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.

Evolutionary Engineering (EE) is defined to be “the art of using evolutionary algorithms approach such as genetic algorithms to build complex systems”. This paper deals with a neural net based system. It analyses ability of genetically trained neural nets to control Simulated robot arm, witch tries to track a moving object. In difference from classical Approaches neural network learning is performed on line, i.e., in real time. Usually systems are built/evolved, i.e., genetically trained separately of their utilization. That is how it is commonly done. It's a fact that evolution process is heavy on time; that's why Real‐Time approach is rarely taken into consideration. The results presented in this paper show that such approach (Real‐Time EE) is possible. These successful results are essentially due to the “continuity” of the target's trajectory. In EE terms, we express this by the Neighbourhood Hypothesis (NH) concept.