I am working on Time series modelling and forecasting. I have already used Particle Swarm Optimization (PSO) for ANN training and observed that it provided much better forecasting accuracy than training with Backpropagation (BP). Now, I am interested to apply ACO for this purpose. What is the efficient methodology and what steps should I follow for this purpose? Moreover, does anyone know which among PSO and ACO is comparatively better?

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