A hybridization of teaching–learning-based optimization and differential evolution for chaotic time series prediction

Abstract

Chaotic time series prediction problems have some very interesting properties and their prediction has received increasing interest in the recent years. Prediction of chaotic time series based on the phase space reconstruction theory has been applied in many research fields. It is well known that prediction of a chaotic system is a nonlinear, multivariable and multimodal optimization problem for which global optimization techniques are required in order to avoid local optima. In this paper, a new hybrid algorithm named teaching---learning-based optimization (TLBO)---differential evolution (DE), which integrates TLBO and DE, is proposed to solve chaotic time series prediction. DE is incorporated into update the previous best positions of individuals to force TLBO jump out of stagnation, because of its strong searching ability. The proposed hybrid algorithm speeds up the convergence and improves the algorithm's performance. To demonstrate the effectiveness of our approaches, ten benchmark functions and three typical chaotic nonlinear time series prediction problems are used for simulating. Conducted experiments indicate that the TLBO---DE performs significantly better than, or at least comparable to, TLBO and some other algorithms.