PSO based Hyperparameter tuning of CNN Multivariate Time-Series Analysis

Abstract

Convolutional Neural Network (CNN) is an effective Deep Learning (DL) algorithm that solves various image identification problems. The use of CNN for time-series data analysis is emerging. CNN learns filters, representations of repeated patterns in the series, and uses them to forecast future values. The network performance may depend on hyperparameter settings. This study optimizes the CNN architecture based on hyperparameter tuning using Particle Swarm Optimization (PSO), PSO-CNN. The proposed method was evaluated using multivariate time-series data of electronic journal visitor datasets. The CNN equation in image and time-series problems is the input given to the model for processing numbers. The proposed method generated the lowest RMSE (1.386) with 178 neurons in the fully connected and 2 hidden layers. The experimental results show that the PSO-CNN generates an architecture with better performance than ordinary CNN.