A general framework and guidelines for benchmarking computational intelligence algorithms applied to forecasting problems derived from an application domain-oriented survey

A Computational Intelligence Hybrid Algorithm Based on Population Evolutionary and Neural Network Learning for the Crude Oil Spot Price Prediction

This research attempts to reinforce the cultivating expression of radial basis function neural network (RBFnet) through computational intelligence (CI) and swarm intelligence (SI) learning methods. Consequently, the artificial immune system (AIS) and ant colony optimization (ACO) approaches are utilized to cultivate RBFnet for function approximation issue. The proposed hybridization of AIS and ACO approaches optimization (HIAO) algorithm combines the complementarity of exploitation and exploration to realize problem solving. It allows the solution domain having the advantages of intensification and diversification, which further avoids the situation of immature convergence. In addition, the empirical achievements have confirmed that the HIAO algorithm not only obtained the best accurate function approximation for theoretically standard nonlinear problems, it can be further applied on the instance solving for practical crude oil spot price prediction.

Bootstrapped Holt Method with Autoregressive Coefficients Based on Harmony Search Algorithm

Exponential smoothing methods are one of the classical time series forecasting methods. It is well known that exponential smoothing methods are powerful forecasting methods. In these methods, exponential smoothing parameters are fixed on time, and they should be estimated with efficient optimization algorithms. According to the time series component, a suitable exponential smoothing method should be preferred. The Holt method can produce successful forecasting results for time series that have a trend. In this study, the Holt method is modified by using time-varying smoothing parameters instead of fixed on time. Smoothing parameters are obtained for each observation from first-order autoregressive models. The parameters of the autoregressive models are estimated by using a harmony search algorithm, and the forecasts are obtained with a subsampling bootstrap approach. The main contribution of the paper is to consider the time-varying smoothing parameters with autoregressive equations and use the bootstrap method in an exponential smoothing method. The real-world time series are used to show the forecasting performance of the proposed method.

A continuous data driven translational model to evaluate effectiveness of population-level health interventions: case study, smoking ban in public places on hospital admissions for acute coronary events

BACKGROUND

An important task in developing accurate public health intervention evaluation methods based on historical interrupted time series (ITS) records is to determine the exact lag time between pre- and post-intervention. We propose a novel continuous transitional data-driven hybrid methodology using a non-linear approach based on a combination of stochastic and artificial intelligence methods that facilitate the evaluation of ITS data without knowledge of lag time. Understanding the influence of implemented intervention on outcome(s) is imperative for decision makers in order to manage health systems accurately and in a timely manner.

METHODS

To validate a developed hybrid model, we used, as an example, a published dataset based on a real health problem on the effects of the Italian smoking ban in public spaces on hospital admissions for acute coronary events. We employed a continuous methodology based on data preprocessing to identify linear and nonlinear components in which autoregressive moving average and generalized structure group method of data handling were combined to model stochastic and nonlinear components of ITS. We analyzed the rate of admission for acute coronary events from January 2002 to November 2006 using this new data-driven hybrid methodology that allowed for long-term outcome prediction.

RESULTS

Our results showed the Pearson correlation coefficient of the proposed combined transitional data-driven model exhibited an average of 17.74% enhancement from the single stochastic model and 2.05% from the nonlinear model. In addition, data demonstrated that the developed model improved the mean absolute percentage error and correlation coefficient values for which 2.77% and 0.89 were found compared to 4.02% and 0.76, respectively. Importantly, this model does not use any predefined lag time between pre- and post-intervention.

CONCLUSIONS

Most of the previous studies employed the linear regression and considered a lag time to interpret the impact of intervention on public health outcome. The proposed hybrid methodology improved ITS prediction from conventional methods and could be used as a reliable alternative in public health intervention evaluation.