Search results for: heuristic trend prediction.

Authors: Tahseen A. Jilani, Aqil S. Burney, C. Ardil

Abstract:

Time series models have been used to make predictions of academic enrollments, weather, road accident, casualties and stock prices, etc. Based on the concepts of quartile regression models, we have developed a simple time variant quantile based fuzzy time series forecasting method. The proposed method bases the forecast using prediction of future trend of the data. In place of actual quantiles of the data at each point, we have converted the statistical concept into fuzzy concept by using fuzzy quantiles using fuzzy membership function ensemble. We have given a fuzzy metric to use the trend forecast and calculate the future value. The proposed model is applied for TAIFEX forecasting. It is shown that proposed method work best as compared to other models when compared with respect to model complexity and forecasting accuracy.

Keywords: Quantile Regression, Fuzzy time series, fuzzy logicalrelationship groups, heuristic trend prediction.

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Authors: M. Derakhshanfar, B. Minaei-Bidgoli

Abstract:

Spatial trends are one of the valuable patterns in geo databases. They play an important role in data analysis and knowledge discovery from spatial data. A spatial trend is a regular change of one or more non spatial attributes when spatially moving away from a start object. Spatial trend detection is a graph search problem therefore heuristic methods can be good solution. Artificial immune system (AIS) is a special method for searching and optimizing. AIS is a novel evolutionary paradigm inspired by the biological immune system. The models based on immune system principles, such as the clonal selection theory, the immune network model or the negative selection algorithm, have been finding increasing applications in fields of science and engineering. In this paper, we develop a novel immunological algorithm based on clonal selection algorithm (CSA) for spatial trend detection. We are created neighborhood graph and neighborhood path, then select spatial trends that their affinity is high for antibody. In an evolutionary process with artificial immune algorithm, affinity of low trends is increased with mutation until stop condition is satisfied.

Keywords: Spatial Data Mining, Spatial Trend Detection, Heuristic Methods, Artificial Immune System, Clonal Selection Algorithm (CSA)

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Authors: S. Esfandeh, M. Sedighizadeh

Abstract:

Weather systems use enormously complex combinations of numerical tools for study and forecasting. Unfortunately, due to phenomena in the world climate, such as the greenhouse effect, classical models may become insufficient mostly because they lack adaptation. Therefore, the weather forecast problem is matched for heuristic approaches, such as Evolutionary Algorithms. Experimentation with heuristic methods like Particle Swarm Optimization (PSO) algorithm can lead to the development of new insights or promising models that can be fine tuned with more focused techniques. This paper describes a PSO approach for analysis and prediction of data and provides experimental results of the aforementioned method on realworld meteorological time series.

Keywords: Weather, Climate, PSO, Prediction, Meteorological

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Authors: A. J. Regan, F. J. Lidgey, M. Betteridge, P. Georgiou, C. Toumazou, K. Hayatleh, J. R. Dibble

Abstract:

Our goal is development of an algorithm capable of predicting the directional trend of the Standard and Poor’s 500 index (S&P 500). Extensive research has been published attempting to predict different financial markets using historical data testing on an in-sample and trend basis, with many authors employing excessively complex mathematical techniques. In reviewing and evaluating these in-sample methodologies, it became evident that this approach was unable to achieve sufficiently reliable prediction performance for commercial exploitation. For these reasons, we moved to an out-ofsample strategy based on linear regression analysis of an extensive set of financial data correlated with historical closing prices of the S&P 500. We are pleased to report a directional trend accuracy of greater than 55% for tomorrow (t+1) in predicting the S&P 500.

Keywords: Financial algorithm, GPU, S&P 500, stock market prediction.

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Authors: Stephen C. H. Leung, Defu Zhang

Abstract:

This paper addresses a stock-cutting problem with rotation of items and without the guillotine cutting constraint. In order to solve the large-scale problem effectively and efficiently, we propose a simple but fast heuristic algorithm. It is shown that this heuristic outperforms the latest published algorithms for large-scale problem instances.

Keywords: Combinatorial optimization, heuristic, large-scale, stock-cutting.

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Authors: Ellips Masehian, Davoud Sedighizadeh

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This paper reviews the major contributions to the Motion Planning (MP) field throughout a 35-year period, from classic approaches to heuristic algorithms. Due to the NP-Hardness of the MP problem, heuristic methods have outperformed the classic approaches and have gained wide popularity. After surveying around 1400 papers in the field, the amount of existing works for each method is identified and classified. Especially, the history and applications of numerous heuristic methods in MP is investigated. The paper concludes with comparative tables and graphs demonstrating the frequency of each MP method's application, and so can be used as a guideline for MP researchers.

Keywords: Robot motion planning, Heuristic algorithms.

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Authors: S. Raja Balachandar, K. Kannan

Abstract:

A new Meta heuristic approach called "Randomized gravitational emulation search algorithm (RGES)" for solving large size set covering problems has been designed. This algorithm is found upon introducing randomization concept along with the two of the four primary parameters -velocity- and -gravity- in physics. A new heuristic operator is introduced in the domain of RGES to maintain feasibility specifically for the set covering problem to yield best solutions. The performance of this algorithm has been evaluated on a large set of benchmark problems from OR-library. Computational results showed that the randomized gravitational emulation search algorithm - based heuristic is capable of producing high quality solutions. The performance of this heuristic when compared with other existing heuristic algorithms is found to be excellent in terms of solution quality.

Keywords: Set covering problem, velocity, gravitational force, Newton's law, meta heuristic, combinatorial optimization.

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Authors: M. Fathi, M. J. Alvarez, V. Rodríguez

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Assembly line balancing is a very important issue in mass production systems due to production cost. Although many studies have been done on this topic, but because assembly line balancing problems are so complex they are categorized as NP-hard problems and researchers strongly recommend using heuristic methods. This paper presents a new heuristic approach called the critical task method (CTM) for solving U-shape assembly line balancing problems. The performance of the proposed heuristic method is tested by solving a number of test problems and comparing them with 12 other heuristics available in the literature to confirm the superior performance of the proposed heuristic. Furthermore, to prove the efficiency of the proposed CTM, the objectives are increased to minimize the number of workstation (or equivalently maximize line efficiency), and minimizing the smoothness index. Finally, it is proven that the proposed heuristic is more efficient than the others to solve the U-shape assembly line balancing problem.

Keywords: Critical task method, Heuristic, Line balancingproblem, U-shape

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Authors: S. Raja Balachandar, K.Kannan

Abstract:

A new Meta heuristic approach called "Randomized gravitational emulation search algorithm (RGES)" for solving vertex covering problems has been designed. This algorithm is found upon introducing randomization concept along with the two of the four primary parameters -velocity- and -gravity- in physics. A new heuristic operator is introduced in the domain of RGES to maintain feasibility specifically for the vertex covering problem to yield best solutions. The performance of this algorithm has been evaluated on a large set of benchmark problems from OR-library. Computational results showed that the randomized gravitational emulation search algorithm - based heuristic is capable of producing high quality solutions. The performance of this heuristic when compared with other existing heuristic algorithms is found to be excellent in terms of solution quality.

Keywords: Vertex covering Problem, Velocity, Gravitational Force, Newton's Law, Meta Heuristic, Combinatorial optimization.

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Authors: S. Khanpour, A. Movaghar

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The one of best robust search technique on large scale search area is heuristic and meta heuristic approaches. Especially in issue that the exploitation of combinatorial status in the large scale search area prevents the solution of the problem via classical calculating methods, so such problems is NP-complete. in this research, the problem of winner determination in combinatorial auctions have been formulated and by assessing older heuristic functions, we solve the problem by using of genetic algorithm and would show that this new method would result in better performance in comparison to other heuristic function such as simulated annealing greedy approach.

Keywords: Bids, genetic algorithm, heuristic, metaheuristic, simulated annealing greedy.

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Authors: S. Raja Balachandar, K.Kannan

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This paper presents a heuristic approach to solve the Generalized Assignment Problem (GAP) which is NP-hard. It is worth mentioning that many researches used to develop algorithms for identifying the redundant constraints and variables in linear programming model. Some of the algorithms are presented using intercept matrix of the constraints to identify redundant constraints and variables prior to the start of the solution process. Here a new heuristic approach based on the dominance property of the intercept matrix to find optimal or near optimal solution of the GAP is proposed. In this heuristic, redundant variables of the GAP are identified by applying the dominance property of the intercept matrix repeatedly. This heuristic approach is tested for 90 benchmark problems of sizes upto 4000, taken from OR-library and the results are compared with optimum solutions. Computational complexity is proved to be O(mn2) of solving GAP using this approach. The performance of our heuristic is compared with the best state-ofthe- art heuristic algorithms with respect to both the quality of the solutions. The encouraging results especially for relatively large size test problems indicate that this heuristic approach can successfully be used for finding good solutions for highly constrained NP-hard problems.

Keywords: Combinatorial Optimization Problem, Generalized Assignment Problem, Intercept Matrix, Heuristic, Computational Complexity, NP-Hard Problems.

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Authors: Shigeaki Sakurai, Makino Kyoko, Shigeru Matsumoto

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This paper proposes a method that predicts attractive evaluation objects. In the learning phase, the method inductively acquires trend rules from complex sequential data. The data is composed of two types of data. One is numerical sequential data. Each evaluation object has respective numerical sequential data. The other is text sequential data. Each evaluation object is described in texts. The trend rules represent changes of numerical values related to evaluation objects. In the prediction phase, the method applies new text sequential data to the trend rules and evaluates which evaluation objects are attractive. This paper verifies the effect of the proposed method by using stock price sequences and news headline sequences. In these sequences, each stock brand corresponds to an evaluation object. This paper discusses validity of predicted attractive evaluation objects, the process time of each phase, and the possibility of application tasks.

Keywords: Trend rule, frequent pattern, numerical sequential data, text sequential data, evaluation object.

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Authors: Supriya Arya, Sunita Dhingra

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Multiprocessor task scheduling problem for dependent and independent tasks is computationally complex problem. Many methods are proposed to achieve optimal running time. As the multiprocessor task scheduling is NP hard in nature, therefore, many heuristics are proposed which have improved the makespan of the problem. But due to problem specific nature, the heuristic method which provide best results for one problem, might not provide good results for another problem. So, Simulated Annealing which is meta heuristic approach is considered. It can be applied on all types of problems. However, due to many runs, meta heuristic approach takes large computation time. Hence, the hybrid approach is proposed by combining the Duplication Scheduling Heuristic and Simulated Annealing (SA) and the makespan results of Simple Simulated Annealing and Hybrid approach are analyzed.

Keywords: Multiprocessor task scheduling Problem, Makespan, Duplication Scheduling Heuristic, Simulated Annealing, Hybrid Approach.

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Authors: K. Krishna Veni, S. Raja Balachandar

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This paper presents a heuristic to solve large size 0-1 Multi constrained Knapsack problem (01MKP) which is NP-hard. Many researchers are used heuristic operator to identify the redundant constraints of Linear Programming Problem before applying the regular procedure to solve it. We use the intercept matrix to identify the zero valued variables of 01MKP which is known as redundant variables. In this heuristic, first the dominance property of the intercept matrix of constraints is exploited to reduce the search space to find the optimal or near optimal solutions of 01MKP, second, we improve the solution by using the pseudo-utility ratio based on surrogate constraint of 01MKP. This heuristic is tested for benchmark problems of sizes upto 2500, taken from literature and the results are compared with optimum solutions. Space and computational complexity of solving 01MKP using this approach are also presented. The encouraging results especially for relatively large size test problems indicate that this heuristic can successfully be used for finding good solutions for highly constrained NP-hard problems.

Keywords: 0-1 Multi constrained Knapsack problem, heuristic, computational complexity, NP-Hard problems.

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Authors: Aneta Oblouková, Eva Vítková

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The article deals with the issue of water and sewerage charge rate prices in the Czech Republic. The research is specifically focused on the analysis of the development of the average prices of water and sewerage charge rate in the Czech Republic in 1994-2021 and on the validation of the chosen methodology relevant for the prediction of the development of the average prices of water and sewerage charge rate in the Czech Republic. The research is based on data collection. The data for this research were obtained from the Czech Statistical Office. The aim of the paper is to validate the relevance of the mathematical linear trend estimate technique for the calculation of the predicted average prices of water and sewerage charge rates. The real values of the average prices of water and sewerage charge rates in the Czech Republic in 1994-2018 were obtained from the Czech Statistical Office and were converted into a mathematical equation. The same type of real data was obtained from the Czech Statistical Office for 2019-2021. Prediction of the average prices of water and sewerage charge rates in the Czech Republic in 2019-2021 was also calculated using a chosen method – a linear trend estimation technique. The values obtained from the Czech Statistical Office and the values calculated using the chosen methodology were subsequently compared. The research result is a validation of the chosen mathematical technique to be a suitable technique for this research.

Keywords: Czech Republic, linear trend estimation, price prediction, water and sewerage charge rate.

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Authors: Warattapop Chainate, Peeraya Thapatsuwan, Pupong Pongcharoen

Abstract:

The hybridisation of genetic algorithm with heuristics has been shown to be one of an effective way to improve its performance. In this work, genetic algorithm hybridised with four heuristics including a new heuristic called neighbourhood improvement were investigated through the classical travelling salesman problem. The experimental results showed that the proposed heuristic outperformed other heuristics both in terms of quality of the results obtained and the computational time.

Keywords: Genetic Algorithm, Hybridisation, Metaheuristics, Travelling Salesman Problem.

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Authors: C. E. Nugraheni, L. Abednego

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This paper is concerned with minimization of mean tardiness and flow time in a real single machine production scheduling problem. Two variants of genetic algorithm as metaheuristic are combined with hyper-heuristic approach are proposed to solve this problem. These methods are used to solve instances generated with real world data from a company. Encouraging results are reported.

Keywords: Hyper-heuristics, evolutionary algorithms, production scheduling.

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Authors: Maha Idrissi Aouad, Rene Schott, Olivier Zendra

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Reducing energy consumption of embedded systems requires careful memory management. It has been shown that Scratch- Pad Memories (SPMs) are low size, low cost, efficient (i.e. energy saving) data structures directly managed at the software level. In this paper, the focus is on heuristic methods for SPMs management. A method is efficient if the number of accesses to SPM is as large as possible and if all available space (i.e. bits) is used. A Tabu Search (TS) approach for memory management is proposed which is, to the best of our knowledge, a new original alternative to the best known existing heuristic (BEH). In fact, experimentations performed on benchmarks show that the Tabu Search method is as efficient as BEH (in terms of energy consumption) but BEH requires a sorting which can be computationally expensive for a large amount of data. TS is easy to implement and since no sorting is necessary, unlike BEH, the corresponding sorting time is saved. In addition to that, in a dynamic perspective where the maximum capacity of the SPM is not known in advance, the TS heuristic will perform better than BEH.

Keywords: Energy consumption, memory allocation management, optimization, tabu search heuristic.

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Authors: Norisma Idris, Sapiyan Baba, Rukaini Abdullah

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Summarizing skills have been introduced to English syllabus in secondary school in Malaysia to evaluate student-s comprehension for a given text where it requires students to employ several strategies to produce the summary. This paper reports on our effort to develop a computer-based summarization assessment system that detects the strategies used by the students in producing their summaries. Sentence decomposition of expert-written summaries is used to analyze how experts produce their summary sentences. From the analysis, we identified seven summarizing strategies and their rules which are then transformed into a set of heuristic rules on how to determine the summarizing strategies. We developed an algorithm based on the heuristic rules and performed some experiments to evaluate and support the technique proposed.

Keywords: Summarizing strategies, heuristic rules, sentencedecomposition.

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Authors: S. Balaji, N. Revathi

Abstract:

Connected dominating set (CDS) problem in unit disk graph has signi£cant impact on an ef£cient design of routing protocols in wireless sensor networks, where the searching space for a route is reduced to nodes in the set. A set is dominating if all the nodes in the system are either in the set or neighbors of nodes in the set. In this paper, a simple and ef£cient heuristic method is proposed for £nding a minimum connected dominating set (MCDS) in ad hoc wireless networks based on the new parameter support of vertices. With this parameter the proposed heuristic approach effectively £nds the MCDS of a graph. Extensive computational experiments show that the proposed approach outperforms the recently proposed heuristics found in the literature for the MCD

Keywords: ad hoc wireless networks, dominating sets, unit disk graphs, heuristic.

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Authors: Wahyudin P. Syam, Ibrahim M. Al-Harkan

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This study compares three meta heuristics to minimize makespan (Cmax) for Hybrid Flow Shop (HFS) Scheduling Problem with Parallel Machines. This problem is known to be NP-Hard. This study proposes three algorithms among improvement heuristic searches which are: Genetic Algorithm (GA), Simulated Annealing (SA), and Tabu Search (TS). SA and TS are known as deterministic improvement heuristic search. GA is known as stochastic improvement heuristic search. A comprehensive comparison from these three improvement heuristic searches is presented. The results for the experiments conducted show that TS is effective and efficient to solve HFS scheduling problems.

Keywords: Flow shop, genetic algorithm, simulated annealing, tabu search.

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Authors: Li Yu, Chenlu Jiao, Hongrun Xin, Yan Wang, Kaiyang Wang

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In order to study the impact of various factors on the housing price, we propose to build different prediction models based on deep learning to determine the existing data of the real estate in order to more accurately predict the housing price or its changing trend in the future. Considering that the factors which affect the housing price vary widely, the proposed prediction models include two categories. The first one is based on multiple characteristic factors of the real estate. We built Convolution Neural Network (CNN) prediction model and Long Short-Term Memory (LSTM) neural network prediction model based on deep learning, and logical regression model was implemented to make a comparison between these three models. Another prediction model is time series model. Based on deep learning, we proposed an LSTM-1 model purely regard to time series, then implementing and comparing the LSTM model and the Auto-Regressive and Moving Average (ARMA) model. In this paper, comprehensive study of the second-hand housing price in Beijing has been conducted from three aspects: crawling and analyzing, housing price predicting, and the result comparing. Ultimately the best model program was produced, which is of great significance to evaluation and prediction of the housing price in the real estate industry.

Keywords: Deep learning, convolutional neural network, LSTM, housing prediction.

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Authors: Jindřiška Šedová, Miloš Šeda

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This paper summarizes and compares approaches to solving the knapsack problem and its known application in capital budgeting. The first approach uses deterministic methods and can be applied to small-size tasks with a single constraint. We can also apply commercial software systems such as the GAMS modelling system. However, because of NP-completeness of the problem, more complex problem instances must be solved by means of heuristic techniques to achieve an approximation of the exact solution in a reasonable amount of time. We show the problem representation and parameter settings for a genetic algorithm framework.

Keywords: Capital budgeting, knapsack problem, GAMS, heuristic method, genetic algorithm.

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Authors: Fereshteh Mahdavi, Maizatul Akmar Ismail, Noorhidawati Abdullah

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Currently WWW is the first solution for scholars in finding information. But, analyzing and interpreting this volume of information will lead to researchers overload in pursuing their research. Trend detection in scientific publication retrieval systems helps scholars to find relevant, new and popular special areas by visualizing the trend of input topic. However, there are few researches on trend detection in scientific corpora while their proposed models do not appear to be suitable. Previous works lack of an appropriate representation scheme for research topics. This paper describes a method that combines Semantic Web and ontology to support advance search functions such as trend detection in the context of scholarly Semantic Web system (SSWeb).

Keywords: Trend, Semi-Automatic Trend Detection, Ontology, Semantic Trend Detection.

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Authors: Christian Meinecke, Bernd Scholz-Reiter

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The integrated problem of production and distribution scheduling is relevant in many industrial applications. Thus, many heuristics to solve this integrated problem have been developed in the last decade. Most of these heuristics use a sequential working principal or a single decomposition and integration approach to separate and solve subproblems. A heuristic using a multi step decomposition and integration approach is presented in this paper and evaluated in a case study. The result show significant improved results compared with sequential scheduling heuristics.

Keywords: Production and outbound distribution, integrated planning, heuristic, decomposition and integration.

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Authors: B. Sir, M. Podhoranyi, S. Kuchar, T. Kocyan

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Rainfall runoff models play important role in hydrological predictions. However, the model is only one part of the process for creation of flood prediction. The aim of this paper is to show the process of successful prediction for flood event (May 15 – May 18 2014). Prediction was performed by rainfall runoff model HEC–HMS, one of the models computed within Floreon+ system. The paper briefly evaluates the results of automatic hydrologic prediction on the river Olše catchment and its gages Český Těšín and Věřňovice.

Keywords: Flood, HEC-HMS, Prediction, Rainfall – Runoff.

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Authors: Parham Azimi, Hamid Reza Charmchi

Abstract:

In this research, we have developed a new efficient heuristic algorithm for the dynamic facility layout problem with budget constraint (DFLPB). This heuristic algorithm combines two mathematical programming methods such as discrete event simulation and linear integer programming (IP) to obtain a near optimum solution. In the proposed algorithm, the non-linear model of the DFLP has been changed to a pure integer programming (PIP) model. Then, the optimal solution of the PIP model has been used in a simulation model that has been designed in a similar manner as the DFLP for determining the probability of assigning a facility to a location. After a sufficient number of runs, the simulation model obtains near optimum solutions. Finally, to verify the performance of the algorithm, several test problems have been solved. The results show that the proposed algorithm is more efficient in terms of speed and accuracy than other heuristic algorithms presented in previous works found in the literature.

Keywords: Budget constraint, Dynamic facility layout problem, Integer programming, Simulation

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Authors: N. H. Adenan, M. S. M. Noorani

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River flow prediction is an essential to ensure proper management of water resources can be optimally distribute water to consumers. This study presents an analysis and prediction by using nonlinear prediction method involving monthly river flow data in Tanjung Tualang from 1976 to 2006. Nonlinear prediction method involves the reconstruction of phase space and local linear approximation approach. The phase space reconstruction involves the reconstruction of one-dimensional (the observed 287 months of data) in a multidimensional phase space to reveal the dynamics of the system. Revenue of phase space reconstruction is used to predict the next 72 months. A comparison of prediction performance based on correlation coefficient (CC) and root mean square error (RMSE) have been employed to compare prediction performance for nonlinear prediction method, ARIMA and SVM. Prediction performance comparisons show the prediction results using nonlinear prediction method is better than ARIMA and SVM. Therefore, the result of this study could be used to develop an efficient water management system to optimize the allocation water resources.

Keywords: River flow, nonlinear prediction method, phase space, local linear approximation.

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Authors: Amalia Suzianti

Abstract:

This research elaborates decision models for product innovation in the early phases, focusing on one of the most widely implemented method in marketing research: conjoint analysis and the related conjoint-based models with special focus on heuristics programming techniques for the development of optimal product innovation. The concept, potential, requirements and limitations of conjoint analysis and its conjoint-based heuristics successors are analysed and the development of conceptual framework of Genetic Algorithm (GA) as one of the most widely implemented heuristic methods for developing product innovations are discussed.

Keywords: Product Innovation, Conjoint Analysis, Heuristic Model, Genetic Algorithm

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Authors: D.Venkatesan, K.Kannan, S. Raja Balachandar

Abstract:

In this paper a new Genetic Algorithm based on a heuristic operator and Centre of Mass selection operator (CMGA) is designed for the unbounded knapsack problem(UKP), which is NP-Hard combinatorial optimization problem. The proposed genetic algorithm is based on a heuristic operator, which utilizes problem specific knowledge. This center of mass operator when combined with other Genetic Operators forms a competitive algorithm to the existing ones. Computational results show that the proposed algorithm is capable of obtaining high quality solutions for problems of standard randomly generated knapsack instances. Comparative study of CMGA with simple GA in terms of results for unbounded knapsack instances of size up to 200 show the superiority of CMGA. Thus CMGA is an efficient tool of solving UKP and this algorithm is competitive with other Genetic Algorithms also.

Keywords: Genetic Algorithm, Unbounded Knapsack Problem, Combinatorial Optimization, Meta-Heuristic, Center of Mass

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