System reliability prediction by support vector regression with analytic selection and genetic algorithm parameters selection

A novel ASGA-SVR method has been proposed and applied for reliability prediction.This method combines an analytic selection (AS) and GA search for SVR parameters.The combination uses the prior knowledge by AS for guiding GA to avoid local optima.ASGA is superior to GA in accuracy, convergence speed and robustness in experiments. We address the problem of system reliability prediction, based on an available series of failure time data. We consider support vector regression (SVR) as solution approach, for its known performance on time series forecasting. However, SVR parameters selection is very critical for obtaining satisfactory forecasting. Currently, two different ways are followed to set the values of SVR parameters. One way is that of choosing parameters based on prior knowledge or experts experience on the problem at hand: this is a simple and quick, practical way but often not optimal in complex situations and for non-expert users. Another way is that of searching the values of the parameters via some intelligent methods of optimization of the SVR regression performance: for doing this efficiently, one must avoid problems like divergence, slow convergence, local optima, etc.In this paper, we propose the combination of an analytic selection (AS) method of prior selection followed by a genetic algorithm (GA) for intelligent optimization. The combination of these two methods allows utilizing the available prior knowledge by AS for guiding the GA optimization process so as to avoid divergence and local optima, and accelerate convergence. To show the effectiveness of the method, some simulation experiments are designed, based on artificial or real reliability datasets. The results show the superiority of our proposed ASGA method to the traditional GA method, in terms of prediction accuracy, convergence speed and robustness.

[1]  Oscar Castillo,et al.  A new approach for time series prediction using ensembles of ANFIS models , 2012, Expert Syst. Appl..

[2]  Shih-Wei Lin,et al.  Particle swarm optimization for parameter determination and feature selection of support vector machines , 2008, Expert Syst. Appl..

[3]  Kalyanmoy Deb,et al.  Simulated Binary Crossover for Continuous Search Space , 1995, Complex Syst..

[4]  Kuan-Yu Chen,et al.  Forecasting systems reliability based on support vector regression with genetic algorithms , 2007, Reliab. Eng. Syst. Saf..

[5]  Yunqian Ma,et al.  Practical selection of SVM parameters and noise estimation for SVM regression , 2004, Neural Networks.

[6]  Gwilym M. Jenkins,et al.  Time series analysis, forecasting and control , 1971 .

[7]  Enrico Zio,et al.  A dynamic particle filter-support vector regression method for reliability prediction , 2013, Reliab. Eng. Syst. Saf..

[8]  S. Gabel,et al.  Using Neural Networks , 2003 .

[9]  Enrico Zio,et al.  Failure and reliability prediction by support vector machines regression of time series data , 2011, Reliab. Eng. Syst. Saf..

[10]  Nozer D. Singpurwalla,et al.  Non-homogeneous Autoregressive Processes for Tracking (Software) Reliability Growth, and their Bayesian Analysis , 1992 .

[11]  Wei-Chiang Hong,et al.  SVR with hybrid chaotic genetic algorithms for tourism demand forecasting , 2011, Appl. Soft Comput..

[12]  Chih-Jen Lin,et al.  A Practical Guide to Support Vector Classication , 2008 .

[13]  Johan Decruyenaere,et al.  A novel approach for prediction of tacrolimus blood concentration in liver transplantation patients in the intensive care unit through support vector regression , 2007, Critical care.

[14]  Loon Ching Tang,et al.  Application of neural networks in forecasting engine systems reliability , 2003, Appl. Soft Comput..

[15]  Thong Ngee Goh,et al.  A comparative study of neural network and Box-Jenkins ARIMA modeling in time series prediction , 2002 .

[16]  Bernhard E. Boser,et al.  A training algorithm for optimal margin classifiers , 1992, COLT '92.

[17]  Martin Grötschel,et al.  The ellipsoid method and its consequences in combinatorial optimization , 1981, Comb..

[18]  L. Darrell Whitley,et al.  Using neural networks in reliability prediction , 1992, IEEE Software.

[19]  Ryohei Nakano,et al.  Optimizing Support Vector regression hyperparameters based on cross-validation , 2003, Proceedings of the International Joint Conference on Neural Networks, 2003..

[20]  Enrico Zio,et al.  A particle swarm‐optimized support vector machine for reliability prediction , 2012, Qual. Reliab. Eng. Int..

[21]  Daniel Gianola,et al.  Application of support vector regression to genome-assisted prediction of quantitative traits , 2011, Theoretical and Applied Genetics.

[22]  Ping-Feng Pai,et al.  Predicting engine reliability by support vector machines , 2006 .

[23]  Yogesh Singh,et al.  An empirical study of software reliability prediction using machine learning techniques , 2012, Int. J. Syst. Assur. Eng. Manag..

[24]  Oscar Castillo,et al.  Evolutionary method combining particle swarm optimization and genetic algorithms using fuzzy logic for decision making , 2009, 2009 IEEE International Conference on Fuzzy Systems.

[25]  Mehdi Ehsan,et al.  Evaluation of power systems reliability by an artificial neural network , 1999 .

[26]  Ping-Feng Pai,et al.  Recurrent Support Vector Machines in Reliability Prediction , 2005, ICNC.

[27]  Bernhard Schölkopf,et al.  A tutorial on support vector regression , 2004, Stat. Comput..

[28]  J. Spall Implementation of the simultaneous perturbation algorithm for stochastic optimization , 1998 .

[29]  Oscar Castillo,et al.  Optimization of ensemble neural networks with type-2 fuzzy response integration for predicting the Mackey-Glass time series , 2013, 2013 World Congress on Nature and Biologically Inspired Computing.

[30]  Simon Haykin,et al.  Support vector machines for dynamic reconstruction of a chaotic system , 1999 .

[31]  Sheng-wei Fei,et al.  Fault diagnosis of power transformer based on support vector machine with genetic algorithm , 2009, Expert Syst. Appl..

[32]  P. Siarry,et al.  Gradient descent method for optimizing various fuzzy rule bases , 1993, [Proceedings 1993] Second IEEE International Conference on Fuzzy Systems.

[33]  Elsayed A. Elsayed,et al.  Overview of Reliability Testing , 2012, IEEE Transactions on Reliability.

[34]  Erdem Acar Reliability prediction through guided tail modeling using support vector machines , 2013 .

[35]  James T. Kwok Linear Dependency between epsilon and the Input Noise in epsilon-Support Vector Regression , 2001, ICANN.

[36]  Oscar Castillo,et al.  Optimal design of fuzzy classification systems using PSO with dynamic parameter adaptation through fuzzy logic , 2013, Expert Syst. Appl..

[37]  Darrell Whitley,et al.  A genetic algorithm tutorial , 1994, Statistics and Computing.

[38]  Ping-Feng Pai,et al.  Software reliability forecasting by support vector machines with simulated annealing algorithms , 2006, J. Syst. Softw..

[39]  Greg Welch,et al.  An Introduction to Kalman Filter , 1995, SIGGRAPH 2001.

[40]  Vladimir N. Vapnik,et al.  The Nature of Statistical Learning Theory , 2000, Statistics for Engineering and Information Science.

[41]  Junyan Yang,et al.  Application Research of Support Vector Machines in Condition Trend Prediction of Mechanical Equipment , 2005, ISNN.

[42]  Christopher J. C. Burges,et al.  A Tutorial on Support Vector Machines for Pattern Recognition , 1998, Data Mining and Knowledge Discovery.