Informatica

Structural break detection is an important time series analysis task. It can be treated as a multi-objective optimization problem, in which we ought to find a time series segmentation such that time series theoretical models constructed on each segment are well-fitted and the segments are long enough to bear meaningful information. Metaheuristic optimization can help us solve this problem. This paper introduces a suite of new cost functions for the structural break detection task. We demonstrate that the new cost functions allow for achieving quantitatively better precision than the cost functions employed in the literature of this domain. We show particular advantages of each new cost function. Furthermore, the paper promotes the use of Particle Swarm Optimization (PSO) in the domain of structural break detection, which so far has relied on the Genetic Algorithm (GA). Our experiments show that PSO outperforms GA for many analysed time series examples. Last but not least, we introduce a non-trivial generalization of the top-performing state-of-the-art approach to the structural break detection problem based on the Minimum Description Length (MDL) rule with autoregressive (AR) model to MDL ARIMA (autoregressive integrated moving average) model.

A method for counterfactual explanation of machine learning survival models is proposed. One of the difficulties of solving the counterfactual explanation problem is that the classes of examples are implicitly defined through outcomes of a machine learning survival model in the form of survival functions. A condition that establishes the difference between survival functions of the original example and the counterfactual is introduced. This condition is based on using a distance between mean times to event. It is shown that the counterfactual explanation problem can be reduced to a standard convex optimization problem with linear constraints when the explained black-box model is the Cox model. For other black-box models, it is proposed to apply the well-known Particle Swarm Optimization algorithm. Numerical experiments with real and synthetic data demonstrate the proposed method.

Color quantization is the process of reducing the number of colors in a digital image. The main objective of quantization process is that significant information should be preserved while reducing the color of an image. In other words, quantization process shouldn't cause significant information loss in the image. In this paper, a short review of color quantization is presented and a new color quantization method based on artificial bee colony algorithm (ABC) is proposed. The performance of the proposed method is evaluated by comparing it with the performance of the most widely used quantization methods such as K-means, Fuzzy C Means (FCM), minimum variance and particle swarm optimization (PSO). The obtained results indicate that the proposed method is superior to the others.

The problem of system input selection, dubbed in the literature as Type I Structure Identification problem, is addressed in this paper using an effective novel method. More specifically, the fuzzy curve technique, introduced by Lin and Cunningham (1995), is extended to an advantageous fuzzy surface technique; the latter is used for fast building a coarse model of the system from a subset of the initial candidate inputs. A simple genetic algorithm, enhanced with a local search operator, is used for finding an optimal subset of necessary and sufficient inputs by considering jointly more than one inputs. Extensive simulation results on both artificial data and real world data have demonstrated comparatively the advantages of the proposed method.