Yazar "Jovanovic, Luka" seçeneğine göre listele

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    Evaluating the performance of metaheuristic-tuned weight agnostic neural networks for crop yield prediction
    (Springer Science and Business Media Deutschland GmbH, 2024) Jovanovic, Luka; Zivkovic, Miodrag; Bacanin, Nebojsa; Dobrojevic, Milos; Simic, Vladimir; Sadasivuni, Kishor Kumar; Tirkolaee, Erfan Babaee
    This study explores crop yield forecasting through weight agnostic neural networks (WANN) optimized by a modified metaheuristic. WANNs offer the potential for lighter networks with shared weights, utilizing a two-layer cooperative framework to optimize network architecture and shared weights. The proposed metaheuristic is tested on real-world crop datasets and benchmarked against state-of-the-art algorithms using standard regression metrics. While not claiming WANN as the definitive solution, the model demonstrates significant potential in crop forecasting with lightweight architectures. The optimized WANN models achieve a mean absolute error (MAE) of 0.017698 and an R-squared (R2) score of 0.886555, indicating promising forecasting performance. Statistical analysis and Simulator for Autonomy and Generality Evaluation (SAGE) validate the improvement significance and feature importance of the proposed approach. © The Author(s) 2024.
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    Forecasting bitcoin: decomposition aided long short-term memory based time series and its with values
    (Elsevier, 2024) Mizdrakovic, Vule; Kljajic, Maja; Zivkovic, Miodrag; Bacanin, Nebojsa; Jovanovic, Luka
    Bitcoin price volatility fascinates both researchers and investors, studying features that influence its movement. This paper expends on previous research and examines time series data of various exogenous and endogenous factors: Bitcoin, Ethereum, S&P 500, and VIX closing prices; exchange rates of the Euro and GPB to USD; and the number of Bitcoin-related tweets per day. A period of three years (from September 2019 to September 2022) is covered by the research dataset. A two -layer framework is introduced tasked with accurately forecasting Bitcoin price. In the first layer, to account for complexities in the analyzed data, variational mode decomposition (VMD) extracts trends from the time series. In the second layer, Long short-term memory and hybrid Bidirectional long short-term memory networks were used to forecast prices several steps ahead. This work also introduced an enhanced variant of the sine cosine algorithm to tune the control parameters of VMD and both neural networks for attaining the best possible performance. The main focus is on combining VMD with modified metaheuristics to improve cryptocurrency closing value forecast. Two sets of experiments were conducted, with and without VMD. The results have been contrasted with models tuned by seven other cuttingedge optimizers. Extensive experimental outcomes indicate that Bitcoin price can be forecasted with great accuracy using selected features and time series decomposition. Additionally, the best model was analyzed, and Shapley values indicated that features such as EUR/USD exchange rates, Ethereum closing prices, and GBP/USD exchange rates, have a significant impact on forecasts.
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    Optimizing long-short-term memory models via metaheuristics for decomposition aided wind energy generation forecasting
    (Springer, 2024) Pavlov-Kagadejev, Marijana; Jovanovic, Luka; Bacanin, Nebojsa; Deveci, Muhammet; Zivkovic, Miodrag; Tuba, Milan; Strumberger, Ivana
    Power supply from renewable energy is an important part of modern power grids. Robust methods for predicting production are required to balance production and demand to avoid losses. This study proposed an approach that incorporates signal decomposition techniques with Long Short-Term Memory (LSTM) neural networks tuned via a modified metaheuristic algorithm used for wind power generation forecasting. LSTM networks perform notably well when addressing time-series prediction, and further hyperparameter tuning by a modified version of the reptile search algorithm (RSA) can help improve performance. The modified RSA was first evaluated against standard CEC2019 benchmark instances before being applied to the practical challenge. The proposed tuned LSTM model has been tested against two wind production datasets with hourly resolutions. The predictions were executed without and with decomposition for one, two, and three steps ahead. Simulation outcomes have been compared to LSTM networks tuned by other cutting-edge metaheuristics. It was observed that the introduced methodology notably exceed other contenders, as was later confirmed by the statistical analysis. Finally, this study also provides interpretations of the best-performing models on both observed datasets, accompanied by the analysis of the importance and impact each feature has on the predictions.