HOES: an efficient multi-evolutionary expert system for deep learning model optimization in time series prediction

HOES:一种用于时间序列预测中深度学习模型优化的高效多进化专家系统

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Abstract

Time series prediction is widely applied in transportation management, energy scheduling, and weather forecasting, with deep learning emerging as a dominant approach due to its powerful temporal feature extraction capabilities. However, the predictive performance of deep learning models heavily depends on training strategies, while traditional optimization methods suffer from limited efficiency, ultimately affecting model performance. To address this issue, this study designs a Hybrid Optimization Expert System (HOES) based on six evolutionary algorithms to optimize deep learning models for time series prediction. HOES integrates multiple evolutionary algorithms and employs a transmission mechanism, memory system, and punishment system to achieve collaborative optimization. Specifically, the transmission mechanism enhances global search capability, the memory system preserves historically optimal solutions to prevent search degradation, and the punishment system eliminates ineffective optimization strategies; together, these mechanisms improve optimization efficiency. Experiments on six public datasets-Traffic, Weather, Household, Wind Power, Solar Power, and ETT_m1 demonstrate that HOES enhances predictive accuracy and convergence rate. SJ-LSTM is used for validation as a representative time-series forecasting model. Specially, on the Solar power dataset, the HOES-optimized SJ-LSTM model achieved a 24% reduction in RMSE, a 30% reduction in MAE, compared to suboptimal algorithm. These findings indicate that HOES significantly enhances the global optimization capability of deep learning models, mitigates the risk of local optima, which is also well-suited for complex time series prediction tasks.

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