The accurate prediction of energy consumption has effective role in decision making and risk management for individuals and governments.Meanwhile,the accurate prediction can be realized using the recent advances in ma...The accurate prediction of energy consumption has effective role in decision making and risk management for individuals and governments.Meanwhile,the accurate prediction can be realized using the recent advances in machine learning and predictive models.This research proposes a novel approach for energy consumption forecasting based on a new optimization algorithm and a new forecasting model consisting of a set of long short-term memory(LSTM)units.The proposed optimization algorithm is used to optimize the parameters of the LSTM-based model to boost its forecasting accuracy.This optimization algorithm is based on the recently emerged dipper-throated optimization(DTO)and stochastic fractal search(SFS)algo-rithm and is referred to as dynamic DTOSFS.To prove the effectiveness and superiority of the proposed approach,five standard benchmark algorithms,namely,stochastic fractal search(SFS),dipper throated optimization(DTO),whale optimization algorithm(WOA),particle swarm optimization(PSO),and grey wolf optimization(GWO),are used to optimize the parameters of the LSTM-based model,and the results are compared with that of the proposed approach.Experimental results show that the proposed DDTOSFS+LSTM can accurately forecast the energy consumption with root mean square error RMSE of 0.00013,which is the best among the recorded results of the other methods.In addition,statistical experiments are conducted to prove the statistical difference of the proposed model.The results of these tests confirmed the expected outcomes.展开更多
Deep neural networks often outperform classical machine learning algorithms in solving real-world problems.However,designing better networks usually requires domain expertise and consumes significant time and com-puti...Deep neural networks often outperform classical machine learning algorithms in solving real-world problems.However,designing better networks usually requires domain expertise and consumes significant time and com-puting resources.Moreover,when the task changes,the original network architecture becomes outdated and requires redesigning.Thus,Neural Architecture Search(NAS)has gained attention as an effective approach to automatically generate optimal network architectures.Most NAS methods mainly focus on achieving high performance while ignoring architectural complexity.A myriad of research has revealed that network performance and structural complexity are often positively correlated.Nevertheless,complex network structures will bring enormous computing resources.To cope with this,we formulate the neural architecture search task as a multi-objective optimization problem,where an optimal architecture is learned by minimizing the classification error rate and the number of network parameters simultaneously.And then a decomposition-based multi-objective stochastic fractal search method is proposed to solve it.In view of the discrete property of the NAS problem,we discretize the stochastic fractal search step size so that the network architecture can be optimized more effectively.Additionally,two distinct update methods are employed in step size update stage to enhance the global and local search abilities adaptively.Furthermore,an information exchange mechanism between architectures is raised to accelerate the convergence process and improve the efficiency of the algorithm.Experimental studies show that the proposed algorithm has competitive performance comparable to many existing manual and automatic deep neural network generation approaches,which achieved a parameter-less and high-precision architecture with low-cost on each of the six benchmark datasets.展开更多
A hybrid Stochastic Fractal Search plus Pattern Search (hSFS-PS) based cascade PI-PD controller is suggested in this paper for Automatic Generation Control (AGC) of thermal, hydro and gas power unit based power sy...A hybrid Stochastic Fractal Search plus Pattern Search (hSFS-PS) based cascade PI-PD controller is suggested in this paper for Automatic Generation Control (AGC) of thermal, hydro and gas power unit based power systems in presence of Plug in Electric Vehicles (PEV). Firstly, a single area multi-source power system consisting of thermal hydro and gas power plants is considered and parameters of Integral (I) controller is optimized by Stochastic FractaI Search (SFS) algorithm. The superiority of SFS algorithm over some recently proposed approaches such as optimal control, differential evolution and teaching learning based optimization techniques is demonstrated by comparing simulation results for the identical power system. To improve the system performance further, Pattern Search (PS) is subsequently employed. The study is further extended for different controllers like PI, PID, and cascaded PI-PD controller and the superiority of cascade PI-PD controller over conventional controllers is demonstrated. Then, cascade PI- PD controller parameters of AGC searched using the proposed hSFS-PS algorithm in presence of plug in electric vehicles. The study is also extended to an interconnected power system. It is seen from the comparative analysis that hSFS-PS tuned PI-PD controller in single and multi-area with multi sources improves the system frequency stability in complicated situations. Lastly, a three area interconnected system with PEVs with dissimilar cascade PI-PD controller in each area is considered and proposed hSFS- PS algorithm is used to tune the controller parameters in presence of nonlinearities like rate constraint of units, dead zone of governor and communication delay.展开更多
Purpose-Optimum utilization of investments has always been considered one of the most crucial aspects of capital markets.Investment into various securities is the subject of portfolio optimization intent to maximize r...Purpose-Optimum utilization of investments has always been considered one of the most crucial aspects of capital markets.Investment into various securities is the subject of portfolio optimization intent to maximize return at minimum risk.In this series,a population-based evolutionary approach,stochastic fractal search(SFS),is derived from the natural growth phenomenon.This study aims to develop portfolio selection model using SFS approach to construct an efficient portfolio by optimizing the Sharpe ratio with risk budgeting constraints.Design/methodology/approach-This paper proposes a constrained portfolio optimization model using the SFS approach with risk-budgeting constraints.SFS is an evolutionary method inspired by the natural growth process which has been modeled using the fractal theory.Experimental analysis has been conducted to determine the effectiveness of the proposed model by making comparisons with state-of-the-art from domain such as genetic algorithm,particle swarm optimization,simulated annealing and differential evolution.The real datasets of the Indian stock exchanges and datasets of global stock exchanges such as Nikkei 225,DAX 100,FTSE 100,Hang Seng31 and S&P 100 have been taken in the study.Findings-The study confirms the better performance of the SFS model among its peers.Also,statistical analysis has been done using SPSS 20 to confirm the hypothesis developed in the experimental analysis.Originality/value-In the recent past,researchers have already proposed a significant number of models to solve portfolio selection problems using the meta-heuristic approach.However,this is the first attempt to apply the SFS optimization approach to the problem.展开更多
Combined heat and power(CHP)generation is a valuable scheme for concurrent generation of electrical and thermal energies.The interdependency of power and heat productions in CHP units introduces complications and non-...Combined heat and power(CHP)generation is a valuable scheme for concurrent generation of electrical and thermal energies.The interdependency of power and heat productions in CHP units introduces complications and non-convexities in their modeling and optimization.This paper uses the stochastic fractal search(SFS)optimization technique to treat the highly non-linear CHP economic dispatch(CHPED)problem,where the objective is to minimize the total operation cost of both power and heat from generation units while fulfilling several operation interdependent limits and constraints.The CHPED problem has bounded feasible operation regions and many local minima.The SFS,which is a recent metaheuristic global optimization solver,outranks many current reputable solvers.Handling constraints of the CHPED is achieved by employing external penalty parameters,which penalize infeasible solution during the iterative process.To confirm the strength of this algorithm,it has been tested on two different test systems that are regularly used.The obtained outcomes are compared with former outcomes achieved by many different methods reported in literature of CHPED.The results of this work affirm that the SFS algorithm can achieve improved near-global solution and compare favorably with other commonly used global optimization techniques in terms of the quality of solution,handling of constraints and computation time.展开更多
基金funded by the Deanship of Scientific Research,Princess Nourah bint Abdulrahman University,through the Program of Research Project Funding After Publication,Grant No (43-PRFA-P-52).
文摘The accurate prediction of energy consumption has effective role in decision making and risk management for individuals and governments.Meanwhile,the accurate prediction can be realized using the recent advances in machine learning and predictive models.This research proposes a novel approach for energy consumption forecasting based on a new optimization algorithm and a new forecasting model consisting of a set of long short-term memory(LSTM)units.The proposed optimization algorithm is used to optimize the parameters of the LSTM-based model to boost its forecasting accuracy.This optimization algorithm is based on the recently emerged dipper-throated optimization(DTO)and stochastic fractal search(SFS)algo-rithm and is referred to as dynamic DTOSFS.To prove the effectiveness and superiority of the proposed approach,five standard benchmark algorithms,namely,stochastic fractal search(SFS),dipper throated optimization(DTO),whale optimization algorithm(WOA),particle swarm optimization(PSO),and grey wolf optimization(GWO),are used to optimize the parameters of the LSTM-based model,and the results are compared with that of the proposed approach.Experimental results show that the proposed DDTOSFS+LSTM can accurately forecast the energy consumption with root mean square error RMSE of 0.00013,which is the best among the recorded results of the other methods.In addition,statistical experiments are conducted to prove the statistical difference of the proposed model.The results of these tests confirmed the expected outcomes.
基金supported by the China Postdoctoral Science Foundation Funded Project(Grant Nos.2017M613054 and 2017M613053)the Shaanxi Postdoctoral Science Foundation Funded Project(Grant No.2017BSHYDZZ33)the National Science Foundation of China(Grant No.62102239).
文摘Deep neural networks often outperform classical machine learning algorithms in solving real-world problems.However,designing better networks usually requires domain expertise and consumes significant time and com-puting resources.Moreover,when the task changes,the original network architecture becomes outdated and requires redesigning.Thus,Neural Architecture Search(NAS)has gained attention as an effective approach to automatically generate optimal network architectures.Most NAS methods mainly focus on achieving high performance while ignoring architectural complexity.A myriad of research has revealed that network performance and structural complexity are often positively correlated.Nevertheless,complex network structures will bring enormous computing resources.To cope with this,we formulate the neural architecture search task as a multi-objective optimization problem,where an optimal architecture is learned by minimizing the classification error rate and the number of network parameters simultaneously.And then a decomposition-based multi-objective stochastic fractal search method is proposed to solve it.In view of the discrete property of the NAS problem,we discretize the stochastic fractal search step size so that the network architecture can be optimized more effectively.Additionally,two distinct update methods are employed in step size update stage to enhance the global and local search abilities adaptively.Furthermore,an information exchange mechanism between architectures is raised to accelerate the convergence process and improve the efficiency of the algorithm.Experimental studies show that the proposed algorithm has competitive performance comparable to many existing manual and automatic deep neural network generation approaches,which achieved a parameter-less and high-precision architecture with low-cost on each of the six benchmark datasets.
文摘A hybrid Stochastic Fractal Search plus Pattern Search (hSFS-PS) based cascade PI-PD controller is suggested in this paper for Automatic Generation Control (AGC) of thermal, hydro and gas power unit based power systems in presence of Plug in Electric Vehicles (PEV). Firstly, a single area multi-source power system consisting of thermal hydro and gas power plants is considered and parameters of Integral (I) controller is optimized by Stochastic FractaI Search (SFS) algorithm. The superiority of SFS algorithm over some recently proposed approaches such as optimal control, differential evolution and teaching learning based optimization techniques is demonstrated by comparing simulation results for the identical power system. To improve the system performance further, Pattern Search (PS) is subsequently employed. The study is further extended for different controllers like PI, PID, and cascaded PI-PD controller and the superiority of cascade PI-PD controller over conventional controllers is demonstrated. Then, cascade PI- PD controller parameters of AGC searched using the proposed hSFS-PS algorithm in presence of plug in electric vehicles. The study is also extended to an interconnected power system. It is seen from the comparative analysis that hSFS-PS tuned PI-PD controller in single and multi-area with multi sources improves the system frequency stability in complicated situations. Lastly, a three area interconnected system with PEVs with dissimilar cascade PI-PD controller in each area is considered and proposed hSFS- PS algorithm is used to tune the controller parameters in presence of nonlinearities like rate constraint of units, dead zone of governor and communication delay.
基金This work is supported by the major research project funded by ICSSR with sanction No.F.No.-02/47/2019–20/MJ/RP.
文摘Purpose-Optimum utilization of investments has always been considered one of the most crucial aspects of capital markets.Investment into various securities is the subject of portfolio optimization intent to maximize return at minimum risk.In this series,a population-based evolutionary approach,stochastic fractal search(SFS),is derived from the natural growth phenomenon.This study aims to develop portfolio selection model using SFS approach to construct an efficient portfolio by optimizing the Sharpe ratio with risk budgeting constraints.Design/methodology/approach-This paper proposes a constrained portfolio optimization model using the SFS approach with risk-budgeting constraints.SFS is an evolutionary method inspired by the natural growth process which has been modeled using the fractal theory.Experimental analysis has been conducted to determine the effectiveness of the proposed model by making comparisons with state-of-the-art from domain such as genetic algorithm,particle swarm optimization,simulated annealing and differential evolution.The real datasets of the Indian stock exchanges and datasets of global stock exchanges such as Nikkei 225,DAX 100,FTSE 100,Hang Seng31 and S&P 100 have been taken in the study.Findings-The study confirms the better performance of the SFS model among its peers.Also,statistical analysis has been done using SPSS 20 to confirm the hypothesis developed in the experimental analysis.Originality/value-In the recent past,researchers have already proposed a significant number of models to solve portfolio selection problems using the meta-heuristic approach.However,this is the first attempt to apply the SFS optimization approach to the problem.
文摘Combined heat and power(CHP)generation is a valuable scheme for concurrent generation of electrical and thermal energies.The interdependency of power and heat productions in CHP units introduces complications and non-convexities in their modeling and optimization.This paper uses the stochastic fractal search(SFS)optimization technique to treat the highly non-linear CHP economic dispatch(CHPED)problem,where the objective is to minimize the total operation cost of both power and heat from generation units while fulfilling several operation interdependent limits and constraints.The CHPED problem has bounded feasible operation regions and many local minima.The SFS,which is a recent metaheuristic global optimization solver,outranks many current reputable solvers.Handling constraints of the CHPED is achieved by employing external penalty parameters,which penalize infeasible solution during the iterative process.To confirm the strength of this algorithm,it has been tested on two different test systems that are regularly used.The obtained outcomes are compared with former outcomes achieved by many different methods reported in literature of CHPED.The results of this work affirm that the SFS algorithm can achieve improved near-global solution and compare favorably with other commonly used global optimization techniques in terms of the quality of solution,handling of constraints and computation time.