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Hybrid Radial Basis Function with Particle Swarm Optimisation Algorithm for Time Series Prediction Problems

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Recent Advances on Soft Computing and Data Mining

Part of the book series: Advances in Intelligent Systems and Computing ((AISC,volume 287))

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Abstract

Time Series Prediction (TSP) is to estimate some future value based on current and past data samples. Researches indicated that most of models applied on TSP suffer from a number of shortcomings such as easily trapped into a local optimum, premature convergence, and high computation complexity. In order to tackle these shortcomings, this research proposes a method which is Radial Base Function hybrid with Particle Swarm Optimization algorithm (RBF-PSO). The method is applied on two well-known benchmarks dataset Mackey-Glass Time Series (MGTS) and Competition on Artificial Time Series (CATS) and one real world dataset called the Rainfall dataset. The results revealed that the RBF-PSO yields competitive results in comparison with other methods tested on the same datasets, if not the best for MGTS case. The results also demonstrate that the proposed method is able to produce good prediction accuracy when tested on real world rainfall dataset as well.

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Authors and Affiliations

  1. Center for Artificial Intelligence Technology, Faculty of Information Science and Technology, Universiti Kebangsaan Malaysia (UKM), Bangi, Malaysia

    Ali Hassan & Salwani Abdullah

Authors
  1. Ali Hassan
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  2. Salwani Abdullah
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Correspondence to Ali Hassan .

Editor information

Editors and Affiliations

  1. Department of Information System Faculty of Comp. Sci. & Info. Tech., University of Malaya, Kuala Lumpur, Malaysia

    Tutut Herawan

  2. Faculty of Comp. Sci. and Info. Tech, Universiti Tun Hussein Onn Malaysia, Parit Raja, Malaysia

    Rozaida Ghazali

  3. Faculty of Comp. Sci. and Info. Tech., Universiti Tun Hussein Onn Malaysia, Parit Raja, Malaysia

    Mustafa Mat Deris

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Hassan, A., Abdullah, S. (2014). Hybrid Radial Basis Function with Particle Swarm Optimisation Algorithm for Time Series Prediction Problems. In: Herawan, T., Ghazali, R., Deris, M. (eds) Recent Advances on Soft Computing and Data Mining. Advances in Intelligent Systems and Computing, vol 287. Springer, Cham. https://doi.org/10.1007/978-3-319-07692-8_22

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  • DOI: https://doi.org/10.1007/978-3-319-07692-8_22

  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-07691-1

  • Online ISBN: 978-3-319-07692-8

  • eBook Packages: EngineeringEngineering (R0)

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