Skip to main content
Top

2018 | OriginalPaper | Chapter

Hybrid Weighted Barebones Exploiting Particle Swarm Optimization Algorithm for Time Series Representation

Authors : Antonio Manuel Durán-Rosal, David Guijo-Rubio, Pedro Antonio Gutiérrez, César Hervás-Martínez

Published in: Bioinspired Optimization Methods and Their Applications

Publisher: Springer International Publishing

Activate our intelligent search to find suitable subject content or patents.

search-config
loading …

Abstract

The amount of data available in time series is recently increasing in an exponential way, making difficult time series preprocessing and analysis. This paper adapts different methods for time series representation, which are based on time series segmentation. Specifically, we consider a particle swarm optimization algorithm (PSO) and its barebones exploitation version (BBePSO). Moreover, a new variant of the BBePSO algorithm is proposed, which takes into account the positions of the particles throughout the generations, where those close in time are given more importance. This methodology is referred to as weighted BBePSO (WBBePSO). The solutions obtained by all the algorithms are finally hybridised with a local search algorithm, combining simple segmentation strategies (Top-Down and Bottom-Up). WBBePSO is tested in 13 time series and compared against the rest of algorithms, showing that it leads to the best results and obtains consistent representations.

Dont have a licence yet? Then find out more about our products and how to get one now:

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

  • über 102.000 Bücher
  • über 537 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Maschinenbau + Werkstoffe
  • Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Springer Professional "Technik"

Online-Abonnement

Mit Springer Professional "Technik" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 390 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Maschinenbau + Werkstoffe




 

Jetzt Wissensvorsprung sichern!

Springer Professional "Wirtschaft"

Online-Abonnement

Mit Springer Professional "Wirtschaft" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 340 Zeitschriften

aus folgenden Fachgebieten:

  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Versicherung + Risiko




Jetzt Wissensvorsprung sichern!

Literature
1.
go back to reference Esling, P., Agon, C.: Time-series data mining. ACM Comput. Surv. (CSUR) 45, 12 (2012)CrossRef Esling, P., Agon, C.: Time-series data mining. ACM Comput. Surv. (CSUR) 45, 12 (2012)CrossRef
2.
go back to reference Durán-Rosal, A.M., Gutiérrez-Peña, P.A., Martínez-Estudillo, F.J., Hervás-Martínez, C.: Time Series representation by a novel hybrid segmentation algorithm. In: Martínez-Álvarez, F., Troncoso, A., Quintián, H., Corchado, E. (eds.) HAIS 2016. LNCS (LNAI), vol. 9648, pp. 163–173. Springer, Cham (2016). https://doi.org/10.1007/978-3-319-32034-2_14CrossRef Durán-Rosal, A.M., Gutiérrez-Peña, P.A., Martínez-Estudillo, F.J., Hervás-Martínez, C.: Time Series representation by a novel hybrid segmentation algorithm. In: Martínez-Álvarez, F., Troncoso, A., Quintián, H., Corchado, E. (eds.) HAIS 2016. LNCS (LNAI), vol. 9648, pp. 163–173. Springer, Cham (2016). https://​doi.​org/​10.​1007/​978-3-319-32034-2_​14CrossRef
3.
go back to reference Ferreira, L.N., Zhao, L.: Time series clustering via community detection in networks. Inf. Sci. 326, 227–242 (2016)MathSciNetCrossRef Ferreira, L.N., Zhao, L.: Time series clustering via community detection in networks. Inf. Sci. 326, 227–242 (2016)MathSciNetCrossRef
4.
go back to reference Zhao, J., Itti, L.: Classifying time series using local descriptors with hybrid sampling. IEEE Trans. Knowl. Data Eng. 28, 623–637 (2016)CrossRef Zhao, J., Itti, L.: Classifying time series using local descriptors with hybrid sampling. IEEE Trans. Knowl. Data Eng. 28, 623–637 (2016)CrossRef
5.
go back to reference Chen, M.Y., Chen, B.T.: A hybrid fuzzy time series model based on granular computing for stock price forecasting. Inf. Sci. 294, 227–241 (2015)MathSciNetCrossRef Chen, M.Y., Chen, B.T.: A hybrid fuzzy time series model based on granular computing for stock price forecasting. Inf. Sci. 294, 227–241 (2015)MathSciNetCrossRef
6.
go back to reference Pérez-Ortiz, M., Durán-Rosal, A., Gutiérrez, P., Sánchez-Monedero, J., Nikolaou, A., Fernández-Navarro, F., Hervás-Martínez, C.: On the use of evolutionary time series analysis for segmenting paleoclimate data. Neurocomputing (2017) Pérez-Ortiz, M., Durán-Rosal, A., Gutiérrez, P., Sánchez-Monedero, J., Nikolaou, A., Fernández-Navarro, F., Hervás-Martínez, C.: On the use of evolutionary time series analysis for segmenting paleoclimate data. Neurocomputing (2017)
7.
go back to reference Nikolaou, A., Gutiérrez, P.A., Durán, A., Dicaire, I., Fernández-Navarro, F., Hervás-Martínez, C.: Detection of early warning signals in paleoclimate data using a genetic time series segmentation algorithm. Clim. Dyn. 44, 1919–1933 (2015)CrossRef Nikolaou, A., Gutiérrez, P.A., Durán, A., Dicaire, I., Fernández-Navarro, F., Hervás-Martínez, C.: Detection of early warning signals in paleoclimate data using a genetic time series segmentation algorithm. Clim. Dyn. 44, 1919–1933 (2015)CrossRef
8.
go back to reference Gong, X., Si, Y.W., Fong, S., Biuk-Aghai, R.P.: Financial time series pattern matching with extended UCR suite and support vector machine. Expert Syst. Appl. 55, 284–296 (2016)CrossRef Gong, X., Si, Y.W., Fong, S., Biuk-Aghai, R.P.: Financial time series pattern matching with extended UCR suite and support vector machine. Expert Syst. Appl. 55, 284–296 (2016)CrossRef
9.
go back to reference Keogh, E.J., Chu, S., Hart, D., Pazzani, M.: Segmenting time series: a survey and novel approach. In: Data Mining in Time Series Databases, pp. 1–22 (2004) Keogh, E.J., Chu, S., Hart, D., Pazzani, M.: Segmenting time series: a survey and novel approach. In: Data Mining in Time Series Databases, pp. 1–22 (2004)
10.
go back to reference Chakrabarti, K., Keogh, E., Mehrotra, S., Pazzani, M.: Locally adaptive dimensionality reduction for indexing large time series databases. ACM Trans. Database Syst. (TODS) 27, 188–228 (2002)CrossRef Chakrabarti, K., Keogh, E., Mehrotra, S., Pazzani, M.: Locally adaptive dimensionality reduction for indexing large time series databases. ACM Trans. Database Syst. (TODS) 27, 188–228 (2002)CrossRef
11.
go back to reference Kennedy, J.: Bare bones particle swarms. In: Proceedings of the Swarm Intelligence Symposium, SIS 2003, pp. 80–87. IEEE (2003) Kennedy, J.: Bare bones particle swarms. In: Proceedings of the Swarm Intelligence Symposium, SIS 2003, pp. 80–87. IEEE (2003)
12.
go back to reference Okulewicz, M.I., Mandziuk, J.: A particle swarm optimization hyper-heuristic for the dynamic vehicle routing problem. In: 7th BIOMA Conference, pp. 215–227 (2016) Okulewicz, M.I., Mandziuk, J.: A particle swarm optimization hyper-heuristic for the dynamic vehicle routing problem. In: 7th BIOMA Conference, pp. 215–227 (2016)
13.
go back to reference Zhang, M., Xin, M., Yang, J.: Adaptive multi-cue based particle swarm optimization guided particle filter tracking in infrared videos. Neurocomputing 122, 163–171 (2013). Advances in cognitive and ubiquitous computingCrossRef Zhang, M., Xin, M., Yang, J.: Adaptive multi-cue based particle swarm optimization guided particle filter tracking in infrared videos. Neurocomputing 122, 163–171 (2013). Advances in cognitive and ubiquitous computingCrossRef
14.
go back to reference Kennedy, J., Eberhart, R.: Particle swarm optimization. In: 1995 Proceedings of the IEEE International Conference on Neural Networks, vol. 4, pp. 1942–1948 (1995) Kennedy, J., Eberhart, R.: Particle swarm optimization. In: 1995 Proceedings of the IEEE International Conference on Neural Networks, vol. 4, pp. 1942–1948 (1995)
15.
go back to reference Moody, G., Mark, R.: The impact of the MIT-BIH arrhythmia database. Eng. Med. Biol. Mag. 20, 45–50 (2001)CrossRef Moody, G., Mark, R.: The impact of the MIT-BIH arrhythmia database. Eng. Med. Biol. Mag. 20, 45–50 (2001)CrossRef
18.
go back to reference Clerc, M., Kennedy, J.: The particle swarm-explosion, stability, and convergence in a multidimensional complex space. IEEE Trans. Evol. Comput. 6, 58–73 (2002)CrossRef Clerc, M., Kennedy, J.: The particle swarm-explosion, stability, and convergence in a multidimensional complex space. IEEE Trans. Evol. Comput. 6, 58–73 (2002)CrossRef
19.
go back to reference Friedman, M.: A comparison of alternative tests of significance for the problem of m rankings. Ann. Math. Stat. 11, 86–92 (1940)MathSciNetCrossRef Friedman, M.: A comparison of alternative tests of significance for the problem of m rankings. Ann. Math. Stat. 11, 86–92 (1940)MathSciNetCrossRef
20.
go back to reference Demšar, J.: Statistical comparisons of classifiers over multiple data sets. J. Mach. Learn. Res. 7, 1–30 (2006)MathSciNetMATH Demšar, J.: Statistical comparisons of classifiers over multiple data sets. J. Mach. Learn. Res. 7, 1–30 (2006)MathSciNetMATH
Metadata
Title
Hybrid Weighted Barebones Exploiting Particle Swarm Optimization Algorithm for Time Series Representation
Authors
Antonio Manuel Durán-Rosal
David Guijo-Rubio
Pedro Antonio Gutiérrez
César Hervás-Martínez
Copyright Year
2018
DOI
https://doi.org/10.1007/978-3-319-91641-5_11

Premium Partner