Seasonal time-series model using particle swarm optimization for broadband data payload prediction

Author(s):  
Arjuna Aji Negara ◽  
I Wayan Mustika ◽  
Oyas Wahyunggoro
2017 ◽  
Vol 19 (2) ◽  
pp. 261-281 ◽  
Author(s):  
Sahbi Boubaker

In this paper, a modeling-identification approach for the monthly municipal water demand system in Hail region, Saudi Arabia, is developed. This approach is based on an auto-regressive integrated moving average (ARIMA) model tuned by the particle swarm optimization (PSO). The ARIMA (p, d, q) modeling requires estimation of the integer orders p and q of the AR and MA parts; and the real coefficients of the model. More than being simple, easy to implement and effective, the PSO-ARIMA model does not require data pre-processing (original time-series normalization for artificial neural network (ANN) or data stationarization for traditional stochastic time-series (STS)). Moreover, its performance indicators such as the mean absolute percentage error (MAPE), coefficient of determination (R2), root mean squared error (RMSE) and average absolute relative error (AARE) are compared with those of ANN and STS. The obtained results show that the PSO-ARIMA outperforms the ANN and STS approaches since it can optimize simultaneously integer and real parameters and provides better accuracy in terms of MAPE (5.2832%), R2 (0.9375), RMSE (2.2111 × 105m3) and AARE (5.2911%). The PSO-ARIMA model has been implemented using 69 records (for both training and testing). The results can help local water decision makers to better manage the current water resources and to plan extensions in response to the increasing need.


2012 ◽  
Vol 3 (2) ◽  
pp. 67-82 ◽  
Author(s):  
Yi Xiao ◽  
Jin Xiao ◽  
Shouyang Wang

In time series analysis, an important problem is how to extract the information hidden in the non-stationary and noise data and combine it into a model for forecasting. In this paper, the authors propose a TEI@I based hybrid forecasting model. A novel feed forward neural network is developed based on the improved particle swarm optimization with adaptive genetic operator (IPSO-FNN) for forecasting. In the proposed IPSO, inertia weight is dynamically adjusted according to the feedback from particles’ best memories, and acceleration coefficients are controlled by a declining arccosine and an increasing arccosine function. Subsequently, a crossover rate which only depends on generation and an adaptive mutation rate based on individual fitness are designed. The parameters of FNN are optimized by binary and decimal particle swarm optimization. Further, the forecast results of IPSO-FNN are adjusted with the knowledge from text mining and an expert system. The empirical results on the container throughput forecast of Tianjin Port show that forecasts with the proposed method are much better than some other methods.


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