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We have developed a hybrid model that integrates chaos theory and an extreme learning machine with optimal parameters selected using an improved particle swarm optimization (ELM-IPSO) for monthly runoff analysis and prediction. Monthly streamflow data covering a period of 55 years from Daiying hydrological station in the Chaohe River basin in northern China were used for the study. The Lyapunov exponent, the correlation dimension method, and the nonlinear prediction method were used to characterize the streamflow data. With the time series of the reconstructed phase space matrix as input variables, an improved particle swarm optimization was used to improve the performance of the extreme learning machine. Finally, the optimal chaotic ensemble learning model for monthly streamflow prediction was obtained. The accuracy of the predictions of the streamflow series (linear correlation coefficient of about 0.89 and efficiency coefficient of about 0.78) indicate the validity of our approach for predicting streamflow dynamics. The developed method had a higher prediction accuracy compared with an auto-regression method, an artificial neural network, an extreme learning machine with genetic algorithm and with PSO algorithm, suggesting that ELM-IPSO is an efficient method for monthly streamflow prediction. [ABSTRACT FROM AUTHOR]

Abstract: Particle Swarm Optimization (PSO) is a new optimization technique originating from artificial life and evolutionary computation. It completes optimization through following the personal best solution of each particle and the global best value of the whole swarm. PSO can be used to solve nonlinear programming problems for global optimal solutions efficiently, so a novel approach based on particle swarm optimization is proposed to solve nonlinear bilevel programming problem (NBLP). In the proposed approach, applying Karush–Kuhn–Tucker (KKT) condition to the lower level problem, we transform the NBLP into a regular nonlinear programming with complementary constraints, which is sequentially smoothed by Chen-Harker-Kanzow-Smale (CHKS) smoothing function. The PSO approach is then applied to solve the smoothed nonlinear programming for getting the approximate optimal solution of the NBLP problem. Simulations on 5 benchmark problems and practical example about watershed water trading decision-making problem are made and the results demonstrate the effectiveness of the proposed method for solving NBLP. [Copyright &y& Elsevier]

Abstract: In this paper, a new method named MSSE-PSO (master–slave swarms shuffling evolution algorithm based on particle swarm optimization) is proposed. Firstly, a population of points is sampled randomly from the feasible space, and then partitioned into several sub-swarms (one master swarm and other slave swarms). Each slave swarm independently executes PSO or its variants, including the update of particles’ position and velocity. For the master swarm, the particles enhance themselves based on the social knowledge of master swarm and that of slave swarms. At periodic stage in the evolution, the master swarm and the whole slave swarms are forced to mix, and points are then reassigned to several sub-swarms to ensure the share of information. The process is repeated until a user-defined stopping criterion is reached. The tests of numerical simulation and the case study on hydrological model show that MSSE-PSO remarkably improves the accuracy of calibration, reduces the time of computation and enhances the performance of stability. Therefore, it is an effective and efficient global optimization method. [Copyright &y& Elsevier]

Abstract: An improved particle swarm optimization (IPSO) is proposed in this paper. In the new algorithm, a population of points sampled randomly from the feasible space. Then the population is partitioned into several sub-swarms, each of which is made to evolve based on particle swarm optimization (PSO) algorithm. At periodic stages in the evolution, the entire population is shuffled, and then points are reassigned to sub-swarms to ensure information sharing. This method greatly elevates the ability of exploration and exploitation. Simulations for three benchmark test functions show that IPSO possesses better ability to find the global optimum than that of the standard PSO algorithm. Compared with PSO, IPSO is also applied to identify the hydrologic model. The results show that IPSO remarkably improves the calculation accuracy and is an effective global optimization to calibrate hydrologic model. [Copyright &y& Elsevier]