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The aim of this paper, is to present to those researchers and practitioners not familiarized with the design, evaluation and use of heuristic algorithms for non-restricted non-linear global optimization, a set of hints that facilitate and promote a better understanding of the difficulties associated with this problem and the aspects related to successful use of a specific heuristic algorithm. Aspects...
In the practice, to find the parameters for nonlinear Moving average(NLMA) models is difficult because there are not analytical way to solve maximum likelihood function. In this paper, we compare the parameters estimated for NLMA model with Supernova and PSO-DE algorithm. We found that Supernova estimation is better in terms of a reduction of error and nearest solutions to optimal point.
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