Cash balance management: A comparison between genetic algorithms and particle swarm optimization

This work aimed to apply genetic algorithms (GA) and particle swarm optimization (PSO) in cash balance management using Miller-Orr model, which consists in a stochastic model that does not define a single ideal point for cash balance, but an oscillation range between a lower bound, an ideal balance and an upper bound. Thus, this paper proposes the application of GA and PSO to minimize the Total Cost of cash maintenance, obtaining the parameter of the lower bound of the Miller-Orr model, using for this the assumptions presented in literature. Computational experiments were applied in the development and validation of the models. The results indicated that both the GA and PSO are applicable in determining the cash level from the lower limit, with best results of PSO model, which had not yet been applied in this type of problem.

Efficient Forest Data Structure for Evolutionary Algorithms Applied to Network Design

The design of a network is a solution to several engineering and science problems. Several network design problems are known to be NP-hard, and population-based metaheuristics like evolutionary algorithms (EAs) have been largely investigated for such problems. Such optimization methods simultaneously generate a large number of potential solutions to investigate the search space in breadth and, consequently, to avoid local optima. Obtaining a potential solution usually involves the construction and maintenance of several spanning trees, or more generally, spanning forests. To efficiently explore the search space, special data structures have been developed to provide operations that manipulate a set of spanning trees (population). For a tree with n nodes, the most efficient data structures available in the literature require time O(n) to generate a new spanning tree that modifies an existing one and to store the new solution. We propose a new data structure, called node-depth-degree representation (NDDR), and we demonstrate that using this encoding, generating a new spanning forest requires average time O(root n). Experiments with an EA based on NDDR applied to large-scale instances of the degree-constrained minimum spanning tree problem have shown that the implementation adds small constants and lower order terms to the theoretical bound.

A survey of evolutionary algorithms for decision-tree induction

This paper presents a survey of evolutionary algorithms that are designed for decision-tree induction. In this context, most of the paper focuses on approaches that evolve decision trees as an alternate heuristics to the traditional top-down divide-and-conquer approach. Additionally, we present some alternative methods that make use of evolutionary algorithms to improve particular components of decision-tree classifiers. The paper's original contributions are the following. First, it provides an up-to-date overview that is fully focused on evolutionary algorithms and decision trees and does not concentrate on any specific evolutionary approach. Second, it provides a taxonomy, which addresses works that evolve decision trees and works that design decision-tree components by the use of evolutionary algorithms. Finally, a number of references are provided that describe applications of evolutionary algorithms for decision-tree induction in different domains. At the end of this paper, we address some important issues and open questions that can be the subject of future research.

Localising and quantifying damage by means of a multi-chromosome genetic algorithm

This paper presents a structural damage detection methodology based on genetic algorithms and dynamic parameters. Three chromosomes are used to codify an individual in the population. The first and second chromosomes locate and quantify damage, respectively. The third permits the self-adaptation of the genetic parameters. The natural frequencies and mode shapes are used to formulate the objective function. A numerical analysis was performed for several truss structures under different damage scenarios. The results have shown that the methodology can reliably identify damage scenarios using noisy measurements and that it results in only a few misidentified elements. (C) 2012 Civil-Comp Ltd and Elsevier Ltd. All rights reserved.

Programmable logic design of a compact Genetic Algorithm for phasor estimation in real-time

The main objective of this work is to present an efficient method for phasor estimation based on a compact Genetic Algorithm (cGA) implemented in Field Programmable Gate Array (FPGA). To validate the proposed method, an Electrical Power System (EPS) simulated by the Alternative Transients Program (ATP) provides data to be used by the cGA. This data is as close as possible to the actual data provided by the EPS. Real life situations such as islanding, sudden load increase and permanent faults were considered. The implementation aims to take advantage of the inherent parallelism in Genetic Algorithms in a compact and optimized way, making them an attractive option for practical applications in real-time estimations concerning Phasor Measurement Units (PMUs).

New approach for power transformer protection based on intelligent hybrid systems

A power transformer needs continuous monitoring and fast protection as it is a very expensive piece of equipment and an essential element in an electrical power system. The most common protection technique used is the percentage differential logic, which provides discrimination between an internal fault and different operating conditions. Unfortunately, there are some operating conditions of power transformers that can mislead the conventional protection affecting the power system stability negatively. This study proposes the development of a new algorithm to improve the protection performance by using fuzzy logic, artificial neural networks and genetic algorithms. An electrical power system was modelled using Alternative Transients Program software to obtain the operational conditions and fault situations needed to test the algorithm developed, as well as a commercial differential relay. Results show improved reliability, as well as a fast response of the proposed technique when compared with conventional ones.

Combining meta-learning and search techniques to select parameters for support vector machines

Support Vector Machines (SVMs) have achieved very good performance on different learning problems. However, the success of SVMs depends on the adequate choice of the values of a number of parameters (e.g., the kernel and regularization parameters). In the current work, we propose the combination of meta-learning and search algorithms to deal with the problem of SVM parameter selection. In this combination, given a new problem to be solved, meta-learning is employed to recommend SVM parameter values based on parameter configurations that have been successfully adopted in previous similar problems. The parameter values returned by meta-learning are then used as initial search points by a search technique, which will further explore the parameter space. In this proposal, we envisioned that the initial solutions provided by meta-learning are located in good regions of the search space (i.e. they are closer to optimum solutions). Hence, the search algorithm would need to evaluate a lower number of candidate solutions when looking for an adequate solution. In this work, we investigate the combination of meta-learning with two search algorithms: Particle Swarm Optimization and Tabu Search. The implemented hybrid algorithms were used to select the values of two SVM parameters in the regression domain. These combinations were compared with the use of the search algorithms without meta-learning. The experimental results on a set of 40 regression problems showed that, on average, the proposed hybrid methods obtained lower error rates when compared to their components applied in isolation.

Analysis of nonlinear dynamics of vocal folds using high-speed video observation and biomechanical modeling

Primary voice production occurs in the larynx through vibrational movements carried out by vocal folds. However, many problems can affect this complex system resulting in voice disorders. In this context, time-frequency-shape analysis based on embedding phase space plots and nonlinear dynamics methods have been used to evaluate the vocal fold dynamics during phonation. For this purpose, the present work used high-speed video to record the vocal fold movements of three subjects and extract the glottal area time series using an image segmentation algorithm. This signal is used for an optimization method which combines genetic algorithms and a quasi-Newton method to optimize the parameters of a biomechanical model of vocal folds based on lumped elements (masses, springs and dampers). After optimization, this model is capable of simulating the dynamics of recorded vocal folds and their glottal pulse. Bifurcation diagrams and phase space analysis were used to evaluate the behavior of this deterministic system in different circumstances. The results showed that this methodology can be used to extract some physiological parameters of vocal folds and reproduce some complex behaviors of these structures contributing to the scientific and clinical evaluation of voice production. (C) 2010 Elsevier Inc. All rights reserved.

CYP2C9 and VKORC1 Polymorphisms Are Differently Distributed in the Brazilian Population According to Self-Declared Ethnicity or Genetic Ancestry

Background: Warfarin-dosing pharmacogenetic algorithms have presented different performances across ethnicities, and the impact in admixed populations is not fully known. Aims: To evaluate the CYP2C9 and VKORC1 polymorphisms and warfarin-predicted metabolic phenotypes according to both self-declared ethnicity and genetic ancestry in a Brazilian general population plus Amerindian groups. Methods: Two hundred twenty-two Amerindians (Tupinikin and Guarani) were enrolled and 1038 individuals from the Brazilian general population who were self-declared as White, Intermediate (Brown, Pardo in Portuguese), or Black. Samples of 274 Brazilian subjects from Sao Paulo were analyzed for genetic ancestry using an Affymetrix 6.0 (R) genotyping platform. The CYP2C9*2 (rs1799853), CYP2C9*3 (rs1057910), and VKORC1 g.-1639G>A (rs9923231) polymorphisms were genotyped in all studied individuals. Results: The allelic frequency for the VKORC1 polymorphism was differently distributed according to self-declared ethnicity: White (50.5%), Intermediate (46.0%), Black (39.3%), Tupinikin (40.1%), and Guarani (37.3%) (p < 0.001), respectively. The frequency of intermediate plus poor metabolizers (IM + PM) was higher in White (28.3%) than in Intermediate (22.7%), Black (20.5%), Tupinikin (12.9%), and Guarani (5.3%), (p < 0.001). For the samples with determined ancestry, subjects carrying the GG genotype for the VKORC1 had higher African ancestry and lower European ancestry (0.14 +/- 0.02 and 0.62 +/- 0.02) than in subjects carrying AA (0.05 +/- 0.01 and 0.73 +/- 0.03) (p = 0.009 and 0.03, respectively). Subjects classified as IM + PM had lower African ancestry (0.08 +/- 0.01) than extensive metabolizers (0.12 +/- 0.01) (p = 0.02). Conclusions: The CYP2C9 and VKORC1 polymorphisms are differently distributed according to self-declared ethnicity or genetic ancestry in the Brazilian general population plus Amerindians. This information is an initial step toward clinical pharmacogenetic implementation, and it could be very useful in strategic planning aiming at an individual therapeutic approach and an adverse drug effect profile prediction in an admixed population.