Search results for: Multiple Criteria Decision Making (MCDM)

Authors: T. Valdbjørn Rasmussen

Abstract:

Design criteria for achieving an acceptable indoor radon concentration are presented in this paper. The paper suggests three design criteria. These criteria have to be considered at the early stage of the building design phase to meet the latest recommendations from the World Health Organization in most countries. The three design criteria are; first, establishing a radon barrier facing the ground; second, lowering the air pressure in the lower zone of the slab on ground facing downwards; third, diluting the indoor air with outdoor air. The first two criteria can prevent radon from infiltrating from the ground, and the third criteria can dilute the indoor air. By combining these three criteria, the indoor radon concentration can be lowered achieving an acceptable level. In addition, a cheap and reliable method for measuring the radon concentration in the indoor air is described. The provision on radon in the Danish Building Regulations complies with the latest recommendations from the World Health Organization. Radon can cause lung cancer and it is not known whether there is a lower limit for when it is not harmful to human beings. Therefore, it is important to reduce the radon concentration as much as possible in buildings. Airtightness is an important factor when dealing with buildings. It is important to avoid air leakages in the building envelope both facing the atmosphere, e.g. in compliance with energy requirements, but also facing the ground, to meet the requirements to ensure and control the indoor environment. Infiltration of air from the ground underneath a building is the main providing source of radon to the indoor air.

Keywords: Radon, natural radiation, barrier, pressure lowering, ventilation.

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Authors: Abhijit Mitra, Pranab Kumar Banerjee, C. Ardil

Abstract:

We introduce an effective approach for automatic offline au- thentication of handwritten samples where the forgeries are skillfully done, i.e., the true and forgery sample appearances are almost alike. Subtle details of temporal information used in online verification are not available offline and are also hard to recover robustly. Thus the spatial dynamic information like the pen-tip pressure characteristics are considered, emphasizing on the extraction of low density pixels. The points result from the ballistic rhythm of a genuine signature which a forgery, however skillful that may be, always lacks. Ten effective features, including these low density points and den- sity ratio, are proposed to make the distinction between a true and a forgery sample. An adaptive decision criteria is also derived for better verification judgements.

Keywords: Handwritten document verification, Skilled forgeries, Low density pixels, Adaptive decision boundary.

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Authors: J.H. Park, S. Lakshmanan, H.Y. Jung, S.M. Lee

Abstract:

This paper is concerned with the delay-distributiondependent stability criteria for bidirectional associative memory (BAM) neural networks with time-varying delays. Based on the Lyapunov-Krasovskii functional and stochastic analysis approach, a delay-probability-distribution-dependent sufficient condition is derived to achieve the globally asymptotically mean square stable of the considered BAM neural networks. The criteria are formulated in terms of a set of linear matrix inequalities (LMIs), which can be checked efficiently by use of some standard numerical packages. Finally, a numerical example and its simulation is given to demonstrate the usefulness and effectiveness of the proposed results.

Keywords: BAM neural networks, Probabilistic time-varying delays, Stability criteria.

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Authors: Toshitaka Higashino, Naoki Wakamiya

Abstract:

Human beings perform a task by perceiving information from outside, recognizing them, and responding them. There have been various attempts to analyze and understand internal processes behind the reaction to a given stimulus by conducting psychological experiments and analysis from multiple perspectives. Among these, we focused on Model Human Processor (MHP). However, it was built based on psychological experiments and thus the relation with brain activity was unclear so far. To verify the validity of the MHP and propose our model from a viewpoint of neuroscience, EEG (Electroencephalography) measurements are performed during experiments in this study. More specifically, first, experiments were conducted where Latin alphabet characters were used as visual stimuli. In addition to response time, ERPs (event-related potentials) such as N100 and P300 were measured by using EEG. By comparing cycle time predicted by the MHP and latency of ERPs, it was found that N100, related to perception of stimuli, appeared at the end of the perceptual processor. Furthermore, by conducting an additional experiment, it was revealed that P300, related to decision making, appeared during the response decision process, not at the end. Second, by experiments using Japanese Hiragana characters, i.e. Japan's own phonetic symbols, those findings were confirmed. Finally, Japanese Kanji characters were used as more complicated visual stimuli. A Kanji character usually has several readings and several meanings. Despite the difference, a reading-related task and a meaning-related task exhibited similar results, meaning that they involved similar information processing processes of the brain. Based on those results, our model was proposed which reflects response time and ERP latency. It consists of three processors: the perception processor from an input of a stimulus to appearance of N100, the cognitive processor from N100 to P300, and the decision-action processor from P300 to response. Using our model, an application system which reflects brain activity can be established.

Keywords: Brain activity, EEG, information processing model, model human processor.

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Authors: Riham A. Ragheb

Abstract:

Water is a fundamental attraction in all cultures and among all classes of people,tourists and citizens. It is a favorite location for major tourism initiatives, celebrations and ceremonies. The vitality of any city depends on citizen action to take part in creating the neighborhoods they desire. Waterfront can provide extensive new areas of high quality public open space in parts of the city that are popular venues for social activities and also have the highest land values. Each city must have a character that can be used as a key attraction for the development. The morphology of a waterfront can be identified by both its physical characteristics and the socio-cultural activities that take place in the area. Alexandria has been selected as an area of study because it has a unique character due to its possession of a variety of waterfronts.

This paper aims to set some criteria of successful waterfront development and then through these criteria analyzing the development of the Qaitbay waterfront in the eastern harbor in Alexandria, Egypt. Hence, a comprehensive improvement of the waterfront areas is certainly needed to ensure a successful waterfront development radiated the sense of uniformity and coherence.

Alexandria can benefit from these criteria to develop its urban waterfront in order to preserve and revitalize its unique waterfront character and achieve mixed uses and tourism development.

Keywords: Place making, Qaitbay, responsive environment, sustainable urban design, waterfront development.

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Authors: Arazi Idrus, Christiono Utomo

Abstract:

This paper presents functionality of negotiation agent on value-based design decision. The functionality is based on the characteristics of the system and goal specification. A Prometheus Design Tool model was used for developing the system. Group functionality will be the attribute for negotiation agents, which comprises a coordinator agent and decision- maker agent. The results of the testing of the system to a building system selection on valuebased decision environment are also presented.

Keywords: Functionality, negotiation agent, value-baseddecision

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Authors: N. Miklavčič, U. Kugovnik, N. Galkina, P. Ribarič, R. Vončina

Abstract:

Today the need for weather predictions is deeply rooted in the everyday life of people as well as it is in industry. The forecasts influence final decision-making processes in multiple areas from agriculture and prevention of natural disasters to air traffic regulations and solutions on a national level for health, security, and economic problems. Namely in Slovenia, alongside other existing forms of application, weather forecasts are adopted for the prognosis of electrical current transmission through powerlines. Meteorological parameters are one of the key factors which need to be considered in estimations of the reliable supply of electrical energy to consumers. And like for any other measured value, the knowledge about measurement uncertainty is critical also for the secure and reliable supply of energy. The estimation of measurement uncertainty grants us a more accurate interpretation of data, a better quality of the end results, and even a possibility of improvement of weather forecast models.

Keywords: Measurement uncertainty, microscale meteorological model, CALMET meteorological station, orthogonal regression.

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Authors: Ahmad Aljaafreh

Abstract:

This paper proposes a hierarchical hidden Markov model (HHMM) to model the detection of M vehicles in a wireless sensor network (WSN). The HHMM model contains an extra level of hidden Markov model to model the temporal transitions of each state of the first HMM. By modeling the temporal transitions, only those hypothesis with nonzero transition probabilities needs to be tested. Thus, this method efficiently reduces the computation load, which is preferable in WSN applications.This paper integrates several techniques to optimize the detection performance. The output of the states of the first HMM is modeled as Gaussian Mixture Model (GMM), where the number of states and the number of Gaussians are experimentally determined, while the other parameters are estimated using Expectation Maximization (EM). HHMM is used to model the sequence of the local decisions which are based on multiple hypothesis testing with maximum likelihood approach. The states in the HHMM represent various combinations of vehicles of different types. Due to the statistical advantages of multisensor data fusion, we propose a heuristic based on fuzzy weighted majority voting to enhance cooperative classification of moving vehicles within a region that is monitored by a wireless sensor network. A fuzzy inference system weighs each local decision based on the signal to noise ratio of the acoustic signal for target detection and the signal to noise ratio of the radio signal for sensor communication. The spatial correlation among the observations of neighboring sensor nodes is efficiently utilized as well as the temporal correlation. Simulation results demonstrate the efficiency of this scheme.

Keywords: Classification, decision fusion, fuzzy logic, hidden Markov model

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Authors: Ileladewa Adeoye Abiodun, Cheng Wai Khuen

Abstract:

Multi-Agent Systems (MAS) emerged in the pursuit to improve our standard of living, and hence can manifest complex human behaviors such as communication, decision making, negotiation and self-organization. The Social Network Services (SNSs) have attracted millions of users, many of whom have integrated these sites into their daily practices. The domains of MAS and SNS have lots of similarities such as architecture, features and functions. Exploring social network users- behavior through multiagent model is therefore our research focus, in order to generate more accurate and meaningful information to SNS users. An application of MAS is the e-Auction and e-Rental services of the Universiti Cyber AgenT(UniCAT), a Social Network for students in Universiti Tunku Abdul Rahman (UTAR), Kampar, Malaysia, built around the Belief- Desire-Intention (BDI) model. However, in spite of the various advantages of the BDI model, it has also been discovered to have some shortcomings. This paper therefore proposes a multi-agent framework utilizing a modified BDI model- Belief-Desire-Intention in Dynamic and Uncertain Situations (BDIDUS), using UniCAT system as a case study.

Keywords: Distributed Data Mining, Multi-Agent Systems, Preference-Based, SNS.

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Authors: Makram Ben Jeddou

Abstract:

ABC classification is widely used by managers for inventory control. The classical ABC classification is based on Pareto principle and according to the criterion of the annual use value only. Single criterion classification is often insufficient for a closely inventory control. Multi-criteria inventory classification models have been proposed by researchers in order to consider other important criteria. From these models, we will consider a specific model in order to make a sensitive analysis on the composite score calculated for each item. In fact, this score, based on a normalized average between a good and a bad optimized index, can affect the ABC-item classification. We will focus on items differently assigned to classes and then propose a classification compromise.

Keywords: ABC classification, Multi criteria inventory classification models, ZF-model.

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Authors: Razilan A. Kadir, Wan A. K. W. Dollah, Fatimah A. Saaid, S. Diljit

Abstract:

Academic digital libraries emerged as a result of advances in computing and information systems technologies, and had been introduced in universities and to public. As results, moving in parallel with current technology in learning and researching environment indeed offers myriad of advantages especially to students and academicians, as well as researchers. This is due to dramatic changes in learning environment through the use of digital library system which giving spectacular impact on these societies- way of performing their study/research. This paper presents a survey of current criteria for evaluating academic digital libraries- performance. The goal is to discuss criteria being applied so far for academic digital libraries evaluation in the context of user-centered design. Although this paper does not comprehensively take into account all previous researches in evaluating academic digital libraries but at least it can be a guide in understanding the evaluation criteria being widely applied.

Keywords: Academic digital libraries, evaluation criteria, performance, user-centered.

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Authors: M. S. Osman, A. A. Tharwat, I. A. El-Khodary, A. G. Chalabi

Abstract:

In this paper, we propose a multiple objective optimization model with respect to portfolio selection problem for investors looking forward to diversify their equity investments in a number of equity markets. Based on Markowitz-s M-V model we developed a Fuzzy Mixed Integer Multi-Objective Nonlinear Programming Problem (FMIMONLP) to maximize the investors- future gains on equity markets, reach the optimal proportion of the budget to be invested in different equities. A numerical example with a comprehensive analysis on artificial data from several equity markets is presented in order to illustrate the proposed model and its solution method. The model performed well compared with the deterministic version of the model.

Keywords: Equity Markets, Future Scenarios, PortfolioSelection, Multiple Criteria Fuzzy Optimization

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Authors: Othoman Elsayah, Naren Gupta, Binsheng Zhang

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The construction sector constitutes one of the most important sectors in the economy of any country. Contractor selection is a critical decision that is undertaken by client organizations and is central to the success of any construction project. Contractor selection (CS) is a process which involves investigating, screening and determining whether candidate contractors have the technical and financial capability to be accepted to formally tender for construction work. The process should be conducted prior to the award of contract, characterized by many factors such as: contactor’s skills, experience on similar projects, track- record in the industry, and financial stability. However, this paper evaluates the current state of knowledge in relation to contractor selection process and demonstrates the findings from the analysis of the data collected from the Delphi questionnaire survey. The survey was conducted with a group of 12 experts working in the Libyan construction industry (LCI). The paper starts by briefly explaining the general outline of the questionnaire including the survey participation rate, the different fields the experts came from, and the business titles of the participants. Then the paper describes the tests used to determine when the experts had reached consensus. The paper is based on research which aims to develop rank contractor selection criteria with specific application to make construction projects in the Libyan context. The findings of this study will be utilized to establish the scope of work that will be used as part of a PhD research.

Keywords: Contractor selection, Libyan construction industry, Decision experts and Delphi technique.

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Authors: Romain Ben Taleb, Aurélie Montarnal, Matthieu Lauras, Mathieu Dahan, Romain Miclo

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To be competitive and sustainable, any company has to maximize its value. However, unlike listed companies that can assess their values based on market shares, most Small and Medium Enterprises (SMEs) which are non-listed cannot have direct and live access to this critical information. Traditional accounting reports only give limited insights to SME decision-makers about the real impact of their day-to-day decisions on the company’s performance and value. Most of the time, an SME’s financial valuation is made one time a year as the associated process is time and resource-consuming, requiring several months and external expertise to be completed. To solve this issue, we propose in this paper a value-oriented metamodel that enables real-time and dynamic assessment of the SME’s value based on the large definition of their assets. These assets cover a wider scope of resources of the company and better account for immaterial assets. The proposal, which is illustrated in a case study, discusses the benefits of incorporating assets in the SME valuation.

Keywords: SME, metamodel, decision support system, financial valuation.

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Authors: José M. Merigó, Anna M. Gil-Lafuente

Abstract:

We study the possibility of using geometric operators in the selection of human resources. We develop three new methods that use the ordered weighted geometric (OWG) operator in different indexes used for the selection of human resources. The objective of these models is to manipulate the neutrality of the old methods so the decision maker is able to select human resources according to his particular attitude. In order to develop these models, first a short revision of the OWG operator is developed. Second, we briefly explain the general process for the selection of human resources. Then, we develop the three new indexes. They will use the OWG operator in the Hamming distance, in the adequacy coefficient and in the index of maximum and minimum level. Finally, an illustrative example about the new approach is given.

Keywords: OWG operator, decision making, human resources, Hamming distance.

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Authors: Jaime R. S. Fonseca

Abstract:

Nevertheless the widespread application of finite mixture models in segmentation, finite mixture model selection is still an important issue. In fact, the selection of an adequate number of segments is a key issue in deriving latent segments structures and it is desirable that the selection criteria used for this end are effective. In order to select among several information criteria, which may support the selection of the correct number of segments we conduct a simulation study. In particular, this study is intended to determine which information criteria are more appropriate for mixture model selection when considering data sets with only categorical segmentation base variables. The generation of mixtures of multinomial data supports the proposed analysis. As a result, we establish a relationship between the level of measurement of segmentation variables and some (eleven) information criteria-s performance. The criterion AIC3 shows better performance (it indicates the correct number of the simulated segments- structure more often) when referring to mixtures of multinomial segmentation base variables.

Keywords: Quantitative Methods, Multivariate Data Analysis, Clustering, Finite Mixture Models, Information Theoretical Criteria, Simulation experiments.

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Authors: B. Bakır, İ. Batmaz, F. A. Güntürkün, İ. A. İpekçi, G. Köksal, N. E. Özdemirel

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The main aim of this study is to identify the most influential variables that cause defects on the items produced by a casting company located in Turkey. To this end, one of the items produced by the company with high defective percentage rates is selected. Two approaches-the regression analysis and decision treesare used to model the relationship between process parameters and defect types. Although logistic regression models failed, decision tree model gives meaningful results. Based on these results, it can be claimed that the decision tree approach is a promising technique for determining the most important process variables.

Keywords: Casting industry, decision tree algorithm C5.0, logistic regression, quality improvement.

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Authors: Matheus Borges Carneiro, Fabiane Letícia Lizarelli, José Carlos de Toledo

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The evolution of quality management by companies was strongly enabled by, among others, ISO 9001 certification, which is considered a crucial requirement for several customers. Likewise, performance measurement provides useful insights for companies to identify the reflection of their decision-making process on their improvement. One of the most used performance measurement models is the balanced scorecard (BSC), which uses four perspectives to address a firm’s performance: financial, internal process, customer satisfaction, and learning and growth. Since ISO 9001 certified firms are likely to measure their performance through BSC approach, it is important to verify whether the certificate influences the firm performance or not. Therefore, this paper aims to verify the impact of ISO 9001:2015 on Brazilian firms’ performance based on the BSC perspective. Hence, nine certified companies located in the Southeast region of Brazil were studied through a multiple case study approach. Within this study, it was possible to identify the positive impact of ISO 9001 on firms’ overall performance, and four Critical Success Factors (CSFs) were identified as relevant on the linkage among ISO 9001 and firms’ performance: employee involvement, top management, process management, and customer focus. Due to the COVID-19 pandemic, the number of interviews was limited to the quality manager specialist, and the sample was limited since several companies were closed during the period of the study. This study presents an in-depth analysis of how the relationship between ISO 9001 certification and firms’ performance in a developing country is.

Keywords: Balanced scorecard, Brazilian firms’ performance, critical success factors, ISO 9001 certification, performance measurement.

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Authors: Dejanira Araiza-Illan, Tony J. Dodd

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A novel biologically inspired controller for the autonomous navigation of a mobile robot in an evasion task is proposed. The controller takes advantage of the environment by calculating a measure of danger and subsequently choosing the parameters of a reinforcement learning based decision process. Two different reinforcement learning algorithms were used: Qlearning and Sarsa (λ). Simulations show that selecting dynamic parameters reduce the time while executing the decision making process, so the robot can obtain a policy to succeed in an escaping task in a realistic time.

Keywords: Autonomous navigation, mobile robots, reinforcement learning.

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Authors: Bhanu Gupta

Abstract:

In this paper, the criteria of Ψ-eventual stability have been established for generalized impulsive differential systems of multiple dependent variables. The sufficient conditions have been obtained using piecewise continuous Lyapunov function. An example is given to support our theoretical result.

Keywords: impulsive differential equations, Lyapunov function, eventual stability

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Authors: Lara Dutil-Fafard, Caroline Rhéaume, Patrick Archambault, Daniel Lafond, Neal W. Pollock

Abstract:

Improving resources for medical autonomy of astronauts in prolonged space missions, such as a Mars mission, requires not only technology development, but also decision-making support systems. The Advanced Crew Medical System - Medical Condition Requirements study, funded by the Canadian Space Agency, aimed to create knowledge content and a scenario-based query capability to support medical autonomy of astronauts. The key objective of this study was to create a prototype tool for identifying medical infrastructure requirements in terms of medical knowledge, skills and materials. A multicriteria decision-making method was used to prioritize the highest risk medical events anticipated in a long-term space mission. Starting with those medical conditions, event sequence diagrams (ESDs) were created in the form of decision trees where the entry point is the diagnosis and the end points are the predicted outcomes (full recovery, partial recovery, or death/severe incapacitation). The ESD formalism was adapted to characterize and compare possible outcomes of medical conditions as a function of available medical knowledge, skills, and supplies in a given mission scenario. An extensive literature review was performed and summarized in a medical condition database. A PostgreSQL relational database was created to allow query-based evaluation of health outcome metrics with different medical infrastructure scenarios. Critical decision points, skill and medical supply requirements, and probable health outcomes were compared across chosen scenarios. The three medical conditions with the highest risk rank were acute coronary syndrome, sepsis, and stroke. Our efforts demonstrate the utility of this approach and provide insight into the effort required to develop appropriate content for the range of medical conditions that may arise.

Keywords: Decision support system, event sequence diagram, exploration mission, medical autonomy, scenario-based queries, space medicine.

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Authors: Pejman Hosseinioun, Hasan Shakeri, Ghasem Ghorbanirostam

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In recent years, we have seen an increasing importance of research and study on knowledge source, decision support systems, data mining and procedure of knowledge discovery in data bases and it is considered that each of these aspects affects the others. In this article, we have merged information source and knowledge source to suggest a knowledge based system within limits of management based on storing and restoring of knowledge to manage information and improve decision making and resources. In this article, we have used method of data mining and Apriori algorithm in procedure of knowledge discovery one of the problems of Apriori algorithm is that, a user should specify the minimum threshold for supporting the regularity. Imagine that a user wants to apply Apriori algorithm for a database with millions of transactions. Definitely, the user does not have necessary knowledge of all existing transactions in that database, and therefore cannot specify a suitable threshold. Our purpose in this article is to improve Apriori algorithm. To achieve our goal, we tried using fuzzy logic to put data in different clusters before applying the Apriori algorithm for existing data in the database and we also try to suggest the most suitable threshold to the user automatically.

Keywords: Decision support system, data mining, knowledge discovery, data discovery, fuzzy logic.

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Authors: S. Kamyabi, M. Salari, H. Shahabi

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One of the processes of slope that occurs every year in Iran and some parts of world and cause a lot of criminal and financial harms is called landslide. They are plenty of method to stability landslide in soil and rock slides. The use of the best method with the least cost and in the shortest time is important for researchers. In this research, determining the best method of stability is investigated by using of Decision Support systems. DSS is made for this purpose and was used (for Hasan Salaran area in Kurdistan). Field study data from topography, slope, geology, geometry of landslide and the related features was used. The related data entered decision making managements programs (DSS) (ALES).Analysis of mass stability indicated the instability potential at present. Research results show that surface and sub surface drainage the best method of stabilizing. Analysis of stability shows that acceptable increase in security coefficient is a consequence of drainage.

Keywords: Landslide, Decision Support systems, stability, Hasan Salaran landslide, Kurdistan province, Iran.

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Authors: Madina Hamiane, Amina Khunji

Abstract:

Detecting changes in multiple images of the same scene has recently seen increased interest due to the many contemporary applications including smart security systems, smart homes, remote sensing, surveillance, medical diagnosis, weather forecasting, speed and distance measurement, post-disaster forensics and much more. These applications differ in the scale, nature, and speed of change. This paper presents an application of image processing techniques to implement a real-time change detection system. Change is identified by comparing the RGB representation of two consecutive frames captured in real-time. The detection threshold can be controlled to account for various luminance levels. The comparison result is passed through a filter before decision making to reduce false positives, especially at lower luminance conditions. The system is implemented with a MATLAB Graphical User interface with several controls to manage its operation and performance.

Keywords: Image change detection, Image processing, image filtering, thresholding, B/W quantization.

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Authors: A. Haery, N. Salmasi, M. Modarres Yazdi, H. Iranmanesh

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In this paper the application of rule mining in order to review the effective factors on supplier selection is reviewed in the following three sections 1) criteria selecting and information gathering 2) performing association rule mining 3) validation and constituting rule base. Afterwards a few of applications of rule base is explained. Then, a numerical example is presented and analyzed by Clementine software. Some of extracted rules as well as the results are presented at the end.

Keywords: Association rule mining, data mining, supplierselection criteria.

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Authors: Takayuki Shiina

Abstract:

Mathematical programming has been applied to various problems. For many actual problems, the assumption that the parameters involved are deterministic known data is often unjustified. In such cases, these data contain uncertainty and are thus represented as random variables, since they represent information about the future. Decision-making under uncertainty involves potential risk. Stochastic programming is a commonly used method for optimization under uncertainty. A stochastic programming problem with recourse is referred to as a two-stage stochastic problem. In this study, we consider a stochastic programming problem with simple integer recourse in which the value of the recourse variable is restricted to a multiple of a nonnegative integer. The algorithm of a dynamic slope scaling procedure for solving this problem is developed by using a property of the expected recourse function. Numerical experiments demonstrate that the proposed algorithm is quite efficient. The stochastic programming model defined in this paper is quite useful for a variety of design and operational problems.

Keywords: stochastic programming problem with recourse, simple integer recourse, dynamic slope scaling procedure

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Authors: Boonorm Chomtee, John J. Borkowski

Abstract:

The objective of the research is to study and compare response surface designs: Central composite designs (CCD), Box- Behnken designs (BBD), Small composite designs (SCD), Hybrid designs, and Uniform shell designs (USD) over sets of reduced models when the design is in a spherical region for 3 and 4 design variables. The two optimality criteria ( D and G ) are considered which larger values imply a better design. The comparison of design optimality criteria of the response surface designs across the full second order model and sets of reduced models for 3 and 4 factors based on the two criteria are presented.

Keywords: design optimality criteria, reduced models, response surface design, spherical design region

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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.

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Authors: Hans R. Márquez, Cesar Hernández, Ingrid Páez

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This paper develops a multiple channel assignment model, which allows to take advantage of spectrum opportunities in cognitive radio networks in the most efficient way. The developed scheme allows making several assignments of available and frequency adjacent channel, which require a bigger bandwidth, under an equality environment. The hybrid assignment model it is made by two algorithms, one that makes the ranking and selects available frequency channels and the other one in charge of establishing the Max-Min Fairness for not restrict the spectrum opportunities for all the other secondary users, who also claim to make transmissions. Measurements made were done for average bandwidth, average delay, as well as fairness computation for several channel assignments. Reached results were evaluated with experimental spectrum occupational data from captured GSM frequency band. The developed model shows evidence of improvement in spectrum opportunity use and a wider average transmission bandwidth for each secondary user, maintaining equality criteria in channel assignment.

Keywords: Bandwidth, fairness, multichannel, secondary users.

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Authors: Leehter Yao, Kuei-Song Weng, Cherng-Dir Huang

Abstract:

A fuzzy classifier using multiple ellipsoids approximating decision regions for classification is to be designed in this paper. An algorithm called Gustafson-Kessel algorithm (GKA) with an adaptive distance norm based on covariance matrices of prototype data points is adopted to learn the ellipsoids. GKA is able toadapt the distance norm to the underlying distribution of the prototypedata points except that the sizes of ellipsoids need to be determined a priori. To overcome GKA's inability to determine appropriate size ofellipsoid, the genetic algorithm (GA) is applied to learn the size ofellipsoid. With GA combined with GKA, it will be shown in this paper that the proposed method outperforms the benchmark algorithms as well as algorithms in the field.

Keywords: Ellipsoids, genetic algorithm, classification, fuzzyc-means (FCM)

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