Tracking Patterns with Particle Swarm Optimization and Genetic Algorithms

2017 ◽  
Vol 8 (2) ◽  
pp. 34-49 ◽  
Author(s):  
Yuri Marchetti Tavares ◽  
Nadia Nedjah ◽  
Luiza de Macedo Mourelle

The template matching is an important technique used in pattern recognition. The goal is to find a given pattern, of a prescribed model, in a frame sequence. In order to evaluate the similarity of two images, the Pearson's Correlation Coefficient (PCC) is used. This coefficient is calculated for each of the image pixels, which entails an operation that is computationally very expensive. In order to improve the processing time, this paper proposes two implementations for template matching: one using Genetic Algorithms (GA) and the other using Particle Swarm Optimization (PSO) considering two different topologies. The results obtained by the proposed methodologies are compared to those obtained by the exhaustive search in each pixel. The comparison indicates that PSO is up to 236x faster than the brute force exhausted search while GA is only 44x faster, for the same image. Also, PSO based methodology is 5x faster than the one based on GA.

Author(s):  
Yuri Marchetti Tavares ◽  
Nadia Nedjah ◽  
Luiza de Macedo Mourelle

The template matching is an important technique used in pattern recognition. The goal is to find a given pattern, of a prescribed model, in a frame sequence. In order to evaluate the similarity of two images, the Pearson's Correlation Coefficient (PCC) is used. This coefficient is calculated for each of the image pixels, which entails an operation that is computationally very expensive. In order to improve the processing time, this paper proposes two implementations for template matching: one using Genetic Algorithms (GA) and the other using Particle Swarm Optimization (PSO) considering two different topologies. The results obtained by the proposed methodologies are compared to those obtained by the exhaustive search in each pixel. The comparison indicates that PSO is up to 236x faster than the brute force exhausted search while GA is only 44x faster, for the same image. Also, PSO based methodology is 5x faster than the one based on GA.


Entropy ◽  
2020 ◽  
Vol 22 (11) ◽  
pp. 1239
Author(s):  
Fatih Ecer ◽  
Sina Ardabili ◽  
Shahab S. Band ◽  
Amir Mosavi

Predicting stock market (SM) trends is an issue of great interest among researchers, investors and traders since the successful prediction of SMs’ direction may promise various benefits. Because of the fairly nonlinear nature of the historical data, accurate estimation of the SM direction is a rather challenging issue. The aim of this study is to present a novel machine learning (ML) model to forecast the movement of the Borsa Istanbul (BIST) 100 index. Modeling was performed by multilayer perceptron–genetic algorithms (MLP–GA) and multilayer perceptron–particle swarm optimization (MLP–PSO) in two scenarios considering Tanh (x) and the default Gaussian function as the output function. The historical financial time series data utilized in this research is from 1996 to 2020, consisting of nine technical indicators. Results are assessed using Root Mean Square Error (RMSE), Mean Absolute Percentage Error (MAPE) and correlation coefficient values to compare the accuracy and performance of the developed models. Based on the results, the involvement of the Tanh (x) as the output function, improved the accuracy of models compared with the default Gaussian function, significantly. MLP–PSO with population size 125, followed by MLP–GA with population size 50, provided higher accuracy for testing, reporting RMSE of 0.732583 and 0.733063, MAPE of 28.16%, 29.09% and correlation coefficient of 0.694 and 0.695, respectively. According to the results, using the hybrid ML method could successfully improve the prediction accuracy.


2019 ◽  
Vol 18 (03) ◽  
pp. 833-866 ◽  
Author(s):  
Mi Li ◽  
Huan Chen ◽  
Xiaodong Wang ◽  
Ning Zhong ◽  
Shengfu Lu

The particle swarm optimization (PSO) algorithm is simple to implement and converges quickly, but it easily falls into a local optimum; on the one hand, it lacks the ability to balance global exploration and local exploitation of the population, and on the other hand, the population lacks diversity. To solve these problems, this paper proposes an improved adaptive inertia weight particle swarm optimization (AIWPSO) algorithm. The AIWPSO algorithm includes two strategies: (1) An inertia weight adjustment method based on the optimal fitness value of individual particles is proposed, so that different particles have different inertia weights. This method increases the diversity of inertia weights and is conducive to balancing the capabilities of global exploration and local exploitation. (2) A mutation threshold is used to determine which particles need to be mutated. This method compensates for the inaccuracy of random mutation, effectively increasing the diversity of the population. To evaluate the performance of the proposed AIWPSO algorithm, benchmark functions are used for testing. The results show that AIWPSO achieves satisfactory results compared with those of other PSO algorithms. This outcome shows that the AIWPSO algorithm is conducive to balancing the abilities of the global exploration and local exploitation of the population, while increasing the diversity of the population, thereby significantly improving the optimization ability of the PSO algorithm.


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