significantly generalizes the Weibull. The derivation involves the use of the Karhunen–Loève expansion for Brownian motion, special function theory, and the calculus of residues.


1971 ◽  
Vol 105 (12) ◽  
pp. 736-736
Author(s):  
V.I. Arabadzhi
Keyword(s):  

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