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Time series classification is a supervised learning method maps the input to the output using historical data. The primary objective is to discover interesting patterns hidden in the data. For the purpose of solving time series classification problems used the multi-layered perceptrons Artificial Neural Networks (ANN). The weights in the ANN are modified to provide the output values of the net, which are much closer to the values of the preferred output. For this reason, several algorithms had been proposed to train the parameters of the neural network for time series classification problems. This study attempts to hybrid the Firefly Algorithm (FA) with the ANN in order to minimize the error rate of classification (coded as FA-ANN). The FA is employed to optimize the weights of the ANN model based on the processes. The proposed FA-ANN algorithm was tested on 6 benchmark UCR time series data sets. The experimental results have revealed that the proposed FA-ANN can effectively solve time series classification problems.

Firefly Algorithm with Artificial Neural Network for Time Series Problems