Search results for: Adaptive genetic algorithm

Authors: Yi-Chang Chen, Shan-Lin Chang, Chia-Chun Wu

Abstract:

Unlike this study focused extensively on trading behavior of option market, those researches were just taken their attention to model-driven option pricing. For example, Black-Scholes (B-S) model is one of the most famous option pricing models. However, the arguments of B-S model are previously mentioned by some pricing models reviewing. This paper following suggests the importance of the dynamic character for option pricing, which is also the reason why using the genetic algorithm (GA). Because of its natural selection and species evolution, this study proposed a hybrid model, the Genetic-BS model which combining GA and B-S to estimate the price more accurate. As for the final experiments, the result shows that the output estimated price with lower MAE value than the calculated price by either B-S model or its enhanced one, Gram-Charlier garch (G-C garch) model. Finally, this work would conclude that the Genetic-BS pricing model is exactly practical.

Keywords: genetic algorithm, Genetic-BS, option pricing model.

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Authors: S. Saehana, F. Iskandar, M. Abdullah, Khairurrijal

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A numerical simulation of optimization all of electrospinning processing parameters to obtain smallest nanofiber diameter have been performed by employing genetic algorithm (GA). Fitness function in genetic algorithm methods, which was different for each parameter, was determined by simulation approach based on the Reneker’s model. Moreover, others genetic algorithm parameter, namely length of population, crossover and mutation were applied to get the optimum electrospinning processing parameters. In addition, minimum fiber diameter, 32 nm, was achieved from a simulation by applied the optimum parameters of electrospinning. This finding may be useful for process control and prediction of electrospun fiber production. In this paper, it is also compared between predicted parameters with some experimental results.

Keywords: Diameter, Electrospinning, GA, Nanofiber.

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Authors: R. Oonsivilai, A. Oonsivilai

Abstract:

Realistic systems generally are systems with various inputs and outputs also known as Multiple Input Multiple Output (MIMO). Such systems usually prove to be complex and difficult to model and control purposes. Therefore, decomposition was used to separate individual inputs and outputs. A PID is assigned to each individual pair to regulate desired settling time. Suitable parameters of PIDs obtained from Genetic Algorithm (GA), using Mean of Squared Error (MSE) objective function.

Keywords: Gas Turbine, PID, Genetic Algorithm, Transfer function.Mean of Squared Error

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Authors: Mattheos K. Protopapas, Elias B. Kosmatopoulos

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An iterative algorithm is proposed and tested in Cournot Game models, which is based on the convergence of sequential best responses and the utilization of a genetic algorithm for determining each player-s best response to a given strategy profile of its opponents. An extra outer loop is used, to address the problem of finite accuracy, which is inherent in genetic algorithms, since the set of feasible values in such an algorithm is finite. The algorithm is tested in five Cournot models, three of which have convergent best replies sequence, one with divergent sequential best replies and one with “local NE traps"[14], where classical local search algorithms fail to identify the Nash Equilibrium. After a series of simulations, we conclude that the algorithm proposed converges to the Nash Equilibrium, with any level of accuracy needed, in all but the case where the sequential best replies process diverges.

Keywords: Best response, Cournot oligopoly, genetic algorithms, Nash equilibrium.

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Authors: Xiangbin Zhu

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EDF (Early Deadline First) algorithm is a very important scheduling algorithm for real- time systems . The EDF algorithm assigns priorities to each job according to their absolute deadlines and has good performance when the real-time system is not overloaded. When the real-time system is overloaded, many misdeadlines will be produced. But these misdeadlines are not uniformly distributed, which usually focus on some tasks. In this paper, we present an adaptive fuzzy control scheduling based on EDF algorithm. The improved algorithm can have a rectangular distribution of misdeadline ratios among all real-time tasks when the system is overloaded. To evaluate the effectiveness of the improved algorithm, we have done extensive simulation studies. The simulation results show that the new algorithm is superior to the old algorithm.

Keywords: Fuzzy control, real-time systems, EDF, misdeadline ratio.

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Authors: Sultan Noman Qasem

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This paper presents an evolutionary algorithm for solving multi-objective optimization problems-based artificial neural network (ANN). The multi-objective evolutionary algorithm used in this study is genetic algorithm while ANN used is radial basis function network (RBFN). The proposed algorithm named memetic elitist Pareto non-dominated sorting genetic algorithm-based RBFN (MEPGAN). The proposed algorithm is implemented on medical diseases problems. The experimental results indicate that the proposed algorithm is viable, and provides an effective means to design multi-objective RBFNs with good generalization capability and compact network structure. This study shows that MEPGAN generates RBFNs coming with an appropriate balance between accuracy and simplicity, comparing to the other algorithms found in literature.

Keywords: Radial basis function network, Hybrid learning, Multi-objective optimization, Genetic algorithm.

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Authors: Said Elkassimi, Said Safi, B. Manaut

Abstract:

This paper presented a study of three algorithms, the equalization algorithm to equalize the transmission channel with ZF and MMSE criteria, application of channel Bran A, and adaptive filtering algorithms LMS and RLS to estimate the parameters of the equalizer filter, i.e. move to the channel estimation and therefore reflect the temporal variations of the channel, and reduce the error in the transmitted signal. So far the performance of the algorithm equalizer with ZF and MMSE criteria both in the case without noise, a comparison of performance of the LMS and RLS algorithm.

Keywords: Adaptive filtering second equalizer, LMS, RLS Bran A, Proakis (B) MMSE, ZF.

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Authors: Anis Gharbi, Mohamed Haouari, Talel Ladhari, Mohamed Ali Rakrouki

Abstract:

We address a complex scheduling problem arising in the wood panel industry with the objective of minimizing a quadratic function of job tardiness. The proposed solution strategy, which is based on an effective genetic algorithm, has been coded and implemented within a major Tunisian company, leader in the wood panel manufacturing. Preliminary experimental results indicate significant decrease of delivery times.

Keywords: Genetic algorithm, heuristic, hybrid flowshop, total weighted squared tardiness.

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Authors: Hajir Karimi, Fakheri Yousefi, Mahmood Reza Rahimi

Abstract:

An accurate and proficient artificial neural network (ANN) based genetic algorithm (GA) is developed for predicting of nanofluids viscosity. A genetic algorithm (GA) is used to optimize the neural network parameters for minimizing the error between the predictive viscosity and the experimental one. The experimental viscosity in two nanofluids Al2O3-H2O and CuO-H2O from 278.15 to 343.15 K and volume fraction up to 15% were used from literature. The result of this study reveals that GA-NN model is outperform to the conventional neural nets in predicting the viscosity of nanofluids with mean absolute relative error of 1.22% and 1.77% for Al2O3-H2O and CuO-H2O, respectively. Furthermore, the results of this work have also been compared with others models. The findings of this work demonstrate that the GA-NN model is an effective method for prediction viscosity of nanofluids and have better accuracy and simplicity compared with the others models.

Keywords: genetic algorithm, nanofluids, neural network, viscosity

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Authors: Ahmed A. A. Radwan, Bahgat A. Abdel Latef, Abdel Mgeid A. Ali, Osman A. Sadek

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This study investigates the use of genetic algorithms in information retrieval. The method is shown to be applicable to three well-known documents collections, where more relevant documents are presented to users in the genetic modification. In this paper we present a new fitness function for approximate information retrieval which is very fast and very flexible, than cosine similarity fitness function.

Keywords: Cosine similarity, Fitness function, Genetic Algorithm, Information Retrieval, Query learning.

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Authors: V. R. Asghari, M. Ardebilipour

Abstract:

In the context of spectrum surveillance, a method to recover the code of spread spectrum signal is presented, whereas the receiver has no knowledge of the transmitter-s spreading sequence. The approach is based on a genetic algorithm (GA), which is forced to model the received signal. Genetic algorithms (GAs) are well known for their robustness in solving complex optimization problems. Experimental results show that the method provides a good estimation, even when the signal power is below the noise power.

Keywords: Code estimation, genetic algorithms, spread spectrum.

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Authors: Latha Parthiban, R. Subramanian

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Heart disease (HD) is a major cause of morbidity and mortality in the modern society. Medical diagnosis is an important but complicated task that should be performed accurately and efficiently and its automation would be very useful. All doctors are unfortunately not equally skilled in every sub specialty and they are in many places a scarce resource. A system for automated medical diagnosis would enhance medical care and reduce costs. In this paper, a new approach based on coactive neuro-fuzzy inference system (CANFIS) was presented for prediction of heart disease. The proposed CANFIS model combined the neural network adaptive capabilities and the fuzzy logic qualitative approach which is then integrated with genetic algorithm to diagnose the presence of the disease. The performances of the CANFIS model were evaluated in terms of training performances and classification accuracies and the results showed that the proposed CANFIS model has great potential in predicting the heart disease.

Keywords: CANFIS, genetic algorithms, heart disease, membership function.

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Authors: Mazdak Zamani , Azizah A. Manaf , Rabiah B. Ahmad , Akram M. Zeki , Shahidan Abdullah

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In this paper, we present a novel, principled approach to resolve the remained problems of substitution technique of audio steganography. Using the proposed genetic algorithm, message bits are embedded into multiple, vague and higher LSB layers, resulting in increased robustness. The robustness specially would be increased against those intentional attacks which try to reveal the hidden message and also some unintentional attacks like noise addition as well.

Keywords: Artificial Intelligence, Audio Steganography, DataHiding, Genetic Algorithm, Substitution Techniques.

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Authors: Jorge Cardoso

Abstract:

Workflow Management Systems (WfMS) alloworganizations to streamline and automate business processes and reengineer their structure. One important requirement for this type of system is the management and computation of the Quality of Service(QoS) of processes and workflows. Currently, a range of Web processes and workflow languages exist. Each language can be characterized by the set of patterns they support. Developing andimplementing a suitable and generic algorithm to compute the QoSof processes that have been designed using different languages is a difficult task. This is because some patterns are specific to particular process languages and new patterns may be introduced in future versions of a language. In this paper, we describe an adaptive algorithm implemented to cope with these two problems. The algorithm is called adaptive since it can be dynamically changed as the patterns of a process language also change.

Keywords: quality of service, web processes, workflows, web services

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Authors: Mounir Sayadi, Farhat Fnaiech

Abstract:

In the framework of adaptive parametric modelling of images, we propose in this paper a new technique based on the Chandrasekhar fast adaptive filter for texture characterization. An Auto-Regressive (AR) linear model of texture is obtained by scanning the image row by row and modelling this data with an adaptive Chandrasekhar linear filter. The characterization efficiency of the obtained model is compared with the model adapted with the Least Mean Square (LMS) 2-D adaptive algorithm and with the cooccurrence method features. The comparison criteria is based on the computation of a characterization degree using the ratio of "betweenclass" variances with respect to "within-class" variances of the estimated coefficients. Extensive experiments show that the coefficients estimated by the use of Chandrasekhar adaptive filter give better results in texture discrimination than those estimated by other algorithms, even in a noisy context.

Keywords: Texture analysis, statistical features, adaptive filters, Chandrasekhar algorithm.

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Authors: J. Kluabwang

Abstract:

An economic operation scheduling problem of a hydro-thermal power generation system has been properly solved by the proposed multipath adaptive tabu search algorithm (MATS). Four reservoirs with their own hydro plants and another one thermal plant are integrated to be a studied system used to formulate the objective function under complicated constraints, eg water managements, power balance and thermal generator limits. MATS with four subsearch units (ATSs) and two stages of discarding mechanism (DM), has been setting and trying to solve the problem through 25 trials under function evaluation criterion. It is shown that MATS can provide superior results with respect to single ATS and other previous methods, genetic algorithms (GA) and differential evolution (DE).

Keywords: Hydro-thermal scheduling problem, economic dispatch, adaptive tabu search, multipath adaptive tabu search

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Authors: Hassan Berbia, Faissal Elbouanani, Rahal Romadi, Mostafa Belkasmi

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This paper introduces two decoders for binary linear codes based on Metaheuristics. The first one uses a genetic algorithm and the second is based on a combination genetic algorithm with a feed forward neural network. The decoder based on the genetic algorithms (DAG) applied to BCH and convolutional codes give good performances compared to Chase-2 and Viterbi algorithm respectively and reach the performances of the OSD-3 for some Residue Quadratic (RQ) codes. This algorithm is less complex for linear block codes of large block length; furthermore their performances can be improved by tuning the decoder-s parameters, in particular the number of individuals by population and the number of generations. In the second algorithm, the search space, in contrast to DAG which was limited to the code word space, now covers the whole binary vector space. It tries to elude a great number of coding operations by using a neural network. This reduces greatly the complexity of the decoder while maintaining comparable performances.

Keywords: Block code, decoding, methaheuristic, genetic algorithm, neural network

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Authors: Jianbo Hu, Hongbao Wang

Abstract:

The widely used Total Variation de-noising algorithm can preserve sharp edge, while removing noise. However, since fixed regularization parameter over entire image, small details and textures are often lost in the process. In this paper, we propose a modified Total Variation algorithm to better preserve smaller-scaled features. This is done by allowing an adaptive regularization parameter to control the amount of de-noising in any region of image, according to relative information of local feature scale. Experimental results demonstrate the efficient of the proposed algorithm. Compared with standard Total Variation, our algorithm can better preserve smaller-scaled features and show better performance.

Keywords: Adaptive, de-noising, feature scale, regularizationparameter, Total Variation.

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Authors: Mourad Ykhlef, Hebah ElGibreen

Abstract:

Mining Sequential Patterns in large databases has become an important data mining task with broad applications. It is an important task in data mining field, which describes potential sequenced relationships among items in a database. There are many different algorithms introduced for this task. Conventional algorithms can find the exact optimal Sequential Pattern rule but it takes a long time, particularly when they are applied on large databases. Nowadays, some evolutionary algorithms, such as Particle Swarm Optimization and Genetic Algorithm, were proposed and have been applied to solve this problem. This paper will introduce a new kind of hybrid evolutionary algorithm that combines Genetic Algorithm (GA) with Particle Swarm Optimization (PSO) to mine Sequential Pattern, in order to improve the speed of evolutionary algorithms convergence. This algorithm is referred to as SP-GAPSO.

Keywords: Genetic Algorithm, Hybrid Evolutionary Algorithm, Particle Swarm Optimization algorithm, Sequential Pattern mining.

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Authors: R.Narmatha Banu, D.Devaraj

Abstract:

This paper presents a genetic algorithm based approach for solving security constrained optimal power flow problem (SCOPF) including FACTS devices. The optimal location of FACTS devices are identified using an index called overload index and the optimal values are obtained using an enhanced genetic algorithm. The optimal allocation by the proposed method optimizes the investment, taking into account its effects on security in terms of the alleviation of line overloads. The proposed approach has been tested on IEEE-30 bus system to show the effectiveness of the proposed algorithm for solving the SCOPF problem.

Keywords: Optimal Power Flow, Genetic Algorithm, FlexibleAC transmission system (FACTS) devices, Severity Index (SI), Security Enhancement, Thyristor controlled series capacitor (TCSC).

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Authors: Zohreh Sheikh Khozani, Wan Hanna Melini Wan Mohtar, Mojtaba Porhemmat

Abstract:

Prediction of wall shear stress in a rectangular channel, with non-homogeneous roughness distribution, was studied. Estimation of shear stress is an important subject in hydraulic engineering, since it affects the flow structure directly. In this study, the Genetic Algorithm Artificial (GAA) neural network is introduced as a hybrid methodology of the Artificial Neural Network (ANN) and modified Genetic Algorithm (GA) combination. This GAA method was employed to predict the wall shear stress. Various input combinations and transfer functions were considered to find the most appropriate GAA model. The results show that the proposed GAA method could predict the wall shear stress of open channels with high accuracy, by Root Mean Square Error (RMSE) of 0.064 in the test dataset. Thus, using GAA provides an accurate and practical simple-to-use equation.

Keywords: Artificial neural network, genetic algorithm, genetic programming, rectangular channel, shear stress.

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Authors: Z. Pavlík, J. Žumár, M. Pavlíková, J. Kočí, R. Černý

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Water vapour transport properties of gypsum block are studied in dependence on relative humidity using inverse analysis based on genetic algorithm. The computational inverse analysis is performed for the relative humidity profiles measured along the longitudinal axis of a rod sample. Within the performed transient experiment, the studied sample is exposed to two environments with different relative humidity, whereas the temperature is kept constant. For the basic gypsum characterisation and for the assessment of input material parameters necessary for computational application of genetic algorithm, the basic material properties of gypsum are measured as well as its thermal and water vapour storage parameters. On the basis of application of genetic algorithm, the relative humidity dependent water vapour diffusion coefficient and water vapour diffusion resistance factor are calculated.

Keywords: Water vapour transport, gypsum block, transient experiment, genetic algorithm.

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Authors: T. Hussein

Abstract:

In this paper, determining the optimal proportionalintegral- derivative (PID) controller gains of an single-area load frequency control (LFC) system using genetic algorithm (GA) is presented. The LFC is notoriously difficult to control optimally using conventionally tuning a PID controller because the system parameters are constantly changing. It is for this reason the GA as tuning strategy was applied. The simulation has been conducted in MATLAB Simulink package for single area power system. the simulation results shows the effectiveness performance of under various disturbance.

Keywords: Load Frequency Control (LFC), PID controller and Genetic Algorithm (GA).

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Authors: Z. Pooranian, A. Harounabadi, M. Shojafar, N. Hedayat

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The purpose of Grid computing is to utilize computational power of idle resources which are distributed in different areas. Given the grid dynamism and its decentralize resources, there is a need for an efficient scheduler for scheduling applications. Since task scheduling includes in the NP-hard problems various researches have focused on invented algorithms especially the genetic ones. But since genetic is an inherent algorithm which searches the problem space globally and does not have the efficiency required for local searching, therefore, its combination with local searching algorithms can compensate for this shortcomings. The aim of this paper is to combine the genetic algorithm and GELS (GAGELS) as a method to solve scheduling problem by which simultaneously pay attention to two factors of time and number of missed tasks. Results show that the proposed algorithm can decrease makespan while minimizing the number of missed tasks compared with the traditional methods.

Keywords: Grid Computing, Genetic Algorithm, Gravitational Emulation Local Search (GELS), missed task

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Authors: A. B.Bhattacharyya, B. S.K.Goswami

Abstract:

This paper presents Genetic Algorithm (GA) based approach for the allocation of FACTS (Flexible AC Transmission System) devices for the improvement of Power transfer capacity in an interconnected Power System. The GA based approach is applied on IEEE 30 BUS System. The system is reactively loaded starting from base to 200% of base load. FACTS devices are installed in the different locations of the power system and system performance is noticed with and without FACTS devices. First, the locations, where the FACTS devices to be placed is determined by calculating active and reactive power flows in the lines. Genetic Algorithm is then applied to find the amount of magnitudes of the FACTS devices. This approach of GA based placement of FACTS devices is tremendous beneficial both in terms of performance and economy is clearly observed from the result obtained.

Keywords: FACTS Devices, Line Power Flow, OptimalLocation of FACTS Devices, Genetic Algorithm.

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Authors: Mhand Hifi, Hedi Mhalla, Mustapha Michaphy

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In this paper, we study the multi-scenario knapsack problem, a variant of the well-known NP-Hard single knapsack problem. We investigate the use of an adaptive algorithm for solving heuristically the problem. The used method combines two complementary phases: a size reduction phase and a dynamic 2- opt procedure one. First, the reduction phase applies a polynomial reduction strategy; that is used for reducing the size problem. Second, the adaptive search procedure is applied in order to attain a feasible solution Finally, the performances of two versions of the proposed algorithm are evaluated on a set of randomly generated instances.

Keywords: combinatorial optimization, max-min optimization, knapsack, heuristics, problem reduction

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Authors: Hyun-Chool Shin

Abstract:

In this paper we propose a simple adaptive algorithm iteratively solving the unit-norm constrained optimization problem. Instead of conventional parameter norm based normalization, the proposed algorithm incorporates scalar normalization which is computationally much simpler. The analysis of stationary point is presented to show that the proposed algorithm indeed solves the constrained optimization problem. The simulation results illustrate that the proposed algorithm performs as good as conventional ones while being computationally simpler.

Keywords: constrained optimization, unit-norm, LMS, principle component analysis.

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Authors: Alireza Gholami, Amir H. D. Markazi

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In this paper, an observer-based direct adaptive fuzzy sliding mode (OAFSM) algorithm is proposed. In the proposed algorithm, the zero-input dynamics of the plant could be unknown. The input connection matrix is used to combine the sliding surfaces of individual subsystems, and an adaptive fuzzy algorithm is used to estimate an equivalent sliding mode control input directly. The fuzzy membership functions, which were determined by time consuming try and error processes in previous works, are adjusted by adaptive algorithms. The other advantage of the proposed controller is that the input gain matrix is not limited to be diagonal, i.e. the plant could be over/under actuated provided that controllability and observability are preserved. An observer is constructed to directly estimate the state tracking error, and the nonlinear part of the observer is constructed by an adaptive fuzzy algorithm. The main advantage of the proposed observer is that, the measured outputs is not limited to the first entry of a canonical-form state vector. The closed-loop stability of the proposed method is proved using a Lyapunov-based approach. The proposed method is applied numerically on a multi-link robot manipulator, which verifies the performance of the closed-loop control. Moreover, the performance of the proposed algorithm is compared with some conventional control algorithms.

Keywords: Adaptive algorithm, fuzzy systems, membership functions, observer.

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Authors: Buthainah Fahran Al-Dulaimi, Hamza A. Ali

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The well known NP-complete problem of the Traveling Salesman Problem (TSP) is coded in genetic form. A software system is proposed to determine the optimum route for a Traveling Salesman Problem using Genetic Algorithm technique. The system starts from a matrix of the calculated Euclidean distances between the cities to be visited by the traveling salesman and a randomly chosen city order as the initial population. Then new generations are then created repeatedly until the proper path is reached upon reaching a stopping criterion. This search is guided by a solution evaluation function.

Keywords: Genetic algorithms, traveling salesman problem solving, optimization.

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Authors: M. Senthil Arumugam, M.V.C. Rao

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This paper presents a novel two-phase hybrid optimization algorithm with hybrid genetic operators to solve the optimal control problem of a single stage hybrid manufacturing system. The proposed hybrid real coded genetic algorithm (HRCGA) is developed in such a way that a simple real coded GA acts as a base level search, which makes a quick decision to direct the search towards the optimal region, and a local search method is next employed to do fine tuning. The hybrid genetic operators involved in the proposed algorithm improve both the quality of the solution and convergence speed. The phase–1 uses conventional real coded genetic algorithm (RCGA), while optimisation by direct search and systematic reduction of the size of search region is employed in the phase – 2. A typical numerical example of an optimal control problem with the number of jobs varying from 10 to 50 is included to illustrate the efficacy of the proposed algorithm. Several statistical analyses are done to compare the validity of the proposed algorithm with the conventional RCGA and PSO techniques. Hypothesis t – test and analysis of variance (ANOVA) test are also carried out to validate the effectiveness of the proposed algorithm. The results clearly demonstrate that the proposed algorithm not only improves the quality but also is more efficient in converging to the optimal value faster. They can outperform the conventional real coded GA (RCGA) and the efficient particle swarm optimisation (PSO) algorithm in quality of the optimal solution and also in terms of convergence to the actual optimum value.

Keywords: Hybrid systems, optimal control, real coded genetic algorithm (RCGA), Particle swarm optimization (PSO), Hybrid real coded GA (HRCGA), and Hybrid genetic operators.

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