A Global Harmony Search Algorithm Based on Tent Chaos Map and Elite Reverse Learning

Tianqi Liu, Hua Yang, J. Yu, Kang Zhou, Feng Jiang
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引用次数: 4

Abstract

To improve the performance of the harmony search algorithm and enable the processing of increasingly complicated optimization problems, a global harmony search algorithm based on tent chaos map and elite reverse learning (HS-TE) has been proposed. The algorithm uses the tent chaos map to initialize the population and adopts the elite reverse learning strategy to optimize the iterative process. The method reduces the algorithm’s dependence on the initial solution, improves the search optimization ability, enhances the diversity of the population, and establishes adaptive parameters to control the development and exploration of the iterative process, which is beneficial to improving the algorithm’s search ability. Create test experiments: Various HS algorithms perform classic benchmark function tests. The experimental test data shows that the algorithm is better than the current five improved harmony search algorithms and has better convergence and accuracy. The algorithm is used to improve the penalty parameters and kernel function parameters of SVR, and then use the optimized SVR to perform regression prediction on the daily opening number of the Shanghai Stock Exchange. According to the experimental results, the upgraded SVR provides better prediction performance. It works both in theory and in real life and can be used to predict the Shanghai Securities Composite Index.
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基于Tent混沌映射和精英逆向学习的全局和谐搜索算法
为了提高和声搜索算法的性能,使其能够处理日益复杂的优化问题,提出了一种基于帐篷混沌映射和精英逆向学习的全局和声搜索算法(HS-TE)。算法采用帐篷混沌映射初始化种群,采用精英逆向学习策略对迭代过程进行优化。该方法减少了算法对初始解的依赖,提高了搜索优化能力,增强了种群的多样性,并建立了自适应参数来控制迭代过程的发展和探索,有利于提高算法的搜索能力。创建测试实验:各种HS算法执行经典基准函数测试。实验测试数据表明,该算法优于目前五种改进的和声搜索算法,具有更好的收敛性和准确性。该算法对svm的惩罚参数和核函数参数进行改进,然后利用优化后的SVR对上海证券交易所日开盘数进行回归预测。实验结果表明,升级后的SVR具有更好的预测性能。它在理论和现实生活中都是有效的,可以用来预测上证综合指数。
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