Back propagation neural network with adaptive differential evolution algorithm for time series forecasting

•We propose a BPNN with adaptive differential evolution (ADE) for time series forecasting.•ADE is used to search for global initial connection weights and thresholds of BPNN.•The proposed ADE–BPNN is effective for improving forecasting accuracy. The back propagation neural network (BPNN) can easily...

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Bibliographic Details
Published in:Expert systems with applications Vol. 42; no. 2; pp. 855 - 863
Main Authors: Wang, Lin, Zeng, Yi, Chen, Tao
Format: Journal Article
Language:English
Published: Elsevier Ltd 01.02.2015
Subjects:
Adaptive algorithms
Artificial neural networks
Back propagation
Back propagation neural network
Differential evolution algorithm
Forecasting
Mathematical models
Neural networks
Searching
Thresholds
Time series forecasting
Time series forecasting
Back propagation neural network
Differential evolution algorithm
ISSN:0957-4174, 1873-6793
Online Access:Get full text
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Summary:•We propose a BPNN with adaptive differential evolution (ADE) for time series forecasting.•ADE is used to search for global initial connection weights and thresholds of BPNN.•The proposed ADE–BPNN is effective for improving forecasting accuracy. The back propagation neural network (BPNN) can easily fall into the local minimum point in time series forecasting. A hybrid approach that combines the adaptive differential evolution (ADE) algorithm with BPNN, called ADE–BPNN, is designed to improve the forecasting accuracy of BPNN. ADE is first applied to search for the global initial connection weights and thresholds of BPNN. Then, BPNN is employed to thoroughly search for the optimal weights and thresholds. Two comparative real-life series data sets are used to verify the feasibility and effectiveness of the hybrid method. The proposed ADE–BPNN can effectively improve forecasting accuracy relative to basic BPNN, autoregressive integrated moving average model (ARIMA), and other hybrid models.
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ISSN:0957-4174
1873-6793
DOI:10.1016/j.eswa.2014.08.018