scholarly journals A Harmony Search Algorithm with Multi-pitch Adjustment Rate for Symbolic Time Series Data Representation

Author(s):  
Almahdi M. Ahmed ◽  
Azuraliza Abu Bakar ◽  
Abdul Razak Hamdan
2021 ◽  
Vol 11 (4) ◽  
pp. 274-280
Author(s):  
Do Ngoc Luu ◽  
◽  
Nguyen Ngoc Phien ◽  
Duong Tuan Anh

There have been several researches of applying Deep Belief Networks (DBNs) to predict time series data. Most of these works pointed out that DBNs can bring out better prediction accuracy than traditional Artificial Neural Networks. However, one of the main shortcomings of using DBNs in time series prediction concerns with the proper selection of their parameters. In this paper, we investigate the use of Harmony Search algorithm for determining the parameters of DBN in forecasting time series. Experimental results on several synthetic and real world time series datasets revealed that the DBN with parameters selected by Harmony Search performs better than the DBN with parameters selected by Particle Swarm Optimization (PSO) or random method in most of the tested datasets.


2014 ◽  
Vol 587-589 ◽  
pp. 2295-2298
Author(s):  
Ping Zhang ◽  
Mei Ling Li ◽  
Qian Han ◽  
Yi Ning Zhang ◽  
Guo Jun Li

To intend to improve the optimization performance of harmony search (HS) algorithm, an improved global harmony search (IGHS) algorithm was presented in this paper. In this algorithm, inspired by swarm intelligence, the global best harmony are borrowed to enhance the optimization accuracy of HS; and mutation and crossover operation instead of pitch adjustment operation to improved the algorithm convergence rate. The key parameters are adjusted to balance the local and global search. Several benchmark experiment simulations, the IGHS has demonstrated stronger convergence and stability than original harmony search (HS) algorithm and its other three improved algorithms (IHS, GHS and SGHS) that reported in recent literature.


Forecasting ◽  
2021 ◽  
Vol 3 (4) ◽  
pp. 839-850
Author(s):  
Eren Bas ◽  
Erol Egrioglu ◽  
Ufuk Yolcu

Exponential smoothing methods are one of the classical time series forecasting methods. It is well known that exponential smoothing methods are powerful forecasting methods. In these methods, exponential smoothing parameters are fixed on time, and they should be estimated with efficient optimization algorithms. According to the time series component, a suitable exponential smoothing method should be preferred. The Holt method can produce successful forecasting results for time series that have a trend. In this study, the Holt method is modified by using time-varying smoothing parameters instead of fixed on time. Smoothing parameters are obtained for each observation from first-order autoregressive models. The parameters of the autoregressive models are estimated by using a harmony search algorithm, and the forecasts are obtained with a subsampling bootstrap approach. The main contribution of the paper is to consider the time-varying smoothing parameters with autoregressive equations and use the bootstrap method in an exponential smoothing method. The real-world time series are used to show the forecasting performance of the proposed method.


2021 ◽  
Author(s):  
Atsushi Kamimura ◽  
Tetsuya J. Kobayashi

The regulation and coordination of cell growth and division is a long-standing problem in cell physiology. Recent single-cell measurements using microfluidic devices provide quantitative time-series data of various physiological parameters of cells. To clarify the regulatory laws and associated relevant parameters such as cell size, mathematical models have been constructed based on physical insights over the phenomena and tested by their capabilities to reproduce the measured data. However, such a conventional model construction by abduction faces a constant risk that we may overlook important parameters and factors especially when complicated time series data is concerned. In addition, comparing a model and data for validation is not trivial when we work on noisy multi-dimensional data. Using cell size control as an example, we demonstrate that this problem can be addressed by employing a neural network (NN) method, originally developed for history-dependent temporal point processes. The NN can effectively segregate history-dependent deterministic factors and unexplainable noise from a given data by flexibly representing functional forms of the deterministic relation and noise distribution. With this method, we represent and infer birth and division cell size distributions of bacteria and fission yeast. The known size control mechanisms such as adder model are revealed as the conditional dependence of the size distributions on history and their Markovian properties are shown sufficient. In addition, the inferred NN model provides a better data representation for the abductive model searching than descriptive statistics. Thus, the NN method can work as a powerful tool to process the noisy data for uncovering hidden dynamic laws.


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