Metaheuristic optimization in neural network model for seasonal data

Abstract

The use of metaheuristic optimization techniques in obtaining the optimal weights of neural network model for the time series was the main part of this research. The three optimization methods used as experiments were genetic algorithm (GA), particle swarm optimization (PSO), and modified bee colony (MBC). Feed forward neural network (FFNN) was the neural network (NN) architecture chosen in this research. The limitations and weaknesses of gradient-based methods for learning algorithm inspired some researchers to use other techniques. A reasonable choice is non-gradient based method. Neural network is inspired by the characteristics of creatures. Therefore, the optimization techniques which are also resemble the patterns of life in nature will be appropriate. In this study, various scenarios on the three metaheuristic optimization methods were applied to get the best one. The proposed procedure was applied to the rainfall data. The experimental study showed that GA and PSO were recommended as optimization methods at FFNN model for the rainfall data.