This paper presents an approach of using Differential Evolution (DE) to solve dynamic optimization problems. Careful setting of parameters is necessary for DE algorithms to successfully solve optimization problems. This paper describes DynDE, a multi-population DE algorithm developed specifically to solve dynamic optimization problems that doesn't need any parameter control strategy for the F or CR parameters. Experimental evidence has been gathered to show that this new algorithm is capable of efficiently solving the moving peaks benchmark.
Abstract. This paper considers the use of randomly generated directed graphs as neighborhoods for particle swarm optimizers (PSO) using fully informed particles (FIPS), together with dynamic changes to the graph during an algorithm run as a diversity-preserving measure. Different graph sizes, constructed with a uniform out-degree were studied with regard to their effect on the performance of the PSO on optimization problems. Comparisons were made with a static random method, as well as with several canonical PSO and FIPS methods. The results indicate that under appropriate parameter settings, the use of random directed graphs with a probabilistic disruptive re-structuring of the graph produces the best results on the test functions considered.
A key feature of Particle Swarm Optimization algorithms is that fitness information is shared with individuals in a particle's neighborhood. The kind of neighborhood structure that is used affects the rate at which information is disseminated throughout the population. Existing work has studied global and simple local topologies, as well as more complex, but fixed neighborhood structures. This paper looks at randomly generated, directed graph structures in which information flows in one direction only, and also outgoing edges randomly migrate from one source node to another. Experimental evidence indicates that this random dynamic topology, when used with an inertia weight PSO, performs competitively with some existing methods and outperforms others.
Purpose-The purpose of this paper is to describe a real-world system developed for a large food distribution company which requires forecasting demand for thousands of products across multiple warehouses. The number of different time series that the system must model and predict is on the order of 10 5. The study details the system's forecasting algorithm which efficiently handles several difficult requirements including the prediction of multiple time series, the need for a continuously self-updating model, and the desire to automatically identify and analyze various time series characteristics such as seasonal spikes and unprecedented events. Design/methodology/approach-The forecasting algorithm makes use of a hybrid model consisting of both statistical and heuristic techniques to fulfill these requirements and to satisfy a variety of business constraints/rules related to over-and under-stocking. Findings-The robustness of the system has been proven by its heavy and sustained use since being adopted in November 2009 by a company that serves 91 percent of the combined populations of Australia and New Zealand. Originality/value-This paper provides a case study of a real-world system that employs a novel hybrid model to forecast multiple time series in a non-static environment. The value of the model lies in its ability to accurately capture and forecast a very large and constantly changing portfolio of time series efficiently and without human intervention.
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