Search results for: Multiple Criteria Fuzzy Optimization

Authors: Mujde Turkkan, Nurkan Yagiz

Abstract:

In this study an active controller is presented for vibration suppression of a full-bus model. The bus is modeled having seven degrees of freedom. Using the achieved model via Lagrange Equations the system equations of motion are derived. The suspensions of the bus model include air springs with two auxiliary chambers are used. Fuzzy logic controller is used to improve the ride comfort. The numerical results, verifies that the presented fuzzy logic controller improves the ride comfort.

Keywords: Ride comfort, air spring, bus, fuzzy logic controller.

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Authors: H. Zarei, M. H. Fazel Zarandi, M. Karbasian

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A Decision Support System/Expert System for stock portfolio selection presented where at first step, both technical and fundamental data used to estimate technical and fundamental return and risk (1st phase); Then, the estimated values are aggregated with the investor preferences (2nd phase) to produce convenient stock portfolio. In the 1st phase, there are two expert systems, each of which is responsible for technical or fundamental estimation. In the technical expert system, for each stock, twenty seven candidates are identified and with using rough sets-based clustering method (RC) the effective variables have been selected. Next, for each stock two fuzzy rulebases are developed with fuzzy C-Mean method and Takai-Sugeno- Kang (TSK) approach; one for return estimation and the other for risk. Thereafter, the parameters of the rule-bases are tuned with backpropagation method. In parallel, for fundamental expert systems, fuzzy rule-bases have been identified in the form of “IF-THEN" rules through brainstorming with the stock market experts and the input data have been derived from financial statements; as a result two fuzzy rule-bases have been generated for all the stocks, one for return and the other for risk. In the 2nd phase, user preferences represented by four criteria and are obtained by questionnaire. Using an expert system, four estimated values of return and risk have been aggregated with the respective values of user preference. At last, a fuzzy rule base having four rules, treats these values and produce a ranking score for each stock which will lead to a satisfactory portfolio for the user. The stocks of six manufacturing companies and the period of 2003-2006 selected for data gathering.

Keywords: Stock Portfolio Selection, Fuzzy Rule-Base ExpertSystems, Financial Decision Support Systems, Technical Analysis, Fundamental Analysis.

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Authors: Hsuan-Ku Liu

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A linear system is called a fully fuzzy linear system (FFLS) if quantities in this system are all fuzzy numbers. For the FFLS, we investigate its solution and develop a new approximate method for solving the FFLS. Observing the numerical results, we find that our method is accurate than the iterative Jacobi and Gauss- Seidel methods on approximating the solution of FFLS.

Keywords: Fully fuzzy linear equations, iterative method, homotopy perturbation method, approximate solutions.

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Authors: Takashi Mitsuishi, Kiyoshi Sawada, Yasunari Shidama

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The mathematical framework for studying of a fuzzy approximate reasoning is presented in this paper. Two important defuzzification methods (Area defuzzification and Height defuzzification) besides the center of gravity method which is the best well known defuzzification method are described. The continuity of the defuzzification methods and its application to a fuzzy feedback control are discussed.

Keywords: Fuzzy approximate reasoning, defuzzification, area method, height method.

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Authors: Vahid Rostami, Omid sojodishijani , Saeed Ebrahimijam, Ali MohsenizanjaniNejad

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This paper is described one of the intelligent control method in Autonomous systems, which is called fuzzy control to correct the three wheel omnidirectional robot movement while it make mistake to catch the target. Fuzzy logic is especially advantageous for problems that can not be easily represented by mathematical modeling because data is either unavailable, incomplete or the process is too complex. Such systems can be easily up grated by adding new rules to improve performance or add new features. In many cases , fuzzy control can be used to improve existing traditional controller systems by adding an extra layer of intelligence to the current control method. The fuzzy controller designed here is more accurate and flexible than the traditional controllers. The project is done at MRL middle size soccer robot team.

Keywords: Robocup , omnidirectional , fuzzy control, soccer robot , intelligent control.

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Authors: Ahmad T. Al-Taani, Noor Aldeen K. Al-Awad

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In this study, a fuzzy similarity approach for Arabic web pages classification is presented. The approach uses a fuzzy term-category relation by manipulating membership degree for the training data and the degree value for a test web page. Six measures are used and compared in this study. These measures include: Einstein, Algebraic, Hamacher, MinMax, Special case fuzzy and Bounded Difference approaches. These measures are applied and compared using 50 different Arabic web-pages. Einstein measure was gave best performance among the other measures. An analysis of these measures and concluding remarks are drawn in this study.

Keywords: Text classification, HTML, web pages, machine learning, fuzzy logic, Arabic web pages.

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Authors: K. M. Alsager, N. O. Alshehri

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In this paper, we proposed the notion of single valued neutrosophic hesitant fuzzy rough set, by combining single valued neutrosophic hesitant fuzzy set and rough set. The combination of single valued neutrosophic hesitant fuzzy set and rough set is a powerful tool for dealing with uncertainty, granularity and incompleteness of knowledge in information systems. We presented both definition and some basic properties of the proposed model. Finally, we gave a general approach which is applied to a decision making problem in disease diagnoses, and demonstrated the effectiveness of the approach by a numerical example.

Keywords: Single valued neutrosophic hesitant set, single valued neutrosophic hesitant relation, single valued neutrosophic hesitant fuzzy rough set, decision making method.

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Authors: C. Ardil

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This paper aims to select the best military attack helicopter to purchase by the Armed Forces and provide greater reconnaissance and offensive combat capability in military operations. For this purpose, a multiple criteria decision analysis method integrated with the variance weight procedure was applied to the military attack helicopter selection problem. A real military aviation case problem is conducted to support the Armed Forces decision-making process and contributes to the better performance of the Armed Forces. Application of the methodology resulted in ranking lists for ordering and prioritizing attack helicopters, providing transparency and simplicity to the decision-making process. Nine military attack helicopter models were analyzed in the light of strategic, tactical, and operational criteria, considering attack helicopters. The selected military attack helicopter would be used for fire support and reconnaissance activities required by the Armed Forces operation. This study makes a valuable contribution to the problem of military attack helicopter selection, as it represents a state-of-the-art application of the MCDMA method to contribute to the solution of a real problem of the Armed Forces. The methodology presented in this paper can be used to solve real problems of a wide variety, especially strategic, tactical and operational, and is, therefore, a very useful method for decision making.

Keywords: aircraft selection, military attack helicopter selection, attack helicopter fleet planning, MCDMA, multiple criteria analysis, multiple criteria decision making analysis, distance function measure

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Authors: F.Alilat, S.Loumi, H.Merrad, B.Sansal

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In this article a modification of the algorithm of the fuzzy ART network, aiming at returning it supervised is carried out. It consists of the search for the comparison, training and vigilance parameters giving the minimum quadratic distances between the output of the training base and those obtained by the network. The same process is applied for the determination of the parameters of the fuzzy ARTMAP giving the most powerful network. The modification consist in making learn the fuzzy ARTMAP a base of examples not only once as it is of use, but as many time as its architecture is in evolution or than the objective error is not reached . In this way, we don-t worry about the values to impose on the eight (08) parameters of the network. To evaluate each one of these three networks modified, a comparison of their performances is carried out. As application we carried out a classification of the image of Algiers-s bay taken by SPOT XS. We use as criterion of evaluation the training duration, the mean square error (MSE) in step control and the rate of good classification per class. The results of this study presented as curves, tables and images show that modified fuzzy ARTMAP presents the best compromise quality/computing time.

Keywords: Neural Networks, fuzzy ART, fuzzy ARTMAP, Remote sensing, multispectral Classification.

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Authors: Seo Young Kim, Tai Myong Choi

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The main goal of microarray experiments is to quantify the expression of every object on a slide as precisely as possible, with a further goal of clustering the objects. Recently, many studies have discussed clustering issues involving similar patterns of gene expression. This paper presents an application of fuzzy-type methods for clustering DNA microarray data that can be applied to typical comparisons. Clustering and analyses were performed on microarray and simulated data. The results show that fuzzy-possibility c-means clustering substantially improves the findings obtained by others.

Keywords: Clustering, microarray data, Fuzzy-type clustering, Validation

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Authors: Ε. Giovanis

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In this paper we present a Adaptive Neuro-Fuzzy System (ANFIS) with inputs the lagged dependent variable for the prediction of Gross domestic Product growth rate in six countries. We compare the results with those of Autoregressive (AR) model. We conclude that the forecasting performance of neuro-fuzzy-system in the out-of-sample period is much more superior and can be a very useful alternative tool used by the national statistical services and the banking and finance industry.

Keywords: Autoregressive model, Forecasting, Gross DomesticProduct, Neuro-Fuzzy

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Authors: Arash Habibi Lashkari, Azizah Abdul Manaf, Maslin Masrom

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In today's day and age, one of the important topics in information security is authentication. There are several alternatives to text-based authentication of which includes Graphical Password (GP) or Graphical User Authentication (GUA). These methods stems from the fact that humans recognized and remembers images better than alphanumerical text characters. This paper will focus on the security aspect of GP algorithms and what most researchers have been working on trying to define these security features and attributes. The goal of this study is to develop a fuzzy decision model that allows automatic selection of available GP algorithms by taking into considerations the subjective judgments of the decision makers who are more than 50 postgraduate students of computer science. The approach that is being proposed is based on the Fuzzy Analytic Hierarchy Process (FAHP) which determines the criteria weight as a linear formula.

Keywords: Graphical Password, Authentication Security, Attack Patterns, Brute force attack, Dictionary attack, Guessing Attack, Spyware attack, Shoulder surfing attack, Social engineering Attack, Password Entropy, Password Space.

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Authors: Mohamed Amine Haraoubia, Abdelaziz Hamzaoui, Najib Essounbouli

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The pursuit of the MPPT has led to the development of many kinds of controllers, one of which is the Fuzzy Logic controller, which has proven its worth. To further tune this controller this paper will discuss and analyze the use of Genetic Algorithms to tune the Fuzzy Logic Controller. It will provide an introduction to both systems, and test their compatibility and performance.

Keywords: Fuzzy logic controller (FLC), fuzzy logic (FL), genetic algorithm (GA), maximum power point (MPP), maximum power point tracking (MPPT).

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Authors: G.Wiselin Jiji, L.Ganesan

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Textures are replications, symmetries and combinations of various basic patterns, usually with some random variation one of the gray-level statistics. This article proposes a new approach to Segment texture images. The proposed approach proceeds in 2 stages. First, in this method, local texture information of a pixel is obtained by fuzzy texture unit and global texture information of an image is obtained by fuzzy texture spectrum. The purpose of this paper is to demonstrate the usefulness of fuzzy texture spectrum for texture Segmentation. The 2nd Stage of the method is devoted to a decision process, applying a global analysis followed by a fine segmentation, which is only focused on ambiguous points. The above Proposed approach was applied to brain image to identify the components of brain in turn, used to locate the brain tumor and its Growth rate.

Keywords: Fuzzy Texture Unit, Fuzzy Texture Spectrum, andPattern Recognition, segmentation.

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Authors: Jin Xu, Albert Y.S. Lam, Victor O.K. Li

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Stock portfolio selection is a classic problem in finance, and it involves deciding how to allocate an institution-s or an individual-s wealth to a number of stocks, with certain investment objectives (return and risk). In this paper, we adopt the classical Markowitz mean-variance model and consider an additional common realistic constraint, namely, the cardinality constraint. Thus, stock portfolio optimization becomes a mixed-integer quadratic programming problem and it is difficult to be solved by exact optimization algorithms. Chemical Reaction Optimization (CRO), which mimics the molecular interactions in a chemical reaction process, is a population-based metaheuristic method. Two different types of CRO, named canonical CRO and Super Molecule-based CRO (S-CRO), are proposed to solve the stock portfolio selection problem. We test both canonical CRO and S-CRO on a benchmark and compare their performance under two criteria: Markowitz efficient frontier (Pareto frontier) and Sharpe ratio. Computational experiments suggest that S-CRO is promising in handling the stock portfolio optimization problem.

Keywords: Stock portfolio selection, Markowitz model, Chemical Reaction Optimization, Sharpe ratio

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Authors: Tomasz L. Nawrocki, Danuta Szwajca

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The growing importance of reputation in building enterprise value and achieving long-term competitive advantage creates the need for its measurement and evaluation for the management purposes (effective reputation and its risk management). The paper presents practical application of self-developed corporate reputation assessment model from the viewpoint of stock market investors. The model has a pioneer character and example analysis performed for selected industry is a form of specific test for this tool. In the proposed solution, three aspects - informational, financial and development, as well as social ones - were considered. It was also assumed that the individual sub-criteria will be based on public sources of information, and as the calculation apparatus, capable of obtaining synthetic final assessment, fuzzy logic will be used. The main reason for developing this model was to fulfill the gap in the scope of synthetic measure of corporate reputation that would provide higher degree of objectivity by relying on "hard" (not from surveys) and publicly available data. It should be also noted that results obtained on the basis of proposed corporate reputation assessment method give possibilities of various internal as well as inter-branch comparisons and analysis of corporate reputation impact.

Keywords: Corporate reputation, fuzzy logic, fuzzy model, stock market investors.

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Authors: Jiratta Phuboon-ob, Raweewan Auepanwiriyakul

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A data warehouse (DW) is a system which has value and role for decision-making by querying. Queries to DW are critical regarding to their complexity and length. They often access millions of tuples, and involve joins between relations and aggregations. Materialized views are able to provide the better performance for DW queries. However, these views have maintenance cost, so materialization of all views is not possible. An important challenge of DW environment is materialized view selection because we have to realize the trade-off between performance and view maintenance cost. Therefore, in this paper, we introduce a new approach aimed at solve this challenge based on Two-Phase Optimization (2PO), which is a combination of Simulated Annealing (SA) and Iterative Improvement (II), with the use of Multiple View Processing Plan (MVPP). Our experiments show that our method provides a further improvement in term of query processing cost and view maintenance cost.

Keywords: Data warehouse, materialized views, view selectionproblem, two-phase optimization.

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Authors: Pankaj Dutta, Debjani Chakraborty

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This paper investigates the effect of product substitution in the single-period 'newsboy-type' problem in a fuzzy environment. It is supposed that the single-period problem operates under uncertainty in customer demand, which is described by imprecise terms and modelled by fuzzy sets. To perform this analysis, we consider the fuzzy model for two-item with upward substitution. This upward substitutability is reasonable when the products can be stored according to certain attribute levels such as quality, brand or package size. We show that the explicit consideration of this substitution opportunity increase the average expected profit. Computational study is performed to observe the benefits of product's substitution.

Keywords: Fuzzy demand, Newsboy, Single-period problem, Substitution.

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Authors: M. Zeydan, G. Toğa

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This study deals with a multi-criteria optimization problem which has been transformed into a single objective optimization problem using Response Surface Methodology (RSM), Artificial Neural Network (ANN) and Grey Relational Analyses (GRA) approach. Grey-RSM and Grey-ANN are hybrid techniques which can be used for solving multi-criteria optimization problem. There have been two main purposes of this research as follows. 1. To determine optimum and robust fiber dyeing process conditions by using RSM and ANN based on GRA, 2. To obtain the best suitable model by comparing models developed by different methodologies. The design variables for fiber dyeing process in textile are temperature, time, softener, anti-static, material quantity, pH, retarder, and dispergator. The quality characteristics to be evaluated are nominal color consistency of fiber, maximum strength of fiber, minimum color of dyeing solution. GRA-RSM with exact level value, GRA-RSM with interval level value and GRA-ANN models were compared based on GRA output value and MSE (Mean Square Error) performance measurement of outputs with each other. As a result, GRA-ANN with interval value model seems to be suitable reducing the variation of dyeing process for GRA output value of the model.

Keywords: Artificial Neural Network, Grey Relational Analysis, Optimization, Response Surface Methodology

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Authors: Mafarja Majdi, Salwani Abdullah, Najmeh S. Jaddi

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One of the global combinatorial optimization problems in machine learning is feature selection. It concerned with removing the irrelevant, noisy, and redundant data, along with keeping the original meaning of the original data. Attribute reduction in rough set theory is an important feature selection method. Since attribute reduction is an NP-hard problem, it is necessary to investigate fast and effective approximate algorithms. In this paper, we proposed two feature selection mechanisms based on memetic algorithms (MAs) which combine the genetic algorithm with a fuzzy record to record travel algorithm and a fuzzy controlled great deluge algorithm, to identify a good balance between local search and genetic search. In order to verify the proposed approaches, numerical experiments are carried out on thirteen datasets. The results show that the MAs approaches are efficient in solving attribute reduction problems when compared with other meta-heuristic approaches.

Keywords: Rough Set Theory, Attribute Reduction, Fuzzy Logic, Memetic Algorithms, Record to Record Algorithm, Great Deluge Algorithm.

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Authors: Abduladheem A. Ali, Easa A. Abd

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The robot is a repeated task plant. The control of such a plant under parameter variations and load disturbances is one of the important problems. The aim of this work is to design Geno-Fuzzy controller suitable for online applications to control single link rigid robot arm plant. The genetic-fuzzy online controller (indirect controller) has two genetic-fuzzy blocks, the first as controller, the second as identifier. The identification method is based on inverse identification technique. The proposed controller it tested in normal and load disturbance conditions.

Keywords: Fuzzy network, genetic algorithm, robot control, online genetic control, parameter identification.

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Authors: M.M. Zahedi, L. Torkzadeh

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In this note first we define the notions of intuitionistic fuzzy dual positive implicative hyper K-ideals of types 1,2,3,4 and intuitionistic fuzzy dual hyper K-ideals. Then we give some classifications about these notions according to the level subsets. Also by given some examples we show that these notions are not equivalent, however we prove some theorems which show that there are some relationships between these notions. Finally we define the notions of product and antiproduct of two fuzzy subsets and then give some theorems about the relationships between the intuitionistic fuzzy dual positive implicative hyper K-ideal of types 1,2,3,4 and their (anti-)products, in particular we give a main decomposition theorem.

Keywords: hyper K-algebra, intuitionistic fuzzy dual positive implicative hyper K-ideal.

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Authors: Sofia Ayouche, Rachid Ellaia, Rajae Aboulaich

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Today, insurers may use the yield curve as an indicator evaluation of the profit or the performance of their portfolios; therefore, they modeled it by one class of model that has the ability to fit and forecast the future term structure of interest rates. This class of model is the Nelson-Siegel-Svensson model. Unfortunately, many authors have reported a lot of difficulties when they want to calibrate the model because the optimization problem is not convex and has multiple local optima. In this context, we implement a hybrid Particle Swarm optimization and Nelder Mead algorithm in order to minimize by least squares method, the difference between the zero-coupon curve and the NSS curve.

Keywords: Optimization, zero-coupon curve, Nelson-Siegel- Svensson, Particle Swarm Optimization, Nelder-Mead Algorithm.

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Authors: M.A. Lazim, M.T.Abu Osman

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This paper deals with the application of a fuzzy set in measuring teachers- beliefs about mathematics. The vagueness of beliefs was transformed into standard mathematical values using a fuzzy preferences model. The study employed a fuzzy approach questionnaire which consists of six attributes for measuring mathematics teachers- beliefs about mathematics. The fuzzy conjoint analysis approach based on fuzzy set theory was used to analyze the data from twenty three mathematics teachers from four secondary schools in Terengganu, Malaysia. Teachers- beliefs were recorded in form of degrees of similarity and its levels of agreement. The attribute 'Drills and practice is one of the best ways of learning mathematics' scored the highest degree of similarity at 0. 79860 with level of 'strongly agree'. The results showed that the teachers- beliefs about mathematics were varied. This is shown by different levels of agreement and degrees of similarity of the measured attributes.

Keywords: belief, membership function, degree of similarity, conjoint analysis

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Authors: Bogdan Walek, Jiri Bartos, Cyril Klimes, Jaroslav Prochazka, Pavel Smolka, Juraj Masar, Martin Pesl

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This paper focuses on creating a component model of information system under uncertainty. The paper identifies problem in current approach of component modeling and proposes fuzzy tool, which will work with vague customer requirements and propose components of the resulting component model. The proposed tool is verified on specific information system and results are shown in paper. After finding suitable sub-components of the resulting component model, the component model is visualised by tool.

Keywords: Component, component model, fuzzy, fuzzy rules, fuzzy sets, information system, modelling, tool.

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Authors: Omid Jadidi, Fatemeh Firouzi, Enzo Bagliery

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Supplier selection, in real situation, is affected by several qualitative and quantitative factors and is one of the most important activities of purchasing department. Since at the time of evaluating suppliers against the criteria or factors, decision makers (DMS) do not have precise, exact and complete information, supplier selection becomes more difficult. In this case, Grey theory helps us to deal with this problem of uncertainty. Here, we apply Technique for Order Preference by Similarity to Ideal Solution (TOPSIS) method to evaluate and select the best supplier by using interval fuzzy numbers. Through this article, we compare TOPSIS with some other approaches and afterward demonstrate that the concept of TOPSIS is very important for ranking and selecting right supplier.

Keywords: TOPSIS, fuzzy number, MADM, Supplier selection

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Authors: Lina Yan, Shiheng Wang, Ke Wang

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A preconditioned Jacobi (PJ) method is provided for solving fuzzy linear systems whose coefficient matrices are crisp Mmatrices and the right-hand side columns are arbitrary fuzzy number vectors. The iterative algorithm is given for the preconditioned Jacobi method. The convergence is analyzed with convergence theorems. Numerical examples are given to illustrate the procedure and show the effectiveness and efficiency of the method.

Keywords: preconditioning, M-matrix, Jacobi method, fuzzy linear system (FLS).

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Authors: Muhammad M. A. S. Mahmoud

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Natural gas sweetening process is a controlled process that must be done at maximum efficiency and with the highest quality. In this work, due to complexity and non-linearity of the process, the H2S gas separation and the intelligent fuzzy controller, which is used to enhance the process, are simulated in MATLAB – Simulink. New design of fuzzy control for Gas Separator is discussed in this paper. The design is based on the utilization of linear state-estimation to generate the internal knowledge-base that stores input-output pairs. The obtained input/output pairs are then used to design a feedback fuzzy controller. The proposed closed-loop fuzzy control system maintains the system asymptotically-stability while it enhances the system time response to achieve better control of the concentration of the output gas from the tower. Simulation studies are carried out to illustrate the Gas Separator system performance.

Keywords: Gas separator, gas sweetening, intelligent controller, fuzzy control.

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Authors: Chien-Hua Wang, Wei-Hsuan Lee, Chin-Tzong Pang

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In data mining, the association rules are used to find for the associations between the different items of the transactions database. As the data collected and stored, rules of value can be found through association rules, which can be applied to help managers execute marketing strategies and establish sound market frameworks. This paper aims to use Fuzzy Frequent Pattern growth (FFP-growth) to derive from fuzzy association rules. At first, we apply fuzzy partition methods and decide a membership function of quantitative value for each transaction item. Next, we implement FFP-growth to deal with the process of data mining. In addition, in order to understand the impact of Apriori algorithm and FFP-growth algorithm on the execution time and the number of generated association rules, the experiment will be performed by using different sizes of databases and thresholds. Lastly, the experiment results show FFPgrowth algorithm is more efficient than other existing methods.

Keywords: Data mining, association rule, fuzzy frequent patterngrowth.

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Authors: Ermanu A. Hakim, Adi Soeprijanto, Mauridhi H.P

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This paper presents PSS (Power system stabilizer) design based on optimal fuzzy PID (OFPID). OFPID based PSS design is considered for single-machine power systems. The main motivation for this design is to stabilize or to control low-frequency oscillation on power systems. Firstly, describing the linear PID control then to combine this PID control with fuzzy logic control mechanism. Finally, Fuzzy PID parameters (Kp. Kd, KI, Kupd, Kui) are tuned by Genetic Algorthm (GA) to reach optimal global stability. The effectiveness of the proposed PSS in increasing the damping of system electromechanical oscillation is demonstrated in a one-machine-infinite-bus system

Keywords: Fuzzy PID, Genetic Algorithm, power system stabilizer.

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