A Hybrid Particle Swarm Optimization to Forecast Implied Volatility Risk

The application of optimization methods to prediction issues is a continually exploring field.In line with this,this paper investigates the connectedness between the infected cases of COVID-19 and US fear index from a forecasting perspective.The complex characteristics of implied volatility risk index such as non-linearity structure,time-varying and nonstationarity motivate us to apply a nonlinear polynomial Hammerstein model with known structure and unknown parameters.We use the Hybrid Particle Swarm Optimization(HPSO)tool to identify the model parameters of nonlinear polynomial Hammerstein model.Findings indicate that,following a nonlinear polynomial behaviour cascaded to an autoregressive with exogenous input(ARX)behaviour,the fear index in US financial market is significantly affected by COVID-19-infected cases in the US,COVID-19-infected cases in the world and COVID-19-infected cases in China,respectively.Statistical performance indicators provided by the developed models show that COVID-19-infected cases in the US are particularly powerful in predicting the Cboe volatility index compared to COVID-19-infected cases in the world and China(MAPE(2.1013%);R2(91.78%)and RMSE(0.6363 percentage points)).The proposed approaches have also shown good convergence characteristics and accurate fits of the data.

Optimization of Thermal Aware VLSI Non-Slicing Floorplanning Using Hybrid Particle Swarm Optimization Algorithm-Harmony Search Algorithm

Floorplanning is a prominent area in the Very Large-Scale Integrated (VLSI) circuit design automation, because it influences the performance, size, yield and reliability of the VLSI chips. It is the process of estimating the positions and shapes of the modules. A high packing density, small feature size and high clock frequency make the Integrated Circuit (IC) to dissipate large amount of heat. So, in this paper, a methodology is presented to distribute the temperature of the module on the layout while simultaneously optimizing the total area and wirelength by using a hybrid Particle Swarm Optimization-Harmony Search (HPSOHS) algorithm. This hybrid algorithm employs diversification technique (PSO) to obtain global optima and intensification strategy (HS) to achieve the best solution at the local level and Modified Corner List algorithm (MCL) for floorplan representation. A thermal modelling tool called hotspot tool is integrated with the proposed algorithm to obtain the temperature at the block level. The proposed algorithm is illustrated using Microelectronics Centre of North Carolina (MCNC) benchmark circuits. The results obtained are compared with the solutions derived from other stochastic algorithms and the proposed algorithm provides better solution.

Improved Dynamic Response of DC to DC Converter Using Hybrid PSO Tuned Fuzzy Sliding Mode Controller

DC/DC switching converters are widely used in numerous appliances in modern existence. In this paper, the dynamic and transient response of phase shift series resonant DC/DC converter are improved using hybrid particle swarm optimization tuned fuzzy sliding mode controller under starting and load step change conditions. The aim of the control is to regulate the output voltage beneath the load change. The model of the hybrid particle swarm optimization tuned fuzzy sliding mode controller is implemented using Sim Power Systems toolbox of MATLAB SIMULINK. Performance of the proposed dynamic novel control under step load change condition is investigated.

Delay-area trade-off for MPRM circuits based on hybrid discrete particle swarm optimization

Polarity optimization for mixed polarity Reed-Muller（MPRM） circuits is a combinatorial issue.Based on the study on discrete particle swarm optimization（DPSO） and mixed polarity,the corresponding relation between particle and mixed polarity is established,and the delay-area trade-off of large-scale MPRM circuits is proposed. Firstly,mutation operation and elitist strategy in genetic algorithm are incorporated into DPSO to further develop a hybrid DPSO（HDPSO）.Then the best polarity for delay and area trade-off is searched for large-scale MPRM circuits by combining the HDPSO and a delay estimation model.Finally,the proposed algorithm is testified by MCNC Benchmarks.Experimental results show that HDPSO achieves a better convergence than DPSO in terms of search capability for large-scale MPRM circuits.

Optimal search for moving targets with sensing capabilities using multiple UAVs

This paper studies the problem of using multiple unmanned air vehicles (UAVs) to search for moving targets with sensing capabilities. When multiple UAVs (multi-UAV) search for a number of moving targets in the mission area, the targets can intermittently obtain the position information of the UAVs from sensing devices, and take appropriate actions to increase the distance between themselves and the UAVs. Aiming at this problem, an environment model is established using the search map, and the updating method of the search map is extended by considering the sensing capabilities of the moving targets. A multi-UAV search path planning optimization model based on the model predictive control (MPC) method is constructed, and a hybrid particle swarm optimization algorithm with a crossover operator is designed to solve the model. Simulation results show that the proposed method can effectively improve the cooperative search efficiency and can find more targets per unit time compared with the coverage search method and the random search method.

Aeroengine Fault Diagnosis Method Based on Optimized Supervised Kohonen Network

To diagnose the aeroengine faults accurately,the supervised Kohonen(S-Kohonen)network is proposed for fault diagnosis.Via adding the output layer behind competitive layer,the network was modified from the unsupervised structure to the supervised structure.Meanwhile,the hybrid particle swarm optimization(H-PSO)was used to optimize the connection weights,after using adaptive inheritance mode(AIM)based on the elite strategy,and adaptive detecting response mechanism(ADRM),HPSO could guide the particles adaptively jumping out of the local solution space,and ensure obtaining the global optimal solution with higher probability.So the optimized S-Kohonen network could overcome the problems of non-identifiability for recognizing the unknown samples,and the non-uniqueness for classification results existing in traditional Kohonen(T-Kohonen)network.The comparison study on the GE90 engine borescope image texture feature recognition is carried out,the research results show that:the optimized S-Kohonen network has a strong ability of practical application in the classification fault diagnosis;the classification accuracy is higher than the common neural network model.

Application of complete ensemble intrinsic time-scale decomposition and least-square SVM optimized using hybrid DE and PSO to fault diagnosis of diesel engines

Targeting the mode-mixing problem of intrinsic time-scale decomposition （ITD） and the parameter optimization problem of least-square support vector machine （LSSVM）, we propose a novel approach based on complete ensemble intrinsic time-scale decomposition （CEITD） and LSSVM optimized by the hybrid differential evolution and particle swarm optimization （HDEPSO） algorithm for the identification of the fault in a diesel engine. The approach consists mainly of three stages. First, to solve the mode-mixing problem of ITD, a novel CEITD method is proposed. Then the CEITD method is used to decompose the nonstationary vibration signal into a set of stationary proper rotation components （PRCs） and a residual signal. Second, three typical types of time-frequency features, namely singular values, PRCs energy and energy entropy, and AR model parameters, are extracted from the first several PRCs and used as the fault feature vectors. Finally, a HDEPSO algorithm is proposed for the parameter optimization of LSSVM, and the fault diagnosis results can be obtained by inputting the fault feature vectors into the HDEPSO-LSSVM classifier. Simulation and experimental results demonstrate that the proposed fault diagnosis approach can overcome the mode-mixing problem of ITD and accurately identify the fault patterns of diesel engines.

Location layout design of aircraft parts assembly based on MSVR

Location layout of aircraft assembly is an important factor affecting product quality.Most of the existing re-searches use the combination of finite element analysis and intelligent algorithm to optimize the location layout,which are limited by numerical simulation accuracy and the selection and improvement of intelligent algorithms.At present,the analysis and decision-making technology based on field data is gradually applied in aircraft manufacturing.Based on the perception data of intelligent assembly unit of aircraft parts,a regression model of multi-input and multioutput support vector machine with Gauss kernel function as radial basis function is established,and the hyperparameters of the model are optimized by hybrid particle swarm optimization genetic algorithm(PSO-GA).GA-MSVR,PSO-MSVR and PSOGA-MSVR model are constructed respectively,and their results show that PSOGA-MSVR model has the best performance.Finally,the design of the aircraft wing location layout is taken as an example to verify the effectiveness of the method.

A Short-Term Traffic Flow Forecasting Method and Its Applications

Short-term forecast of urban traffic flow is very important to intelligent transportation. Although the conventional methods have some advantages, to some extent, in improving the traffic forecast's precision, it is still hard to achieve high accuracy. In this paper, we propose a short-term traffic flow forecasting method, which is based on the hybrid particle swarm optimization-neural network(HPSO-NN) with error compensation mechanism.In HPSO-NN, the hybrid PSO algorithm is employed to train the structures and parameters of the feed-forward advanced neural network, while the error compensation mechanism is employed to improve the accuracy. HPSONN is used to forecast the vehicle velocity in Shanghai North-South Viaduct. Experimental results show that the HPSO-NN, compared with the auto-regressive and moving average(ARMA) model, can forecast traffic flow with a higher accuracy. What's more, we have also found that HPSO-NN with error compensation mechanism has better performance than that of HPSO-NN alone.

A dynamic tire model based on HPSO-SVM

In order to accurately describe the force mechanism of tires on agricultural roads and improve the life cycle of agricultural tires,a tire-deformable terrain model was established.The effects of tread pattern,wheel spine,tire sidewall elasticity,inflation pressure and soil deformation were considered in the model and fitted with a support vector machine(SVM)model.Hybrid particle swarm optimization(HPSO)was used to optimize the parameters of SVM prediction model,of which inertia weight and learning factor were improved.To verify the performance of the model,a tire force prediction model of agricultural vehicle with the improved SVM method was investigated,which was a complex nonlinear problem affected by many factors.Cross validation(CV)method was used to evaluate the training precision accuracy of the model,and then the improved HPSO was adopted to select parameters.Results showed that the choice randomness of specifying the parameters was avoided and the workload of the parameter selection was reduced.Compared with the dynamic tire model without considering the influence of tread pattern and wheel spine,the improved SVM model achieved a better prediction performance.The empirical results indicate that the HPSO based parameters optimization in SVM is feasible,which provides a practical guidance to tire force prediction of agricultural transport vehicles.