Zuriani, Mustaffa and M. H., Sulaiman and Yuhani, Yusof (2015) An Application of Grey Wolf Optimizer for Commodity Price Forecasting. Applied Mechanics and Materials, 785. pp. 473-478. ISSN 1662-7482. (Published)
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Abstract
Over the recent decades, there are many nature inspired optimization algorithms have been introduced. In this study, a newly algorithm namely Grey Wolf Optimizer (GWO) is employed for gasoline price forecasting. The performance of GWO is compared against the results produced by Artificial Bee Colony (ABC) algorithm and Differential Evolution (DE) algorithm. Measured based on Mean Absolute Percentage Error (MAPE) and prediction accuracy, the GWO is proven to produce significantly better results as compared to the identified algorithms.
| Item Type: | Article |
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| Uncontrolled Keywords: | Grey Wolf Optimizer; Parameter Tuning; Price Forecasting |
| Subjects: | Q Science > QA Mathematics > QA76 Computer software T Technology > TK Electrical engineering. Electronics Nuclear engineering |
| Faculty/Division: | Faculty of Computer System And Software Engineering Faculty of Electrical & Electronic Engineering |
| Depositing User: | Mrs. Neng Sury Sulaiman |
| Date Deposited: | 08 Dec 2015 04:57 |
| Last Modified: | 18 May 2018 01:02 |
| URI: | http://umpir.ump.edu.my/id/eprint/10364 |
| Download Statistic: | View Download Statistics |
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