Search results for: Continuous Genetic Algorithm (C-GA)

Authors: Mohammad Akbarpour Sekeh, Mohd. Aizaini Maarof, Mohd. Foad Rohani, Malihe Motiei

Abstract:

Duplicated region detection is a technical method to expose copy-paste forgeries on digital images. Copy-paste is one of the common types of forgeries to clone portion of an image in order to conceal or duplicate special object. In this type of forgery detection, extracting robust block feature and also high time complexity of matching step are two main open problems. This paper concentrates on computational time and proposes a local block matching algorithm based on block clustering to enhance time complexity. Time complexity of the proposed algorithm is formulated and effects of two parameter, block size and number of cluster, on efficiency of this algorithm are considered. The experimental results and mathematical analysis demonstrate this algorithm is more costeffective than lexicographically algorithms in time complexity issue when the image is complex.

Keywords: Copy-paste forgery detection, Duplicated region, Timecomplexity, Local block matching, Sequential block clustering.

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Authors: N. Ploysook, R. Rugsaj, C. Suvanjumrat

Abstract:

The characteristic requirement for producing rectangular shape bottles was a uniform thickness of the plastic bottle wall. Die shaping was a good technique which controlled the wall thickness of bottles. An advance technology which was the finite element method (FEM) for blowing parison to be a rectangular shape bottle was conducted to reduce waste plastic from a trial and error method of a die shaping and parison control method. The artificial intelligent (AI) comprised of artificial neural network and genetic algorithm was selected to optimize the die gap shape from the FEM results. The application of AI technique could optimize the suitable die gap shape for the parison blow molding which did not depend on the parison control method to produce rectangular bottles with the uniform wall. Particularly, this application can be used with cheap blow molding machines without a parison controller therefore it will reduce cost of production in the bottle blow molding process.

Keywords: AI, bottle, die shaping, FEM.

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Authors: Quoc-Nam Tran

Abstract:

The theory of Groebner Bases, which has recently been honored with the ACM Paris Kanellakis Theory and Practice Award, has become a crucial building block to computer algebra, and is widely used in science, engineering, and computer science. It is wellknown that Groebner bases computation is EXP-SPACE in a general setting. In this paper, we give an algorithm to show that Groebner bases computation is P-SPACE in Boolean rings. We also show that with this discovery, the Groebner bases method can theoretically be as efficient as other methods for automated verification of hardware and software. Additionally, many useful and interesting properties of Groebner bases including the ability to efficiently convert the bases for different orders of variables making Groebner bases a promising method in automated verification.

Keywords: Algorithm, Complexity, Groebner basis, Applications of Computer Science.

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Authors: Jeffrey L. Duffany

Abstract:

The equivalence class subset algorithm is a powerful tool for solving a wide variety of constraint satisfaction problems and is based on the use of a decision function which has a very high but not perfect accuracy. Perfect accuracy is not required in the decision function as even a suboptimal solution contains valuable information that can be used to help find an optimal solution. In the hardest problems, the decision function can break down leading to a suboptimal solution where there are more equivalence classes than are necessary and which can be viewed as a mixture of good decision and bad decisions. By choosing a subset of the decisions made in reaching a suboptimal solution an iterative technique can lead to an optimal solution, using series of steadily improved suboptimal solutions. The goal is to reach an optimal solution as quickly as possible. Various techniques for choosing the decision subset are evaluated.

Keywords: np-complete, complexity, algorithm.

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Authors: S. Rao Rayapudi

Abstract:

Economic Load Dispatch (ELD) is a method of determining the most efficient, low-cost and reliable operation of a power system by dispatching available electricity generation resources to supply load on the system. The primary objective of economic dispatch is to minimize total cost of generation while honoring operational constraints of available generation resources. In this paper an intelligent water drop (IWD) algorithm has been proposed to solve ELD problem with an objective of minimizing the total cost of generation. Intelligent water drop algorithm is a swarm-based natureinspired optimization algorithm, which has been inspired from natural rivers. A natural river often finds good paths among lots of possible paths in its ways from source to destination and finally find almost optimal path to their destination. These ideas are embedded into the proposed algorithm for solving economic load dispatch problem. The main advantage of the proposed technique is easy is implement and capable of finding feasible near global optimal solution with less computational effort. In order to illustrate the effectiveness of the proposed method, it has been tested on 6-unit and 20-unit test systems with incremental fuel cost functions taking into account the valve point-point loading effects. Numerical results shows that the proposed method has good convergence property and better in quality of solution than other algorithms reported in recent literature.

Keywords: Economic load dispatch, Transmission loss, Optimization, Valve point loading, Intelligent Water Drop Algorithm.

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Authors: Raphael Zanella

Abstract:

This works deals with the finite element approximation of axisymmetric problems. The weak formulation of the heat equation under axisymmetry assumption is established for continuous finite elements. The weak formulation is implemented in a C++ solver with implicit time marching. The code is verified by space and time convergence tests using a manufactured solution. An example problem is solved with an axisymmetric formulation and with a 3D formulation. Both formulations lead to the same result but the code based on the axisymmetric formulation is mush faster due to the lower number of degrees of freedom. This confirms the correctness of our approach and the interest of using an axisymmetric formulation when it is possible.

Keywords: Axisymmetric problem, continuous finite elements, heat equation, weak formulation.

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Authors: Hoi-Lam Ma, Sai-Ho Chung

Abstract:

In traditional integrated berth allocation with quay crane assignment models, time dimension is usually assumed in hourly based. However, nowadays, transshipment becomes the main business to many container terminals, especially in Southeast Asia (e.g. Hong Kong and Singapore). In these terminals, vessel arrivals are usually very frequent with small handling volume and very short staying time. Therefore, the traditional hourly-based modeling approach may cause significant berth and quay crane idling, and consequently cannot meet their practical needs. In this connection, a 15-minute-based modeling approach is requested by industrial practitioners. Accordingly, a Three-level Genetic Algorithm (3LGA) with Quay Crane (QC) shifting heuristics is designed to fulfill the research gap. The objective function here is to minimize the total service time. Preliminary numerical results show that the proposed 15-minute-based approach can reduce the berth and QC idling significantly.

Keywords: Transshipment, integrated berth allocation, variable-in-time quay crane assignment, quay crane assignment.

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Authors: Shatha A. Yousif, Hatem Jasim, Ali R. Abas, Dheya P. Yousef

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To study the effect of the cross direction in bead wheat, three hybrid combinations (Babyle 113, Iratome), (Sawa, Tamose2) and (Al Hashymya, Al Iraq) were tested for plant height, spike and awn length, number of grains per spike, 1000-grain weight, number of tillers/m and grain yield. The results revealed that the direction of the crosses significantly effect on the number of grains/spike, number of tillers/m and grain yields. Grain yield was positively and significantly correlated with 1000-grain weight, number of grains per spike and tillers. Depend on the results of heritability and genetic advance it was suggested that 1000-grain weight, number of grains per spike and tillers should be given emphasis for future wheat yield improvement programs.

Keywords: Correlation, Genetic Advance, Heritability, Wheat, Yield Traits.

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Authors: Wei Lo, Ming-En Kuo

Abstract:

While to minimize the overall project cost is always one of the objectives of construction managers, to obtain the maximum economic return is definitely one the ultimate goals of the project investors. As there is a trade-off relationship between the project time and cost, and the project delivery time directly affects the timing of economic recovery of an investment project, to provide a method that can quantify the relationship between the project delivery time and cost, and identify the optimal delivery time to maximize economic return has always been the focus of researchers and industrial practitioners. Using genetic algorithms, this study introduces an optimization model that can quantify the relationship between the project delivery time and cost and furthermore, determine the optimal delivery time to maximize the economic return of the project. The results provide objective quantification for accurately evaluating the project delivery time and cost, and facilitate the analysis of the economic return of a project.

Keywords: Time-Cost Trade-Off, Genetic Algorithms, Resource Integration, Economic return.

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Authors: Olli Luoma, Johannes Tuikkala, Olli Nevalainen

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In this paper, we propose a novel improvement for the generalized Lloyd Algorithm (GLA). Our algorithm makes use of an M-tree index built on the codebook which makes it possible to reduce the number of distance computations when the nearest code words are searched. Our method does not impose the use of any specific distance function, but works with any metric distance, making it more general than many other fast GLA variants. Finally, we present the positive results of our performance experiments.

Keywords: Clustering, GLA, M-Tree, Vector Quantization .

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Authors: Z. Zainuddin, N. Mahat, Y. Abu Hassan

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Since the presentation of the backpropagation algorithm, a vast variety of improvements of the technique for training a feed forward neural networks have been proposed. This article focuses on two classes of acceleration techniques, one is known as Local Adaptive Techniques that are based on weightspecific only, such as the temporal behavior of the partial derivative of the current weight. The other, known as Dynamic Adaptation Methods, which dynamically adapts the momentum factors, α, and learning rate, η, with respect to the iteration number or gradient. Some of most popular learning algorithms are described. These techniques have been implemented and tested on several problems and measured in terms of gradient and error function evaluation, and percentage of success. Numerical evidence shows that these techniques improve the convergence of the Backpropagation algorithm.

Keywords: Backpropagation, Dynamic Adaptation Methods, Local Adaptive Techniques, Neural networks.

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Authors: Prabhakar Sathujoda

Abstract:

Vibration analysis of a misaligned rotor coupling bearing system has been carried out while decelerating through its critical speed. The finite element method (FEM) is used to model the rotor system and simulate flexural vibrations. A flexible coupling with a frictionless joint is considered in the present work. The continuous wavelet transform is used to extract the misalignment features from the simulated time response. Subcritical speeds at one-half, one-third, and one-fourth the critical speed have appeared in the wavelet transformed vibration response of a misaligned rotor coupling bearing system. These features are also verified through a parametric study.

Keywords: Continuous wavelet transform, flexible coupling, rotor system, sub critical speed.

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Authors: Tatjana Eitrich, Bruno Lang

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This work deals with aspects of support vector machine learning for large-scale data mining tasks. Based on a decomposition algorithm for support vector machine training that can be run in serial as well as shared memory parallel mode we introduce a transformation of the training data that allows for the usage of an expensive generalized kernel without additional costs. We present experiments for the Gaussian kernel, but usage of other kernel functions is possible, too. In order to further speed up the decomposition algorithm we analyze the critical problem of working set selection for large training data sets. In addition, we analyze the influence of the working set sizes onto the scalability of the parallel decomposition scheme. Our tests and conclusions led to several modifications of the algorithm and the improvement of overall support vector machine learning performance. Our method allows for using extensive parameter search methods to optimize classification accuracy.

Keywords: Support Vector Machine Training, Multi-ParameterKernels, Shared Memory Parallel Computing, Large Data

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Authors: Sheetal Kumar Parwar, J. Deb Barma, A. Majumder

Abstract:

Submerged arc welding is a very complex process. It is a very efficient and high performance welding process. In this present study an attempt have been done to reduce the welding distortion by increased amount of oxide flux through TiO2 in submerged arc welding process. Care has been taken to avoid the excessiveness of the adding agent for attainment of significant results. Data Envelopment Analysis (DEA) based BAT algorithm is used for the parametric optimization purpose in which DEA is used to convert multi response parameters into a single response parameter. The present study also helps to know the effectiveness of the addition of TiO2 in active flux during submerged arc welding process.

Keywords: BAT algorithm, design of experiment, optimization, submerged arc welding.

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Authors: M. Karami Khorramabadi, A. R. Nezamabadi

Abstract:

This paper studies mechanical buckling of functionally graded beams subjected to axial compressive load that is simply supported at both ends lies on a continuous elastic foundation. The displacement field of beam is assumed based on Engesser-Timoshenko beam theory. Applying the Hamilton's principle, the equilibrium equation is established. The influences of dimensionless geometrical parameter, functionally graded index and foundation coefficient on the critical buckling load of beam are presented. To investigate the accuracy of the present analysis, a compression study is carried out with a known data.

Keywords: Mechanical Buckling, Functionally graded beam- Engesser-Timoshenko beam theory

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Authors: V Krishnaveni, S Jayaraman, A Gunasekaran, K Ramadoss

Abstract:

The ElectroEncephaloGram (EEG) is useful for clinical diagnosis and biomedical research. EEG signals often contain strong ElectroOculoGram (EOG) artifacts produced by eye movements and eye blinks especially in EEG recorded from frontal channels. These artifacts obscure the underlying brain activity, making its visual or automated inspection difficult. The goal of ocular artifact removal is to remove ocular artifacts from the recorded EEG, leaving the underlying background signals due to brain activity. In recent times, Independent Component Analysis (ICA) algorithms have demonstrated superior potential in obtaining the least dependent source components. In this paper, the independent components are obtained by using the JADE algorithm (best separating algorithm) and are classified into either artifact component or neural component. Neural Network is used for the classification of the obtained independent components. Neural Network requires input features that exactly represent the true character of the input signals so that the neural network could classify the signals based on those key characters that differentiate between various signals. In this work, Auto Regressive (AR) coefficients are used as the input features for classification. Two neural network approaches are used to learn classification rules from EEG data. First, a Polynomial Neural Network (PNN) trained by GMDH (Group Method of Data Handling) algorithm is used and secondly, feed-forward neural network classifier trained by a standard back-propagation algorithm is used for classification and the results show that JADE-FNN performs better than JADEPNN.

Keywords: Auto Regressive (AR) Coefficients, Feed Forward Neural Network (FNN), Joint Approximation Diagonalisation of Eigen matrices (JADE) Algorithm, Polynomial Neural Network (PNN).

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Authors: V.R.Vijaykumar, P.T.Vanathi, P.Kanagasabapathy, D.Ebenezer

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In this paper, a robust statistics based filter to remove salt and pepper noise in digital images is presented. The function of the algorithm is to detect the corrupted pixels first since the impulse noise only affect certain pixels in the image and the remaining pixels are uncorrupted. The corrupted pixels are replaced by an estimated value using the proposed robust statistics based filter. The proposed method perform well in removing low to medium density impulse noise with detail preservation upto a noise density of 70% compared to standard median filter, weighted median filter, recursive weighted median filter, progressive switching median filter, signal dependent rank ordered mean filter, adaptive median filter and recently proposed decision based algorithm. The visual and quantitative results show the proposed algorithm outperforms in restoring the original image with superior preservation of edges and better suppression of impulse noise

Keywords: Image denoising, Nonlinear filter, Robust Statistics, and Salt and Pepper Noise.

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Authors: Mahmoud Moh'd Mhashi

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A new algorithm called Character-Comparison to Character-Access (CCCA) is developed to test the effect of both: 1) converting character-comparison and number-comparison into character-access and 2) the starting point of checking on the performance of the checking operation in string searching. An experiment is performed using both English text and DNA text with different sizes. The results are compared with five algorithms, namely, Naive, BM, Inf_Suf_Pref, Raita, and Cycle. With the CCCA algorithm, the results suggest that the evaluation criteria of the average number of total comparisons are improved up to 35%. Furthermore, the results suggest that the clock time required by the other algorithms is improved in range from 22.13% to 42.33% by the new CCCA algorithm.

Keywords: Pattern matching, string searching, charactercomparison, character-access, text type, and checking

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Authors: Mabrouka Algherinai, Fatma Karkouri

Abstract:

Today, Short Message Service (SMS) is an important means of communication. SMS is not only used in informal environment for communication and transaction, but it is also used in formal environments such as institutions, organizations, companies, and business world as a tool for communication and transactions. Therefore, there is a need to secure the information that is being transmitted through this medium to ensure security of information both in transit and at rest. But, encryption has been identified as a means to provide security to SMS messages in transit and at rest. Several past researches have proposed and developed several encryption algorithms for SMS and Information Security. This research aims at comparing the performance of common Asymmetric encryption algorithms on SMS security. The research employs the use of three algorithms, namely RSA, McEliece, and RABIN. Several experiments were performed on SMS of various sizes on android mobile device. The experimental results show that each of the three techniques has different key generation, encryption, and decryption times. The efficiency of an algorithm is determined by the time that it takes for encryption, decryption, and key generation. The best algorithm can be chosen based on the least time required for encryption. The obtained results show the least time when McEliece size 4096 is used. RABIN size 4096 gives most time for encryption and so it is the least effective algorithm when considering encryption. Also, the research shows that McEliece size 2048 has the least time for key generation, and hence, it is the best algorithm as relating to key generation. The result of the algorithms also shows that RSA size 1024 is the most preferable algorithm in terms of decryption as it gives the least time for decryption.

Keywords: SMS, RSA, McEliece, RABIN.

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Authors: A. Djafer, S. Kouadri Moustefai, A. Idou, M. Douani

Abstract:

The removal of chromium by living yeast biomass immobilized onto pozzolana was studied. The results obtained in batch experiments indicate that the immobilized yeast on to pozzolana is a excellent biosorbent of Cr(V) with a good removal rates of 85–90%. The initial concentration solution and agitation speed affected Cr(V) removal. The batch studies data were described using the Freundlich and Langmuir models, but the best fit was obtained with Langmuir model. The breakthrough curve from the continuous flow studies shows that immobilized yeast in the fixed-bed column is capable of decreasing Cr(VI) concentration from 15mg/l to a adequate level. 

Keywords: Biosorption, yeast, chromium, kinetic biosorption, fixed biomass

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Authors: Hsian Ming Goo

Abstract:

The paper concerns a special approximate algorithm of the square root of the specific positive integer, which is built by the use of the property of positive integer solution of the Pell’s equation, together with using some elementary theorems of matrices, and then takes it to compare with general used the Newton’s method and give a practical numerical example and error analysis; it is unexpected to find its special property: the significant figure of the approximation value of the square root of positive integer will increase one digit by one. It is well useful in some occasions.

Keywords: Special approximate algorithm, square root, Pell’s equation, Newton’s method, error analysis.

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Authors: Khalid Elasnaoui, Brahim Aksasse, Mohammed Ouanan

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In this paper, we are interested in the problem of finding similar images in a large database. For this purpose we propose a new algorithm based on a combination of the 2-D histogram intersection in the HSV space and statistical moments. The proposed histogram is based on a 3x3 window and not only on the intensity of the pixel. This approach overcome the drawback of the conventional 1-D histogram which is ignoring the spatial distribution of pixels in the image, while the statistical moments are used to escape the effects of the discretisation of the color space which is intrinsic to the use of histograms. We compare the performance of our new algorithm to various methods of the state of the art and we show that it has several advantages. It is fast, consumes little memory and requires no learning. To validate our results, we apply this algorithm to search for similar images in different image databases.

Keywords: 2-D histogram, Statistical moments, Indexing, Similarity distance, Histograms intersection.

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Authors: J. Hossen, A. Rahman, K. Samsudin, F. Rokhani, S. Sayeed, R. Hasan

Abstract:

The Neuro-Fuzzy hybridization scheme has become of research interest in pattern classification over the past decade. The present paper proposes a novel Modified Adaptive Fuzzy Inference Engine (MAFIE) for pattern classification. A modified Apriori algorithm technique is utilized to reduce a minimal set of decision rules based on input output data sets. A TSK type fuzzy inference system is constructed by the automatic generation of membership functions and rules by the fuzzy c-means clustering and Apriori algorithm technique, respectively. The generated adaptive fuzzy inference engine is adjusted by the least-squares fit and a conjugate gradient descent algorithm towards better performance with a minimal set of rules. The proposed MAFIE is able to reduce the number of rules which increases exponentially when more input variables are involved. The performance of the proposed MAFIE is compared with other existing applications of pattern classification schemes using Fisher-s Iris and Wisconsin breast cancer data sets and shown to be very competitive.

Keywords: Apriori algorithm, Fuzzy C-means, MAFIE, TSK

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Authors: Farag Azzedin, Ali Rizvi

Abstract:

In any trust model, the two information sources that a peer relies on to predict trustworthiness of another peer are direct experience as well as reputation. These two vital components evolve over time. Trust evolution is an important issue, where the objective is to observe a sequence of past values of a trust parameter and determine the future estimates. Unfortunately, trust evolution algorithms received little attention and the proposed algorithms in the literature do not comply with the conditions and the nature of trust. This paper contributes to this important problem in the following ways: (a) presents an algorithm that manages and models trust evolution in a P2P environment, (b) devises new mechanisms for effectively maintaining trust values based on the conditions that influence trust evolution , and (c) introduces a new methodology for incorporating trust-nurture incentives into the trust evolution algorithm. Simulation experiments are carried out to evaluate our trust evolution algorithm.

Keywords: P2P, Trust, Reputation, Incentives.

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Authors: Lewis E. Hibell, Honghai Liu, David J. Brown

Abstract:

This paper presents the use of a newly created network structure known as a Self-Delaying Dynamic Network (SDN) to create a high resolution image from a set of time stepped input frames. These SDNs are non-recurrent temporal neural networks which can process time sampled data. SDNs can store input data for a lifecycle and feature dynamic logic based connections between layers. Several low resolution images and one high resolution image of a scene were presented to the SDN during training by a Genetic Algorithm. The SDN was trained to process the input frames in order to recreate the high resolution image. The trained SDN was then used to enhance a number of unseen noisy image sets. The quality of high resolution images produced by the SDN is compared to that of high resolution images generated using Bi-Cubic interpolation. The SDN produced images are superior in several ways to the images produced using Bi-Cubic interpolation.

Keywords: Image Enhancement, Neural Networks, Multi-Frame.

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Authors: Min-Shiang Hwang, Cheng-Chi Lee, Shiang-Feng Tzeng

Abstract:

A new secure knapsack cryptosystem based on the Merkle-Hellman public key cryptosystem will be proposed in this paper. Although it is common sense that when the density is low, the knapsack cryptosystem turns vulnerable to the low-density attack. The density d of a secure knapsack cryptosystem must be larger than 0.9408 to avoid low-density attack. In this paper, we investigate a new Permutation Combination Algorithm. By exploiting this algorithm, we shall propose a novel knapsack public-key cryptosystem. Our proposed scheme can enjoy a high density to avoid the low-density attack. The density d can also exceed 0.9408 to avoid the low-density attack.

Keywords: Public key, Knapsack problem, Knapsack cryptosystem, low-density attack.

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Authors: M. Tahani, G. Karimi

Abstract:

In this paper after reviewing some previous studies, in order to optimize the above knee prosthesis, beside the inertial properties a new controlling parameter is informed. This controlling parameter makes the prosthesis able to act as a multi behavior system when the amputee is opposing to different environments. This active prosthesis with the new controlling parameter can simplify the control of prosthesis and reduce the rate of energy consumption in comparison to recently presented similar prosthesis “Agonistantagonist active knee prosthesis". In this paper three models are generated, a passive, an active, and an optimized active prosthesis. Second order Taylor series is the numerical method in solution of the models equations and the optimization procedure is genetic algorithm. Modeling the prosthesis which comprises this new controlling parameter (SEP) during the swing phase represents acceptable results in comparison to natural behavior of shank. Reported results in this paper represent 3.3 degrees as the maximum deviation of models shank angle from the natural pattern. The natural gait pattern belongs to walking at the speed of 81 m/min.

Keywords: Above knee prosthesis, active controlling parameter, ballistic motion, swing phase.

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Authors: Jaimin Patel

Abstract:

Cloud computing is one of the most sharp and important movement in various computing technologies. It provides flexibility to users, cost effectiveness, location independence, easy maintenance, enables multitenancy, drastic performance improvements, and increased productivity. On the other hand, there are also major issues like security. Being a common server, security for a cloud is a major issue; it is important to provide security to protect user’s private data, and it is especially important in e-commerce and social networks. In this paper, encryption algorithms such as Advanced Encryption Standard algorithms, their vulnerabilities, risk of attacks, optimal time and complexity management and comparison with other algorithms based on software implementation is proposed. Encryption techniques to improve the performance of AES algorithms and to reduce risk management are given. Secure Hash Algorithms, their vulnerabilities, software implementations, risk of attacks and comparison with other hashing algorithms as well as the advantages and disadvantages between hashing techniques and encryption are given.

Keywords: Cloud computing, encryption algorithm, secure hashing algorithm, brute force attack, birthday attack, plaintext attack, man-in-the-middle attack.

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Authors: R. Prakash, B. Meenakshipriya, R. Kumaravelan

Abstract:

This paper presents modeling and simulation of Grid Connected Photovoltaic (PV) system by using improved mathematical model. The model is used to study different parameter variations and effects on the PV array including operating temperature and solar irradiation level. In this paper stepped P&O algorithm is proposed for MPPT control. This algorithm will identify the suitable duty ratio in which the DC-DC converter should be operated to maximize the power output. Photo voltaic array with proposed stepped P&O-MPPT controller can operate in the maximum power point for the whole range of solar data (irradiance and temperature).

Keywords: Photovoltaic (PV), Maximum Power Point Tracking (MPPT), Boost converter, Stepped Perturb & Observe method (Stepped P&O).

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Authors: Sofia Ayouche, Rachid Ellaia, Rajae Aboulaich

Abstract:

Today, insurers may use the yield curve as an indicator evaluation of the profit or the performance of their portfolios; therefore, they modeled it by one class of model that has the ability to fit and forecast the future term structure of interest rates. This class of model is the Nelson-Siegel-Svensson model. Unfortunately, many authors have reported a lot of difficulties when they want to calibrate the model because the optimization problem is not convex and has multiple local optima. In this context, we implement a hybrid Particle Swarm optimization and Nelder Mead algorithm in order to minimize by least squares method, the difference between the zero-coupon curve and the NSS curve.

Keywords: Optimization, zero-coupon curve, Nelson-Siegel- Svensson, Particle Swarm Optimization, Nelder-Mead Algorithm.

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