Session ID: SA-G4-2 / Joint 4th International Conference on Soft Computing and Intelligent Systems and 9th International Symposium on advanced Intelligent Systems, September 17-21, 2008, Nagoya University, Nagoya, Japan

2011 IEEE Congress on Evolutionary Computation (CEC). June 5-8, 2011, Ritz-Carlton, New Orleans, LA, USA

In this study, we propose a bi-objective facility location model that considers both partial coverage and service to uncovered demands. In this model, it is assumed that the demand nodes within the predefined distance of opened facilities are fully covered and after that distance the coverage level linearly decreases. The objectives are the maximization of the sum of full and partial coverage the minimization of the maximum distance between uncovered demand nodes and their closest opened facilities. We apply two existing Multi Objective Genetic Algorithms (MOGAs), NSGA-II and SPEA-II to the problem. We determine the drawbacks of these MOGAs and develop a new MOGA called modified SPEA-II (mSPEA-II) to avoid the drawbacks. In this method, the fitness function of SPEA-II is modified and the crowding distance calculation of NSGA-II is used. The performance of mSPEA-II is tested on randomly generated problems of different sizes. The results are compared with the solutions resulting from NSGA-II and SPEA-II. Our experiments show that mSPEA-II outperforms both NSGA-II and SPEA-II.

Portfolio optimisation has a number of constraints resulting from some practical matters and regulations. The closed-form mathematical solution of portfolio optimisation problems usually cannot include these constraints. Exhaustive search to reach the exact solution can take prohibitive amount of computational time. Portfolio optimisation models are also usually impaired by the estimation error problem caused by lack of ability to predict the future accurately. A number of Multi-Objective Genetic Algorithms are proposed to solve the problem with two objectives subject to cardinality constraints, floor constraints and round-lot constraints. Fuzzy logic is incorporated into the Vector Evaluated Genetic Algorithm (VEGA) to but solutions tend to cluster around a few points. Strength Pareto Evolutionary Algorithm 2 (SPEA2) gives solutions which are evenly distributed portfolio along the effective front while MOGA is more time efficient. An Evolutionary Artificial Neural Network (EANN) is proposed. It automatically evolves the ANN's initial values and structures hidden nodes and layers. The EANN gives a better performance in stock return forecasts in comparison with those of Ordinary Least Square Estimation and of Back Propagation and Elman Recurrent ANNs. Adaptation algorithms for selecting a pair of forecasting models, which are based on fuzzy logic-like rules, are proposed to select best models given an economic scenario. Their predictive performances are better than those of the comparing forecasting models. MOGA and SPEA2 are modified to include a third objective to handle model risk and are evaluated and tested for their performances. The result shows that they perform better than those without the third objective.

Made available in DSpace on 2014-12-17T15:47:49Z (GMT). No. of bitstreams: 1 DiogoFO.pdf: 866073 bytes, checksum: bf59c2597aef9b7382b7e14bd4914265 (MD5) Previous issue date: 2008-09-01 / Conselho Nacional de Desenvolvimento Cient?fico e Tecnol?gico / Multi-classifier systems, also known as ensembles, have been widely used to solve several problems, because they, often, present better performance than the individual classifiers that form these systems. But, in order to do so, it s necessary that the base classifiers to be as accurate as diverse among themselves this is also known as diversity/accuracy dilemma. Given its importance, some works have investigate the ensembles behavior in context of this dilemma. However, the majority of them address homogenous ensemble, i.e., ensembles composed only of the same type of classifiers. Thus, motivated by this limitation, this thesis, using genetic algorithms, performs a detailed study on the dilemma diversity/accuracy for heterogeneous ensembles / Sistemas Multiclassificadores, tamb?m conhecidos como comit?s de classificadores, t?m sido amplamente utilizados para resolver os mais variados problemas, pois em geral t?m melhores desempenhos que os classificadores base que formam esses sistemas. Para que isso ocorra, por?m, ? necess?rio que os classificadores base sejam t?o acurados quanto diversos entre si isso ? conhecido como dilema da diversidade-acur?cia. Dado a sua import?ncia, alguns trabalhos sobre o estudo do omportamento dos comit?s no contexto desse dilema foram propostos. Entretanto, a maioria dos trabalhos estudou tal problema para comit?s homog?neos, ou seja, comit?s formados apenas por classificadores do mesmo tipo. Sendo assim, motivado por esta limita??o, esta disserta??o, usando algoritmos gen?ticos, efetua um estudo mais detalhado sobre o dilema da diversidade-acur?cia em comit?s heterog?neos

Portfolio optimisation has a number of constraints resulting from some practical matters and regulations. The closed-form mathematical solution of portfolio optimisation problems usually cannot include these constraints. Exhaustive search to reach the exact solution can take prohibitive amount of computational time. Portfolio optimisation models are also usually impaired by the estimation error problem caused by lack of ability to predict the future accurately. A number of Multi-Objective Genetic Algorithms are proposed to solve the problem with two objectives subject to cardinality constraints, floor constraints and round-lot constraints. Fuzzy logic is incorporated into the Vector Evaluated Genetic Algorithm (VEGA) to but solutions tend to cluster around a few points. Strength Pareto Evolutionary Algorithm 2 (SPEA2) gives solutions which are evenly distributed portfolio along the effective front while MOGA is more time efficient. An Evolutionary Artificial Neural Network (EANN) is proposed. It automatically evolves the ANN¿s initial values and structures hidden nodes and layers. The EANN gives a better performance in stock return forecasts in comparison with those of Ordinary Least Square Estimation and of Back Propagation and Elman Recurrent ANNs. Adaptation algorithms for selecting a pair of forecasting models, which are based on fuzzy logic-like rules, are proposed to select best models given an economic scenario. Their predictive performances are better than those of the comparing forecasting models. MOGA and SPEA2 are modified to include a third objective to handle model risk and are evaluated and tested for their performances. The result shows that they perform better than those without the third objective.

Submitted by Maria Aparecida (cidazen@gmail.com) on 2017-08-24T11:30:17Z No. of bitstreams: 1 Fernanda Lima.pdf: 9275191 bytes, checksum: 7f56bba066e97503f4da03ab7ab861c9 (MD5) / Made available in DSpace on 2017-08-24T11:30:17Z (GMT). No. of bitstreams: 1 Fernanda Lima.pdf: 9275191 bytes, checksum: 7f56bba066e97503f4da03ab7ab861c9 (MD5) Previous issue date: 2015-08-31 / A fuzzy project Takagi-Sugeno (TS) with robust stability based on the specifications of the gain and phase margins via multi-objective genetic algorithm in continuos time domain is proposed in this master thesis. A Fuzzy C-means (FCM) clustering algorithm is used to estimate the antecedent parameters and rules number of a fuzzy TS model by means of the input and output experimental data of the plant to be controlled, while minimum squares algorithm estimate the consequent parameters. A multi-objective genetic strategy is defined to adjust the parameters of a fuzzy PID controller, so that, the gain and phase margins of the fuzzy control system are close to the specified values. Two theorems are proposed to analyse the necessary and sufficient conditions for the fuzzy PID controller design to ensure the robust stability in the close-loop control. The fuzzy PID controller was simulated in the Simulink environment and compared with lead and delay compensator. Experimental results obtained in a control platform in real time to validation the methodology proposed are presented and compared with fuzzy PID controller obtained by the Ziegler Nichols method. The results demonstrate the effectiveness and practical feasibility of the proposed methodology. / Um projeto de controle nebuloso Takagi-Sugeno(TS) com estabilidade robusta baseado nas especificações das margens de ganho e fase via algoritmo genético multiobjetivo no domínio do tempo contínuo é proposto nesta dissertação. Um algoritmo de agrupamento Fuzzy C-Means (FCM) é usado para estimar os parâmetros do antecedente e o número da regras de um modelo nebuloso TS, por meio dos dados experimentais de entrada e de saída da planta a ser controlada, enquanto que o algoritmo de mínimos quadrados estima os parâmetros do consequente. Uma estratégia genética multiobjetiva é definida para ajustar os parâmetros de um controlador PID nebuloso, de modo que, as margens de ganho e fase do sistema de controle nebuloso estejam próximos dos valores especificados. São propostos dois teoremas que analisam as condições necessárias e suficientes para o projeto do controlador PID nebuloso de modo a garantir a estabilidade robusta na malha de controle. O controlador PID nebuloso foi simulado no ambiente Simulink e comparado com compensadores de avanço e de atraso e os resultados analisados. Resultados experimentais obtidos em uma plataforma de controle, em tempo real, para validação da metodologia proposta são apresentados e comparado com controlador PID nebuloso obtido pelo método de Ziegler Nichols. Os resultados obtidos demonstram a eficácia e viabilidade prática da metodologia proposta.

The aim of this master thesis is to study algorithms for automatically tuning antenna parameters to improve the performance of the radio access part of a telecommunication network and user experience. There are four dierent optimization algorithms, Stepwise Minimization Algorithm, Random Search Algorithm, Modied Steepest Descent Algorithm and Multi-Objective Genetic Algorithm to be applied to a model of a radio access network. The performances of all algorithms will be evaluated in this thesis. Moreover, a graphical user interface which is developed to facilitate the antenna tuning simulations will also be presented in the appendix of the report.

No description available.

Cette thèse s’intéresse à la problématique de la prédiction dans le cadre du design de systèmes énergétiques et des problèmes d’opération, et en particulier, à l’évaluation de l’adéquation de systèmes de production d’énergie renouvelables. L’objectif général est de développer une approche empirique pour générer des prédictions avec les incertitudes associées. En ce qui concerne cette direction de la recherche, une approche non paramétrique et empirique pour estimer les intervalles de prédiction (PIs) basés sur les réseaux de neurones (NNs) a été développée, quantifiant l’incertitude dans les prédictions due à la variabilité des données d’entrée et du comportement du système (i.e. due au comportement stochastique des sources renouvelables et de la demande d'énergie électrique), et des erreurs liées aux approximations faites pour établir le modèle de prédiction. Une nouvelle méthode basée sur l'optimisation multi-objectif pour estimer les PIs basée sur les réseaux de neurones et optimale à la fois en termes de précision (probabilité de couverture) et d’information (largeur d’intervalle) est proposée. L’ensemble de NN individuels par deux nouvelles approches est enfin présenté comme un moyen d’augmenter la performance des modèles. Des applications sur des études de cas réels démontrent la puissance de la méthode développée. / This Ph.D. work addresses the problem of prediction within energy systems design and operation problems, and particularly the adequacy assessment of renewable power generation systems. The general aim is to develop an empirical modeling framework for providing predictions with the associated uncertainties. Along this research direction, a non-parametric, empirical approach to estimate neural network (NN)-based prediction intervals (PIs) has been developed, accounting for the uncertainty in the predictions due to the variability in the input data and the system behavior (e.g. due to the stochastic behavior of the renewable sources and of the energy demand by the loads), and to model approximation errors. A novel multi-objective framework for estimating NN-based PIs, optimal in terms of both accuracy (coverage probability) and informativeness (interval width) is proposed. Ensembling of individual NNs via two novel approaches is proposed as a way to increase the performance of the models. Applications on real case studies demonstrate the power of the proposed framework.