Search results for: Fuzzy logic system
8645 Block Homotopy Perturbation Method for Solving Fuzzy Linear Systems
Authors: Shu-Xin Miao
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In this paper, we present an efficient numerical algorithm, namely block homotopy perturbation method, for solving fuzzy linear systems based on homotopy perturbation method. Some numerical examples are given to show the efficiency of the algorithm.
Keywords: Homotopy perturbation method, fuzzy linear systems, block linear system, fuzzy solution, embedding parameter.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13758644 Adaptation of Iterative Methods to Solve Fuzzy Mathematical Programming Problems
Authors: Ricardo C. Silva, Luiza A. P. Cantao, Akebo Yamakami
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Based on the fuzzy set theory this work develops two adaptations of iterative methods that solve mathematical programming problems with uncertainties in the objective function and in the set of constraints. The first one uses the approach proposed by Zimmermann to fuzzy linear programming problems as a basis and the second one obtains cut levels and later maximizes the membership function of fuzzy decision making using the bound search method. We outline similarities between the two iterative methods studied. Selected examples from the literature are presented to validate the efficiency of the methods addressed.Keywords: Fuzzy Theory, Nonlinear Optimization, Fuzzy Mathematics Programming.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16238643 AHP and Extent Fuzzy AHP Approach for Prioritization of Performance Measurement Attributes
Authors: Remica Aggarwal, Sanjeet Singh
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The decision to recruit manpower in an organization requires clear identification of the criteria (attributes) that distinguish successful from unsuccessful performance. The choice of appropriate attributes or criteria in different levels of hierarchy in an organization is a multi-criteria decision problem and therefore multi-criteria decision making (MCDM) techniques can be used for prioritization of such attributes. Analytic Hierarchy Process (AHP) is one such technique that is widely used for deciding among the complex criteria structure in different levels. In real applications, conventional AHP still cannot reflect the human thinking style as precise data concerning human attributes are quite hard to be extracted. Fuzzy logic offers a systematic base in dealing with situations, which are ambiguous or not well defined. This study aims at defining a methodology to improve the quality of prioritization of an employee-s performance measurement attributes under fuzziness. To do so, a methodology based on the Extent Fuzzy Analytic Hierarchy Process is proposed. Within the model, four main attributes such as Subject knowledge and achievements, Research aptitude, Personal qualities and strengths and Management skills with their subattributes are defined. The two approaches conventional AHP approach and the Extent Fuzzy Analytic Hierarchy Process approach have been compared on the same hierarchy structure and criteria set.Keywords: AHP, Extent analysis method, Fuzzy AHP, Prioritization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 48938642 Implementation of Intuitionistic Fuzzy Approach in Maximizing Net Present Value
Authors: Gaurav Kumar, Rakesh Kumar Bajaj
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The applicability of Net Present Value (NPV) in an investment project is becoming more and more popular in the field of engineering economics. The classical NPV methodology involves only the precise and accurate data of the investment project. In the present communication, we give a new mathematical model for NPV which uses the concept of intuitionistic fuzzy set theory. The proposed model is based on triangular intuitionistic fuzzy number, which may be known as Intuitionistic Fuzzy Net Present Value (IFNPV). The model has been applied to an example and the results are presented.
Keywords: Net Present Value, Intuitionistic Fuzzy Set, Investment Projects.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25148641 Comparison Results of Two-point Fuzzy Boundary Value Problems
Authors: Hsuan-Ku Liu
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This paper investigates the solutions of two-point fuzzy boundary value problems as the form x = f(t, x(t)), x(0) = A and x(l) = B, where A and B are fuzzy numbers. There are four different solutions for the problems when the lateral type of H-derivative is employed to solve the problems. As f(t, x) is a monotone function of x, these four solutions are reduced to two different solutions. As f(t, x(t)) = λx(t) or f(t, x(t)) = -λx(t), solutions and several comparison results are presented to indicate advantages of each solution.
Keywords: Fuzzy derivative, lateral type of H-derivative, fuzzy differential equations, fuzzy boundary value problems, boundary value problems.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15328640 Analysis of Genotype Size for an Evolvable Hardware System
Authors: Emanuele Stomeo, Tatiana Kalganova, Cyrille Lambert
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The evolution of logic circuits, which falls under the heading of evolvable hardware, is carried out by evolutionary algorithms. These algorithms are able to automatically configure reconfigurable devices. One of main difficulties in developing evolvable hardware with the ability to design functional electrical circuits is to choose the most favourable EA features such as fitness function, chromosome representations, population size, genetic operators and individual selection. Until now several researchers from the evolvable hardware community have used and tuned these parameters and various rules on how to select the value of a particular parameter have been proposed. However, to date, no one has presented a study regarding the size of the chromosome representation (circuit layout) to be used as a platform for the evolution in order to increase the evolvability, reduce the number of generations and optimize the digital logic circuits through reducing the number of logic gates. In this paper this topic has been thoroughly investigated and the optimal parameters for these EA features have been proposed. The evolution of logic circuits has been carried out by an extrinsic evolvable hardware system which uses (1+λ) evolution strategy as the core of the evolution.
Keywords: Evolvable hardware, genotype size, computational intelligence, design of logic circuits.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16618639 On λ− Summable of Orlicz Space of Gai Sequences of Fuzzy Numbers
Authors: N.Subramanian, S.Krishnamoorthy, S. Balasubramanian
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In this paper the concept of strongly (λM)p - Ces'aro summability of a sequence of fuzzy numbers and strongly λM- statistically convergent sequences of fuzzy numbers is introduced.Keywords: Fuzzy numbers, statistical convergence, Orlicz space, gai sequence.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19518638 Intelligent Agent System Simulation Using Fear Emotion
Authors: Latifeh PourMohammadBagher
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In this paper I have developed a system for evaluating the degree of fear emotion that the intelligent agent-based system may feel when it encounters to a persecuting event. In this paper I want to describe behaviors of emotional agents using human behavior in terms of the way their emotional states evolve over time. I have implemented a fuzzy inference system using Java environment. As the inputs of this system, I have considered three parameters related on human fear emotion. The system outputs can be used in agent decision making process or choosing a person for team working systems by combination the intensity of fear to other emotion intensities.Keywords: Emotion simulation, Fear, Fuzzy intelligent agent
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14628637 A Hybrid Expert System for Generating Stock Trading Signals
Authors: Hosein Hamisheh Bahar, Mohammad Hossein Fazel Zarandi, Akbar Esfahanipour
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In this paper, a hybrid expert system is developed by using fuzzy genetic network programming with reinforcement learning (GNP-RL). In this system, the frame-based structure of the system uses the trading rules extracted by GNP. These rules are extracted by using technical indices of the stock prices in the training time period. For developing this system, we applied fuzzy node transition and decision making in both processing and judgment nodes of GNP-RL. Consequently, using these method not only did increase the accuracy of node transition and decision making in GNP's nodes, but also extended the GNP's binary signals to ternary trading signals. In the other words, in our proposed Fuzzy GNP-RL model, a No Trade signal is added to conventional Buy or Sell signals. Finally, the obtained rules are used in a frame-based system implemented in Kappa-PC software. This developed trading system has been used to generate trading signals for ten companies listed in Tehran Stock Exchange (TSE). The simulation results in the testing time period shows that the developed system has more favorable performance in comparison with the Buy and Hold strategy.
Keywords: Fuzzy genetic network programming, hybrid expert system, technical trading signal, Tehran stock exchange.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18598636 Prediction of Dissolved Oxygen in Rivers Using a Wang-Mendel Method – Case Study of Au Sable River
Authors: Mahmoud R. Shaghaghian
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Amount of dissolve oxygen in a river has a great direct affect on aquatic macroinvertebrates and this would influence on the region ecosystem indirectly. In this paper it is tried to predict dissolved oxygen in rivers by employing an easy Fuzzy Logic Modeling, Wang Mendel method. This model just uses previous records to estimate upcoming values. For this purpose daily and hourly records of eight stations in Au Sable watershed in Michigan, United States are employed for 12 years and 50 days period respectively. Calculations indicate that for long period prediction it is better to increase input intervals. But for filling missed data it is advisable to decrease the interval. Increasing partitioning of input and output features influence a little on accuracy but make the model too time consuming. Increment in number of input data also act like number of partitioning. Large amount of train data does not modify accuracy essentially, so, an optimum training length should be selected.
Keywords: Dissolved oxygen, Au Sable, fuzzy logic modeling, Wang Mendel.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18918635 Using Interval Constrained Petri Nets for the Fuzzy Regulation of Quality: Case of Assembly Process Mechanics
Authors: Nabli L., Dhouibi H., Collart Dutilleul S., Craye E.
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The indistinctness of the manufacturing processes makes that a parts cannot be realized in an absolutely exact way towards the specifications on the dimensions. It is thus necessary to assume that the effectively realized product has to belong in a very strict way to compatible intervals with a correct functioning of the parts. In this paper we present an approach based on mixing tow different characteristics theories, the fuzzy system and Petri net system. This tool has been proposed to model and control the quality in an assembly system. A robust command of a mechanical assembly process is presented as an application. This command will then have to maintain the specifications interval of parts in front of the variations. It also illustrates how the technique reacts when the product quality is high, medium, or low.
Keywords: Petri nets, production rate, performance evaluation, tolerant system, fuzzy sets.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12778634 Performance Evaluation of Hybrid Intelligent Controllers in Load Frequency Control of Multi Area Interconnected Power Systems
Authors: Surya Prakash, Sunil Kumar Sinha
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This paper deals with the application of artificial neural network (ANN) and fuzzy based Adaptive Neuro Fuzzy Inference System(ANFIS) approach to Load Frequency Control (LFC) of multi unequal area hydro-thermal interconnected power system. The proposed ANFIS controller combines the advantages of fuzzy controller as well as quick response and adaptability nature of ANN. Area-1 and area-2 consists of thermal reheat power plant whereas area-3 and area-4 consists of hydro power plant with electric governor. Performance evaluation is carried out by using intelligent controller like ANFIS, ANN and Fuzzy controllers and conventional PI and PID control approaches. To enhance the performance of intelligent and conventional controller sliding surface is included. The performances of the controllers are simulated using MATLAB/SIMULINK package. A comparison of ANFIS, ANN, Fuzzy, PI and PID based approaches shows the superiority of proposed ANFIS over ANN & fuzzy, PI and PID controller for 1% step load variation.Keywords: Load Frequency Control (LFC), ANFIS, ANN & Fuzzy, PI, PID Controllers, Area Control Error (ACE), Tie-line, MATLAB / SIMULINK.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 36608633 Generalized Measures of Fuzzy Entropy and their Properties
Authors: K.C. Deshmukh, P.G. Khot, Nikhil
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In the present communication, we have proposed some new generalized measure of fuzzy entropy based upon real parameters, discussed their and desirable properties, and presented these measures graphically. An important property, that is, monotonicity of the proposed measures has also been studied.Keywords: Fuzzy numbers, Fuzzy entropy, Characteristicfunction, Crisp set, Monotonicity.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14728632 Improving Digital Image Edge Detection by Fuzzy Systems
Authors: Begol, Moslem, Maghooli, Keivan
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Image Edge Detection is one of the most important parts of image processing. In this paper, by fuzzy technique, a new method is used to improve digital image edge detection. In this method, a 3x3 mask is employed to process each pixel by means of vicinity. Each pixel is considered a fuzzy input and by examining fuzzy rules in its vicinity, the edge pixel is specified and by utilizing calculation algorithms in image processing, edges are displayed more clearly. This method shows significant improvement compared to different edge detection methods (e.g. Sobel, Canny).Keywords: Fuzzy Systems, Edge Detection, Fuzzy edgedetection
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20878631 Fuzzy Logic Approach to Robust Regression Models of Uncertain Medical Categories
Authors: Arkady Bolotin
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Dichotomization of the outcome by a single cut-off point is an important part of various medical studies. Usually the relationship between the resulted dichotomized dependent variable and explanatory variables is analyzed with linear regression, probit regression or logistic regression. However, in many real-life situations, a certain cut-off point dividing the outcome into two groups is unknown and can be specified only approximately, i.e. surrounded by some (small) uncertainty. It means that in order to have any practical meaning the regression model must be robust to this uncertainty. In this paper, we show that neither the beta in the linear regression model, nor its significance level is robust to the small variations in the dichotomization cut-off point. As an alternative robust approach to the problem of uncertain medical categories, we propose to use the linear regression model with the fuzzy membership function as a dependent variable. This fuzzy membership function denotes to what degree the value of the underlying (continuous) outcome falls below or above the dichotomization cut-off point. In the paper, we demonstrate that the linear regression model of the fuzzy dependent variable can be insensitive against the uncertainty in the cut-off point location. In the paper we present the modeling results from the real study of low hemoglobin levels in infants. We systematically test the robustness of the binomial regression model and the linear regression model with the fuzzy dependent variable by changing the boundary for the category Anemia and show that the behavior of the latter model persists over a quite wide interval.
Keywords: Categorization, Uncertain medical categories, Binomial regression model, Fuzzy dependent variable, Robustness.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15598630 Association Rule and Decision Tree based Methodsfor Fuzzy Rule Base Generation
Authors: Ferenc Peter Pach, Janos Abonyi
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This paper focuses on the data-driven generation of fuzzy IF...THEN rules. The resulted fuzzy rule base can be applied to build a classifier, a model used for prediction, or it can be applied to form a decision support system. Among the wide range of possible approaches, the decision tree and the association rule based algorithms are overviewed, and two new approaches are presented based on the a priori fuzzy clustering based partitioning of the continuous input variables. An application study is also presented, where the developed methods are tested on the well known Wisconsin Breast Cancer classification problem. Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23038629 Fuzzy Multi-Criteria Framework for Supporting Biofuels Policy Making
Authors: Jadwiga R. Ziolkowska
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In this paper, a fuzzy algorithm and a fuzzy multicriteria decision framework are developed and used for a practical question of optimizing biofuels policy making. The methodological framework shows how to incorporate fuzzy set theory in a decision process of finding a sustainable biofuels policy among several policy options. Fuzzy set theory is used here as a tool to deal with uncertainties of decision environment, vagueness and ambiguities of policy objectives, subjectivities of human assessments and imprecise and incomplete information about the evaluated policy instruments.Keywords: Fuzzy set theory, multi-criteria decision-makingsupport, uncertainties, policy making, biofuels
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20308628 A Centroid Ranking Approach Based Fuzzy MCDM Model
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This paper suggests ranking alternatives under fuzzy MCDM (multiple criteria decision making) via an centroid based ranking approach, where criteria are classified to benefit qualitative, benefit quantitative and cost quantitative ones. The ratings of alternatives versus qualitative criteria and the importance weights of all criteria are assessed in linguistic values represented by fuzzy numbers. The membership function for the final fuzzy evaluation value of each alternative can be developed through α-cuts and interval arithmetic of fuzzy numbers. The distance between the original point and the relative centroid is applied to defuzzify the final fuzzy evaluation values in order to rank alternatives. Finally a numerical example demonstrates the computation procedure of the proposed model.
Keywords: Fuzzy MCDM, Criteria, Fuzzy number, Ranking, Relative centroid.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16758627 Fuzzy Processing of Uncertain Data
Authors: Petr Morávek, Miloš Šeda
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In practice, we often come across situations where it is necessary to make decisions based on incomplete or uncertain data. In control systems it may be due to the unknown exact mathematical model, or its excessive complexity (e.g. nonlinearity) when it is necessary to simplify it, respectively, to solve it using a rule base. In the case of databases, searching data we compare a similarity measure with of the requirements of the selection with stored data, where both the select query and the data itself may contain vague terms, for example in the form of linguistic qualifiers. In this paper, we focus on the processing of uncertain data in databases and demonstrate it on the example multi-criteria decision making in the selection of variants, specified by higher number of technical parameters.Keywords: fuzzy logic, linguistic variable, multicriteria decision
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14188626 A Fuzzy Tumor Volume Estimation Approach Based On Fuzzy Segmentation of MR Images
Authors: Sara A.Yones, Ahmed S. Moussa
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Quantitative measurements of tumor in general and tumor volume in particular, become more realistic with the use of Magnetic Resonance imaging, especially when the tumor morphological changes become irregular and difficult to assess by clinical examination. However, tumor volume estimation strongly depends on the image segmentation, which is fuzzy by nature. In this paper a fuzzy approach is presented for tumor volume segmentation based on the fuzzy connectedness algorithm. The fuzzy affinity matrix resulting from segmentation is then used to estimate a fuzzy volume based on a certainty parameter, an Alpha Cut, defined by the user. The proposed method was shown to highly affect treatment decisions. A statistical analysis was performed in this study to validate the results based on a manual method for volume estimation and the importance of using the Alpha Cut is further explained.
Keywords: Alpha Cut, Fuzzy Connectedness, Magnetic Resonance Imaging, Tumor volume estimation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23988625 MITAutomatic ECG Beat Tachycardia Detection Using Artificial Neural Network
Authors: R. Amandi, A. Shahbazi, A. Mohebi, M. Bazargan, Y. Jaberi, P. Emadi, A. Valizade
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The application of Neural Network for disease diagnosis has made great progress and is widely used by physicians. An Electrocardiogram carries vital information about heart activity and physicians use this signal for cardiac disease diagnosis which was the great motivation towards our study. In our work, tachycardia features obtained are used for the training and testing of a Neural Network. In this study we are using Fuzzy Probabilistic Neural Networks as an automatic technique for ECG signal analysis. As every real signal recorded by the equipment can have different artifacts, we needed to do some preprocessing steps before feeding it to our system. Wavelet transform is used for extracting the morphological parameters of the ECG signal. The outcome of the approach for the variety of arrhythmias shows the represented approach is superior than prior presented algorithms with an average accuracy of about %95 for more than 7 tachy arrhythmias.Keywords: Fuzzy Logic, Probabilistic Neural Network, Tachycardia, Wavelet Transform.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22908624 Web Driving Performance Monitoring System
Authors: Ahmad Aljaafreh
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Safer driver behavior promoting is the main goal of this paper. It is a fact that drivers behavior is relatively safer when being monitored. Thus, in this paper, we propose a monitoring system to report specific driving event as well as the potentially aggressive events for estimation of the driving performance. Our driving monitoring system is composed of two parts. The first part is the in-vehicle embedded system which is composed of a GPS receiver, a two-axis accelerometer, radar sensor, OBD interface, and GPRS modem. The design considerations that led to this architecture is described in this paper. The second part is a web server where an adaptive hierarchical fuzzy system is proposed to classify the driving performance based on the data that is sent by the in-vehicle embedded system and the data that is provided by the geographical information system (GIS). Our system is robust, inexpensive and small enough to fit inside a vehicle without distracting the driver.
Keywords: Driving monitoring system, In-vehicle embedded system, Hierarchical fuzzy system.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24678623 Model Order Reduction of Discrete-Time Systems Using Fuzzy C-Means Clustering
Authors: Anirudha Narain, Dinesh Chandra, Ravindra K. S.
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A computationally simple approach of model order reduction for single input single output (SISO) and linear timeinvariant discrete systems modeled in frequency domain is proposed in this paper. Denominator of the reduced order model is determined using fuzzy C-means clustering while the numerator parameters are found by matching time moments and Markov parameters of high order system.
Keywords: Model Order reduction, Discrete-time system, Fuzzy C-Means Clustering, Padé approximation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 28138622 A New Hybrid Optimization Method for Optimum Distribution Capacitor Planning
Authors: A. R. Seifi
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This work presents a new algorithm based on a combination of fuzzy (FUZ), Dynamic Programming (DP), and Genetic Algorithm (GA) approach for capacitor allocation in distribution feeders. The problem formulation considers two distinct objectives related to total cost of power loss and total cost of capacitors including the purchase and installation costs. The novel formulation is a multi-objective and non-differentiable optimization problem. The proposed method of this article uses fuzzy reasoning for sitting of capacitors in radial distribution feeders, DP for sizing and finally GA for finding the optimum shape of membership functions which are used in fuzzy reasoning stage. The proposed method has been implemented in a software package and its effectiveness has been verified through a 9-bus radial distribution feeder for the sake of conclusions supports. A comparison has been done among the proposed method of this paper and similar methods in other research works that shows the effectiveness of the proposed method of this paper for solving optimum capacitor planning problem.
Keywords: Capacitor planning, Fuzzy logic method, Genetic Algorithm, Dynamic programming, Radial Distribution feeder
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16108621 (λ, μ)-Intuitionistic Fuzzy Subgroups of Groups with Operators
Authors: Shaoquan Sun, Chunxiang Liu
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The aim of this paper is to introduce the concepts of the (λ, μ)-intuitionistic fuzzy subgroups and (λ, μ)-intuitionistic fuzzy normal subgroups of groups with operators, and to investigate their properties and characterizations based on M-group homomorphism.Keywords: Intuitionistic fuzzy group, (λ, μ)-intuitionistic fuzzy subgroup of groups with operators, (λ, μ)-intuitionistic fuzzy normal subgroup of groups with operators, M-group homomorphism.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17738620 Big Bang – Big Crunch Learning Method for Fuzzy Cognitive Maps
Authors: Engin Yesil, Leon Urbas
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Modeling of complex dynamic systems, which are very complicated to establish mathematical models, requires new and modern methodologies that will exploit the existing expert knowledge, human experience and historical data. Fuzzy cognitive maps are very suitable, simple, and powerful tools for simulation and analysis of these kinds of dynamic systems. However, human experts are subjective and can handle only relatively simple fuzzy cognitive maps; therefore, there is a need of developing new approaches for an automated generation of fuzzy cognitive maps using historical data. In this study, a new learning algorithm, which is called Big Bang-Big Crunch, is proposed for the first time in literature for an automated generation of fuzzy cognitive maps from data. Two real-world examples; namely a process control system and radiation therapy process, and one synthetic model are used to emphasize the effectiveness and usefulness of the proposed methodology.Keywords: Big Bang-Big Crunch optimization, Dynamic Systems, Fuzzy Cognitive Maps, Learning.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18418619 Adaptive Neuro-Fuzzy Inference System for Financial Trading using Intraday Seasonality Observation Model
Authors: A. Kablan
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The prediction of financial time series is a very complicated process. If the efficient market hypothesis holds, then the predictability of most financial time series would be a rather controversial issue, due to the fact that the current price contains already all available information in the market. This paper extends the Adaptive Neuro Fuzzy Inference System for High Frequency Trading which is an expert system that is capable of using fuzzy reasoning combined with the pattern recognition capability of neural networks to be used in financial forecasting and trading in high frequency. However, in order to eliminate unnecessary input in the training phase a new event based volatility model was proposed. Taking volatility and the scaling laws of financial time series into consideration has brought about the development of the Intraday Seasonality Observation Model. This new model allows the observation of specific events and seasonalities in data and subsequently removes any unnecessary data. This new event based volatility model provides the ANFIS system with more accurate input and has increased the overall performance of the system.Keywords: Adaptive Neuro-fuzzy Inference system, High Frequency Trading, Intraday Seasonality Observation Model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 33958618 Intuitionistic Fuzzy Positive Implicative Ideals with Thresholds (λ,μ) of BCI-Algebras
Authors: Qianqian Li, Shaoquan Sun
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The aim of this paper is to introduce the notion of intuitionistic fuzzy positive implicative ideals with thresholds (λ, μ) of BCI-algebras and to investigate its properties and characterizations.Keywords: BCI-algebra, intuitionistic fuzzy set, intuitionistic fuzzy ideal with thresholds (λ, μ), intuitionistic fuzzy positive implicative ideal with thresholds (λ, μ).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21098617 Adaptive Fuzzy Control on EDF Scheduling
Authors: Xiangbin Zhu
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EDF (Early Deadline First) algorithm is a very important scheduling algorithm for real- time systems . The EDF algorithm assigns priorities to each job according to their absolute deadlines and has good performance when the real-time system is not overloaded. When the real-time system is overloaded, many misdeadlines will be produced. But these misdeadlines are not uniformly distributed, which usually focus on some tasks. In this paper, we present an adaptive fuzzy control scheduling based on EDF algorithm. The improved algorithm can have a rectangular distribution of misdeadline ratios among all real-time tasks when the system is overloaded. To evaluate the effectiveness of the improved algorithm, we have done extensive simulation studies. The simulation results show that the new algorithm is superior to the old algorithm.
Keywords: Fuzzy control, real-time systems, EDF, misdeadline ratio.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14948616 A Fuzzy Decision Making Approach for Supplier Selection in Healthcare Industry
Authors: Zeynep Sener, Mehtap Dursun
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Supplier evaluation and selection is one of the most important components of an effective supply chain management system. Due to the expanding competition in healthcare, selecting the right medical device suppliers offers great potential for increasing quality while decreasing costs. This paper proposes a fuzzy decision making approach for medical supplier selection. A real-world medical device supplier selection problem is presented to illustrate the application of the proposed decision methodology.
Keywords: Fuzzy decision making, fuzzy multiple objective programming, medical supply chain, supplier selection.
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