Search results for: adaptive fuzzy neural inference
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2700

Search results for: adaptive fuzzy neural inference

2340 H∞ Takagi-Sugeno Fuzzy State-Derivative Feedback Control Design for Nonlinear Dynamic Systems

Authors: N. Kaewpraek, W. Assawinchaichote

Abstract:

This paper considers an H TS fuzzy state-derivative feedback controller for a class of nonlinear dynamical systems. A Takagi-Sugeno (TS) fuzzy model is used to approximate a class of nonlinear dynamical systems. Then, based on a linear matrix inequality (LMI) approach, we design an HTS fuzzy state-derivative feedback control law which guarantees L2-gain of the mapping from the exogenous input noise to the regulated output to be less or equal to a prescribed value. We derive a sufficient condition such that the system with the fuzzy controller is asymptotically stable and H performance is satisfied. Finally, we provide and simulate a numerical example is provided to illustrate the stability and the effectiveness of the proposed controller.

Keywords: H∞ fuzzy control, LMI, Takagi-Sugano (TS) fuzzy model, nonlinear dynamic systems, state-derivative feedback.

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2339 A New Quantile Based Fuzzy Time Series Forecasting Model

Authors: Tahseen A. Jilani, Aqil S. Burney, C. Ardil

Abstract:

Time series models have been used to make predictions of academic enrollments, weather, road accident, casualties and stock prices, etc. Based on the concepts of quartile regression models, we have developed a simple time variant quantile based fuzzy time series forecasting method. The proposed method bases the forecast using prediction of future trend of the data. In place of actual quantiles of the data at each point, we have converted the statistical concept into fuzzy concept by using fuzzy quantiles using fuzzy membership function ensemble. We have given a fuzzy metric to use the trend forecast and calculate the future value. The proposed model is applied for TAIFEX forecasting. It is shown that proposed method work best as compared to other models when compared with respect to model complexity and forecasting accuracy.

Keywords: Quantile Regression, Fuzzy time series, fuzzy logicalrelationship groups, heuristic trend prediction.

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2338 Hybrid Neuro Fuzzy Approach for Automatic Generation Control of Two -Area Interconnected Power System

Authors: Gayadhar Panda, Sidhartha Panda, C. Ardil

Abstract:

The main objective of Automatic Generation Control (AGC) is to balance the total system generation against system load losses so that the desired frequency and power interchange with neighboring systems is maintained. Any mismatch between generation and demand causes the system frequency to deviate from its nominal value. Thus high frequency deviation may lead to system collapse. This necessitates a very fast and accurate controller to maintain the nominal system frequency. This paper deals with a novel approach of artificial intelligence (AI) technique called Hybrid Neuro-Fuzzy (HNF) approach for an (AGC). The advantage of this controller is that it can handle the non-linearities at the same time it is faster than other conventional controllers. The effectiveness of the proposed controller in increasing the damping of local and inter area modes of oscillation is demonstrated in a two area interconnected power system. The result shows that intelligent controller is having improved dynamic response and at the same time faster than conventional controller.

Keywords: Automatic Generation Control (AGC), Dynamic Model, Two-area Power System, Fuzzy Logic Controller, Neural Network, Hybrid Neuro-Fuzzy(HNF).

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2337 Multivariate High Order Fuzzy Time Series Forecasting for Car Road Accidents

Authors: Tahseen A. Jilani, S. M. Aqil Burney, C. Ardil

Abstract:

In this paper, we have presented a new multivariate fuzzy time series forecasting method. This method assumes mfactors with one main factor of interest. History of past three years is used for making new forecasts. This new method is applied in forecasting total number of car accidents in Belgium using four secondary factors. We also make comparison of our proposed method with existing methods of fuzzy time series forecasting. Experimentally, it is shown that our proposed method perform better than existing fuzzy time series forecasting methods. Practically, actuaries are interested in analysis of the patterns of causalities in road accidents. Thus using fuzzy time series, actuaries can define fuzzy premium and fuzzy underwriting of car insurance and life insurance for car insurance. National Institute of Statistics, Belgium provides region of risk classification for each road. Thus using this risk classification, we can predict premium rate and underwriting of insurance policy holders.

Keywords: Average forecasting error rate (AFER), Fuzziness offuzzy sets Fuzzy, If-Then rules, Multivariate fuzzy time series.

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2336 Project Selection by Using Fuzzy AHP and TOPSIS Technique

Authors: S. Mahmoodzadeh, J. Shahrabi, M. Pariazar, M. S. Zaeri

Abstract:

In this article, by using fuzzy AHP and TOPSIS technique we propose a new method for project selection problem. After reviewing four common methods of comparing alternatives investment (net present value, rate of return, benefit cost analysis and payback period) we use them as criteria in AHP tree. In this methodology by utilizing improved Analytical Hierarchy Process by Fuzzy set theory, first we try to calculate weight of each criterion. Then by implementing TOPSIS algorithm, assessment of projects has been done. Obtained results have been tested in a numerical example.

Keywords: Fuzzy AHP, Project Selection, TOPSIS Technique.

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2335 Application of Adaptive Genetic Algorithm in Function Optimization

Authors: Panpan Xu, Shulin Sui

Abstract:

The crossover probability and mutation probability are the two important factors in genetic algorithm. The adaptive genetic algorithm can improve the convergence performance of genetic algorithm, in which the crossover probability and mutation probability are adaptively designed with the changes of fitness value. We apply adaptive genetic algorithm into a function optimization problem. The numerical experiment represents that adaptive genetic algorithm improves the convergence speed and avoids local convergence.

Keywords: Genetic algorithm, Adaptive genetic algorithm, Function optimization.

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2334 An Application of Generalized Fuzzy Soft Sets in a Social Decision Making Problem

Authors: Nisha Singhal, Usha Chouhan

Abstract:

At present, application of the extension of soft set theory in decision making problems in day to day life is progressing rapidly. The concepts of fuzzy soft set and its properties have been evolved as an area of interest for the researchers. The generalization of the concepts recently got importance and a rapid growth in the research in this area witnessed its vital-ness. In this paper, an application of the concept of generalized fuzzy soft set to make decision in a social problem is presented. Further, this paper also highlights some of the key issues of the related areas.

Keywords: Soft set, Fuzzy Soft set, Generalized Fuzzy Soft set, Membership and Non-Membership Score.

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2333 Simplex Method for Solving Linear Programming Problems with Fuzzy Numbers

Authors: S. H. Nasseri, E. Ardil, A. Yazdani, R. Zaefarian

Abstract:

The fuzzy set theory has been applied in many fields, such as operations research, control theory, and management sciences, etc. In particular, an application of this theory in decision making problems is linear programming problems with fuzzy numbers. In this study, we present a new method for solving fuzzy number linear programming problems, by use of linear ranking function. In fact, our method is similar to simplex method that was used for solving linear programming problems in crisp environment before.

Keywords: Fuzzy number linear programming, rankingfunction, simplex method.

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2332 Advanced Robust PDC Fuzzy Control of Nonlinear Systems

Authors: M. Polanský

Abstract:

This paper introduces a new method called ARPDC (Advanced Robust Parallel Distributed Compensation) for automatic control of nonlinear systems. This method improves a quality of robust control by interpolating of robust and optimal controller. The weight of each controller is determined by an original criteria function for model validity and disturbance appreciation. ARPDC method is based on nonlinear Takagi-Sugeno (T-S) fuzzy systems and Parallel Distributed Compensation (PDC) control scheme. The relaxed stability conditions of ARPDC control of nominal system have been derived. The advantages of presented method are demonstrated on the inverse pendulum benchmark problem. From comparison between three different controllers (robust, optimal and ARPDC) follows, that ARPDC control is almost optimal with the robustness close to the robust controller. The results indicate that ARPDC algorithm can be a good alternative not only for a robust control, but in some cases also to an adaptive control of nonlinear systems.

Keywords: Robust control, optimal control, Takagi–Sugeno (TS) fuzzy models, linear matrix inequality (LMI), observer, Advanced Robust Parallel Distributed Compensation (ARPDC).

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2331 Stereotype Student Model for an Adaptive e-Learning System

Authors: Ani Grubišić, Slavomir Stankov, Branko Žitko

Abstract:

This paper describes a concept of stereotype student model in adaptive knowledge acquisition e-learning system. Defined knowledge stereotypes are based on student's proficiency level and on Bloom's knowledge taxonomy. The teacher module is responsible for the whole adaptivity process: the automatic generation of courseware elements, their dynamic selection and sorting, as well as their adaptive presentation using templates for statements and questions. The adaptation of courseware is realized according to student-s knowledge stereotype.

Keywords: Adaptive e-learning systems, adaptive courseware, stereotypes, Bloom's knowledge taxonomy.

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2330 Half-Circle Fuzzy Number Threshold Determination via Swarm Intelligence Method

Authors: P.-W. Tsai, J.-W. Chen, C.-W. Chen, C.-Y. Chen

Abstract:

In recent years, many researchers are involved in the field of fuzzy theory. However, there are still a lot of issues to be resolved. Especially on topics related to controller design such as the field of robot, artificial intelligence, and nonlinear systems etc. Besides fuzzy theory, algorithms in swarm intelligence are also a popular field for the researchers. In this paper, a concept of utilizing one of the swarm intelligence method, which is called Bacterial-GA Foraging, to find the stabilized common P matrix for the fuzzy controller system is proposed. An example is given in in the paper, as well.

Keywords: Half-circle fuzzy numbers, predictions, swarm intelligence, Lyapunov method.

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2329 Fuzzy Control of Macroeconomic Models

Authors: Andre A. Keller

Abstract:

The optimal control is one of the possible controllers for a dynamic system, having a linear quadratic regulator and using the Pontryagin-s principle or the dynamic programming method . Stochastic disturbances may affect the coefficients (multiplicative disturbances) or the equations (additive disturbances), provided that the shocks are not too great . Nevertheless, this approach encounters difficulties when uncertainties are very important or when the probability calculus is of no help with very imprecise data. The fuzzy logic contributes to a pragmatic solution of such a problem since it operates on fuzzy numbers. A fuzzy controller acts as an artificial decision maker that operates in a closed-loop system in real time. This contribution seeks to explore the tracking problem and control of dynamic macroeconomic models using a fuzzy learning algorithm. A two inputs - single output (TISO) fuzzy model is applied to the linear fluctuation model of Phillips and to the nonlinear growth model of Goodwin.

Keywords: fuzzy control, macroeconomic model, multiplier - accelerator, nonlinear accelerator, stabilization policy.

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2328 Fuzzy Logic PID Control of Automatic Voltage Regulator System

Authors: Aye Aye Mon

Abstract:

The application of a simple microcontroller to deal with a three variable input and a single output fuzzy logic controller, with Proportional – Integral – Derivative (PID) response control built-in has been tested for an automatic voltage regulator. The fuzzifiers are based on fixed range of the variables of output voltage. The control output is used to control the wiper motor of the auto transformer to adjust the voltage, using fuzzy logic principles, so that the voltage is stabilized. In this report, the author will demonstrate how fuzzy logic might provide elegant and efficient solutions in the design of multivariable control based on experimental results rather than on mathematical models.

Keywords: Fuzzy logic system, PID Controller, control systems, controlled A V R

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2327 Best Co-approximation and Best Simultaneous Co-approximation in Fuzzy Normed Spaces

Authors: J. Kavikumar, N. S. Manian, M.B.K. Moorthy

Abstract:

The main purpose of this paper is to consider the t-best co-approximation and t-best simultaneous co-approximation in fuzzy normed spaces. We develop the theory of t-best co-approximation and t-best simultaneous co-approximation in quotient spaces. This new concept is employed us to improve various characterisations of t-co-proximinal and t-co-Chebyshev sets.

Keywords: Fuzzy best co-approximation, fuzzy quotient spaces, proximinality, Chebyshevity, best simultaneous co-approximation.

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2326 Robust Fuzzy Control of Nonlinear Fuzzy Impulsive Singular Perturbed Systems with Time-varying Delay

Authors: Caigen Zhou, Haibo Jiang

Abstract:

The problem of robust fuzzy control for a class of nonlinear fuzzy impulsive singular perturbed systems with time-varying delay is investigated by employing Lyapunov functions. The nonlinear delay system is built based on the well-known T–S fuzzy model. The so-called parallel distributed compensation idea is employed to design the state feedback controller. Sufficient conditions for global exponential stability of the closed-loop system are derived in terms of linear matrix inequalities (LMIs), which can be easily solved by LMI technique. Some simulations illustrate the effectiveness of the proposed method.

Keywords: T–S fuzzy model, singular perturbed systems, time-varying delay, robust control.

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2325 Helicopter Adaptive Control with Parameter Estimation Based on Feedback Linearization

Authors: A. R. Nemati, M. Haddad Zarif, M. M. Fateh

Abstract:

This paper presents an adaptive feedback linearization approach to derive helicopter. Ideal feedback linearization is defined for the cases when the system model is known. Adaptive feedback linearization is employed to get asymptotically exact cancellation for the inherent uncertainty in the knowledge of the given parameters of system. The control algorithm is implemented using the feedback linearization technique and adaptive method. The controller parameters are unknown where an adaptive control law aims to drive them towards their ideal values for providing perfect model matching between the reference model and the closed-loop plant model. The converged parameters of controller would then provide good estimates for the unknown plant parameters.

Keywords: Adaptive control, helicopter, feedback linearization, nonlinear control.

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2324 Adomian Method for Second-order Fuzzy Differential Equation

Authors: Lei Wang, Sizong Guo

Abstract:

In this paper, we study the numerical method for solving second-order fuzzy differential equations using Adomian method under strongly generalized differentiability. And, we present an example with initial condition having four different solutions to illustrate the efficiency of the proposed method under strongly generalized differentiability.

Keywords: Fuzzy-valued function, fuzzy initial value problem, strongly generalized differentiability, adomian decomposition method.

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2323 Processing Web-Cam Images by a Neuro-Fuzzy Approach for Vehicular Traffic Monitoring

Authors: A. Faro, D. Giordano, C. Spampinato

Abstract:

Traffic management in an urban area is highly facilitated by the knowledge of the traffic conditions in every street or highway involved in the vehicular mobility system. Aim of the paper is to propose a neuro-fuzzy approach able to compute the main parameters of a traffic system, i.e., car density, velocity and flow, by using the images collected by the web-cams located at the crossroads of the traffic network. The performances of this approach encourage its application when the traffic system is far from the saturation. A fuzzy model is also outlined to evaluate when it is suitable to use more accurate, even if more time consuming, algorithms for measuring traffic conditions near to saturation.

Keywords: Neuro-fuzzy networks, computer vision, Fuzzy systems, intelligent transportation system.

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2322 Self – Tuning Method of Fuzzy System: An Application on Greenhouse Process

Authors: M. Massour El Aoud, M. Franceschi, M. Maher

Abstract:

The approach proposed here is oriented in the direction of fuzzy system for the analysis and the synthesis of intelligent climate controllers, the simulation of the internal climate of the greenhouse is achieved by a linear model whose coefficients are obtained by identification. The use of fuzzy logic controllers for the regulation of climate variables represents a powerful way to minimize the energy cost. Strategies of reduction and optimization are adopted to facilitate the tuning and to reduce the complexity of the controller.

Keywords: Greenhouse, fuzzy logic, optimization, gradient descent.

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2321 Solving Fully Fuzzy Linear Systems by use of a Certain Decomposition of the Coefficient Matrix

Authors: S. H. Nasseri, M. Sohrabi, E. Ardil

Abstract:

In this paper, we give a certain decomposition of the coefficient matrix of the fully fuzzy linear system (FFLS) to obtain a simple algorithm for solving these systems. The new algorithm can solve FFLS in a smaller computing process. We will illustrate our method by solving some examples.

Keywords: Fully fuzzy linear system, Fuzzy number, LUdecomposition.

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2320 A Fuzzy Dynamic Load Balancing Algorithm for Homogenous Distributed Systems

Authors: Ali M. Alakeel

Abstract:

Load balancing in distributed computer systems is the process of redistributing the work load among processors in the system to improve system performance. Most of previous research in using fuzzy logic for the purpose of load balancing has only concentrated in utilizing fuzzy logic concepts in describing processors load and tasks execution length. The responsibility of the fuzzy-based load balancing process itself, however, has not been discussed and in most reported work is assumed to be performed in a distributed fashion by all nodes in the network. This paper proposes a new fuzzy dynamic load balancing algorithm for homogenous distributed systems. The proposed algorithm utilizes fuzzy logic in dealing with inaccurate load information, making load distribution decisions, and maintaining overall system stability. In terms of control, we propose a new approach that specifies how, when, and by which node the load balancing is implemented. Our approach is called Centralized-But-Distributed (CBD).

Keywords: Dynamic load balancing, fuzzy logic, distributed systems, algorithm.

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2319 Performance Comparisons between PID and Adaptive PID Controllers for Travel Angle Control of a Bench-Top Helicopter

Authors: H. Mansor, S. B. Mohd-Noor, T. S. Gunawan, S. Khan, N. I. Othman, N. Tazali, R. B. Islam

Abstract:

This paper provides a comparative study on the performances of standard PID and adaptive PID controllers tested on travel angle of a 3-Degree-of-Freedom (3-DOF) Quanser bench-top helicopter. Quanser, a well-known manufacturer of educational bench-top helicopter has developed Proportional Integration Derivative (PID) controller with Linear Quadratic Regulator (LQR) for all travel, pitch and yaw angle of the bench-top helicopter. The performance of the PID controller is relatively good; however, its performance could also be improved if the controller is combined with adaptive element. The objective of this research is to design adaptive PID controller and then compare the performances of the adaptive PID with the standard PID. The controller design and test is focused on travel angle control only. Adaptive method used in this project is self-tuning controller, which controller’s parameters are updated online. Two adaptive algorithms those are pole-placement and deadbeat have been chosen as the method to achieve optimal controller’s parameters. Performance comparisons have shown that the adaptive (deadbeat) PID controller has produced more desirable performance compared to standard PID and adaptive (poleplacement). The adaptive (deadbeat) PID controller attained very fast settling time (5 seconds) and very small percentage of overshoot (5% to 7.5%) for 10° to 30° step change of travel angle.

Keywords: Adaptive control, bench-top helicopter, deadbeat, pole-placement, self-tuning control.

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2318 Modeling the Symptom-Disease Relationship by Using Rough Set Theory and Formal Concept Analysis

Authors: Mert Bal, Hayri Sever, Oya Kalıpsız

Abstract:

Medical Decision Support Systems (MDSSs) are sophisticated, intelligent systems that can provide inference due to lack of information and uncertainty. In such systems, to model the uncertainty various soft computing methods such as Bayesian networks, rough sets, artificial neural networks, fuzzy logic, inductive logic programming and genetic algorithms and hybrid methods that formed from the combination of the few mentioned methods are used. In this study, symptom-disease relationships are presented by a framework which is modeled with a formal concept analysis and theory, as diseases, objects and attributes of symptoms. After a concept lattice is formed, Bayes theorem can be used to determine the relationships between attributes and objects. A discernibility relation that forms the base of the rough sets can be applied to attribute data sets in order to reduce attributes and decrease the complexity of computation.

Keywords: Formal Concept Analysis, Rough Set Theory, Granular Computing, Medical Decision Support System.

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2317 Constructing a Fuzzy Net Present Value Method to Evaluating the BOT Sport Facilities

Authors: Huei-Fu Lu

Abstract:

This paper is to develop a fuzzy net present value (FNPV) method by taking vague cash flow and imprecise required rate of return into account for evaluating the value of the Build-Operate-Transfer (BOT) sport facilities. In order to clearly manifest a more realistic capital budgeting model based on the classical net present value (NPV) method, some uncertain financial elements in NPV formula will be fuzzified as triangular fuzzy numbers. Through the conscientious manipulation of fuzzy set theory, we will find that the proposed FNPV model is a more explicit extension of classical (crisp) model and could be more practicable for the financial managers to capture the essence of capital budgeting of sport facilities than non-fuzzy model.

Keywords: Fuzzy sets; Capital budgeting, Sport facility, Net present value (NPV), Build-Operate-Transfer (BOT) scheme

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2316 Speed Control of Permanent Magnet Synchronous Motor Using Evolutionary Fuzzy PID Controller

Authors: M. Umabharathi, S. Vijayabaskar

Abstract:

Evolutionary Fuzzy PID Speed Controller for Permanent Magnet Synchronous Motor (PMSM) is developed to achieve the Speed control of PMSM in Closed Loop operation and to deal with the existence of transients. Consider a Fuzzy PID control design problem, based on common control Engineering Knowledge. If the transient error is big, that Good transient performance can be obtained by increasing the P and I gains and decreasing the D gains. To autotune the control parameters of the Fuzzy PID controller, the Evolutionary Algorithms (EA) are developed. EA based Fuzzy PID controller provides better speed control and guarantees the closed loop stability. The Evolutionary Fuzzy PID controller can be implemented in real time Applications without any concern about instabilities that leads to system failure or damage.

Keywords: Evolutionary Algorithm (EA), Fuzzy system, Genetic Algorithm (GA), Membership, Permanent Magnet Synchronous Motor (PMSM).

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2315 Measuring Banks’ Antifragility via Fuzzy Logic

Authors: Danielle Sandler dos Passos, Helder Coelho, Flávia Mori Sarti

Abstract:

Analysing the world banking sector, we realize that traditional risk measurement methodologies no longer reflect the actual scenario with uncertainty and leave out events that can change the dynamics of markets. Considering this, regulators and financial institutions began to search more realistic models. The aim is to include external influences and interdependencies between agents, to describe and measure the operationalization of these complex systems and their risks in a more coherent and credible way. Within this context, X-Events are more frequent than assumed and, with uncertainties and constant changes, the concept of antifragility starts to gain great prominence in comparison to others methodologies of risk management. It is very useful to analyse whether a system succumbs (fragile), resists (robust) or gets benefits (antifragile) from disorder and stress. Thus, this work proposes the creation of the Banking Antifragility Index (BAI), which is based on the calculation of a triangular fuzzy number – to "quantify" qualitative criteria linked to antifragility.

Keywords: Complex adaptive systems, X-events, risk management, antifragility, banking antifragility index, triangular fuzzy number.

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2314 Change Detection and Non Stationary Signals Tracking by Adaptive Filtering

Authors: Mounira RouaÐùnia, Noureddine Doghmane

Abstract:

In this paper we consider the problem of change detection and non stationary signals tracking. Using parametric estimation of signals based on least square lattice adaptive filters we consider for change detection statistical parametric methods using likelihood ratio and hypothesis tests. In order to track signals dynamics, we introduce a compensation procedure in the adaptive estimation. This will improve the adaptive estimation performances and fasten it-s convergence after changes detection.

Keywords: Change detection, Hypothesis test, likelihood ratioleast square lattice adaptive filters.

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2313 Minimal Spanning Tree based Fuzzy Clustering

Authors: Ágnes Vathy-Fogarassy, Balázs Feil, János Abonyi

Abstract:

Most of fuzzy clustering algorithms have some discrepancies, e.g. they are not able to detect clusters with convex shapes, the number of the clusters should be a priori known, they suffer from numerical problems, like sensitiveness to the initialization, etc. This paper studies the synergistic combination of the hierarchical and graph theoretic minimal spanning tree based clustering algorithm with the partitional Gath-Geva fuzzy clustering algorithm. The aim of this hybridization is to increase the robustness and consistency of the clustering results and to decrease the number of the heuristically defined parameters of these algorithms to decrease the influence of the user on the clustering results. For the analysis of the resulted fuzzy clusters a new fuzzy similarity measure based tool has been presented. The calculated similarities of the clusters can be used for the hierarchical clustering of the resulted fuzzy clusters, which information is useful for cluster merging and for the visualization of the clustering results. As the examples used for the illustration of the operation of the new algorithm will show, the proposed algorithm can detect clusters from data with arbitrary shape and does not suffer from the numerical problems of the classical Gath-Geva fuzzy clustering algorithm.

Keywords: Clustering, fuzzy clustering, minimal spanning tree, cluster validity, fuzzy similarity.

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2312 Hybrid Artificial Bee Colony and Least Squares Method for Rule-Based Systems Learning

Authors: Ahcene Habbi, Yassine Boudouaoui

Abstract:

This paper deals with the problem of automatic rule generation for fuzzy systems design. The proposed approach is based on hybrid artificial bee colony (ABC) optimization and weighted least squares (LS) method and aims to find the structure and parameters of fuzzy systems simultaneously. More precisely, two ABC based fuzzy modeling strategies are presented and compared. The first strategy uses global optimization to learn fuzzy models, the second one hybridizes ABC and weighted least squares estimate method. The performances of the proposed ABC and ABC-LS fuzzy modeling strategies are evaluated on complex modeling problems and compared to other advanced modeling methods.

Keywords: Automatic design, learning, fuzzy rules, hybrid, swarm optimization.

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2311 Proposal of Additional Fuzzy Membership Functions in Smoothing Transition Autoregressive Models

Authors: Ε. Giovanis

Abstract:

In this paper we present, propose and examine additional membership functions for the Smoothing Transition Autoregressive (STAR) models. More specifically, we present the tangent hyperbolic, Gaussian and Generalized bell functions. Because Smoothing Transition Autoregressive (STAR) models follow fuzzy logic approach, more fuzzy membership functions should be tested. Furthermore, fuzzy rules can be incorporated or other training or computational methods can be applied as the error backpropagation or genetic algorithm instead to nonlinear squares. We examine two macroeconomic variables of US economy, the inflation rate and the 6-monthly treasury bills interest rates.

Keywords: Forecast , Fuzzy membership functions, Smoothingtransition, Time-series

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