NARMAX Model Identification Using Multi-Objective Optimization Differential Evolution

  • Mohd Zakimi Zakaria Universiti Malaysia Perlis
  • Zakwan Mansor Universiti Malaysia Perlis
  • Azuwir Mohd Nor Universiti Malaysia Perlis
  • Mohd Sazli Saad Universiti Malaysia Perlis
  • Mohamad Ezral Baharudin Universiti Malaysia Perlis
  • Robiah Ahmad Universiti Teknologi Malaysia
Keywords: Dynamic System, Multi-objective optimization, Differential evolution, NARMAX, System identification

Abstract

Multi-objective optimization differential evolution (MOODE) algorithm has demonstrated to be an effective algorithm for selecting the structure of nonlinear auto-regressive with exogeneous input (NARX) model in dynamic system modeling. This paper presents the expansion of the MOODE algorithm to obtain an adequate and parsimonious nonlinear auto-regressive moving average with exogenous input (NARMAX) model. A simple methodology for developing the MOODE-NARMAX model is proposed. Two objective functions were considered in the algorithm for optimization; minimizing the number of term of a model structure and minimizing the mean square error between actual and predicted outputs. Two simulated systems and two real systems data were considered for testing the effectiveness of the algorithm. Model validity tests were applied to the set of solutions called the Pareto-optimal set that was generated from the MOODE algorithm in order to select an optimal model. The results show that the MOODE-NARMAX algorithm is able to correctly identify the simulated examples and adequately model real data structures.

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Author Biographies

Mohd Zakimi Zakaria, Universiti Malaysia Perlis

School of Manufacturing Engineering Universiti Malaysia Perlis,
Pauh Putra Main Campus, 02600 Arau, Perlis, Malaysia.

Zakwan Mansor, Universiti Malaysia Perlis
School of Manufacturing Engineering Universiti Malaysia Perlis,
Pauh Putra Main Campus, 02600 Arau, Perlis, Malaysia.
Azuwir Mohd Nor, Universiti Malaysia Perlis
School of Manufacturing Engineering Universiti Malaysia Perlis,
Pauh Putra Main Campus, 02600 Arau, Perlis, Malaysia.
Mohd Sazli Saad, Universiti Malaysia Perlis
School of Manufacturing Engineering Universiti Malaysia Perlis,
Pauh Putra Main Campus, 02600 Arau, Perlis, Malaysia.
Mohamad Ezral Baharudin, Universiti Malaysia Perlis
School of Manufacturing Engineering Universiti Malaysia Perlis,
Pauh Putra Main Campus, 02600 Arau, Perlis, Malaysia.
Robiah Ahmad, Universiti Teknologi Malaysia

UTM Razak School of Engineering and Advanced
Technology
Universiti Teknologi Malaysia
Jalan Sultan Yahya Petra, 51400 W. P Kuala Lumpur,
Malaysia

Published
26-11-2018
How to Cite
Zakaria, M. Z., Mansor, Z., Mohd Nor, A., Saad, M. S., Baharudin, M. E., & Ahmad, R. (2018). NARMAX Model Identification Using Multi-Objective Optimization Differential Evolution. International Journal of Integrated Engineering, 10(7). Retrieved from https://publisher.uthm.edu.my/ojs/index.php/ijie/article/view/3489