Parameters

t: the number of iteration       Iter_Max: the maximum number of iteration

n: the maximum number of species    size: the size of population

rand: the random number in [0,1]      Vi: the mixed hybrid operator

MaxXi: the maximum individual     MinXi: the minimum individual

C: the probability of mutation     F: difference operator

1 /* Parameter setup */

2 /* Initialize population Pi */

3 /* Compute the fitness function Fi of each habitat, sort Fi */

4 $F_i=\mathrm{MSE}(\left|y_{real}-{\widehat{y}}_{forecast}\right|)$

5 /* Obtain elitist population */

6 /* Initialize probability of population in habitat */

7 FOR t < Iter_Max DO

8   IF t is odd THEN

9    /* Compute the number of population k */

10     /* Compute the rate of immigration λi and emigration μi for each habitat */

11    ${\lambda }_i=0.5\mathrm{I}(1+cos(\frac{k\pi }{n}))$; ${\mu }_i=0.5\mathrm{E}(1-cos(\frac{k\pi }{n}))$

12    /* Normalize the immigration rate λscale */

13    ${\lambda }_{scale}={\lambda }_{lower}+({\lambda }_{upper}-{\lambda }_{lower})*({\lambda }_i-\min ({\lambda }_i))/(\max ({\lambda }_i)-\min ({\lambda }_i))$

14    /* Operation of migration */

15    Transform new information to habitat i

16    ELSE

17    FOR i = 1:size

18       Choose indexes r1 ≠ r2 ≠ i

19       /* Generate difference operator */

20       $V_i=P_i+F*(P_i(1)-P_i)+F*(P_i(r_1)-P_i(r_2))$

21       IF rand ≤ C THEN

22          /* Mutation operation */

23          $V_i=Min{X}_i+(Max{X}_i-Min{X}_i)*rand$

24       END IF

25    END FOR

26   END IF

27 END FOR

28 /* Deassign for samples beyond the range */

29 /* Deassign for the same sample */

30 /* Compute fitness Fi for new population and sort Fi */

31 Obtain optimal solution

32 Postprocess results and visualization