Search results for: Fuzzy logic method
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 8854

Search results for: Fuzzy logic method

8284 Existence and Stability Analysis of Discrete-time Fuzzy BAM Neural Networks with Delays and Impulses

Authors: Chao Wang, Yongkun Li

Abstract:

In this paper, the discrete-time fuzzy BAM neural network with delays and impulses is studied. Sufficient conditions are obtained for the existence and global stability of a unique equilibrium of this class of fuzzy BAM neural networks with Lipschitzian activation functions without assuming their boundedness, monotonicity or differentiability and subjected to impulsive state displacements at fixed instants of time. Some numerical examples are given to demonstrate the effectiveness of the obtained results.

Keywords: Discrete-time fuzzy BAM neural networks, ımpulses, global exponential stability, global asymptotical stability, equilibrium point.

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8283 Gain Tuning Fuzzy Controller for an Optical Disk Drive

Authors: Shiuh-Jer Huang, Ming-Tien Su

Abstract:

Since the driving speed and control accuracy of commercial optical disk are increasing significantly, it needs an efficient controller to monitor the track seeking and following operations of the servo system for achieving the desired data extracting response. The nonlinear behaviors of the actuator and servo system of the optical disk drive will influence the laser spot positioning. Here, the model-free fuzzy control scheme is employed to design the track seeking servo controller for a d.c. motor driving optical disk drive system. In addition, the sliding model control strategy is introduced into the fuzzy control structure to construct a 1-D adaptive fuzzy rule intelligent controller for simplifying the implementation problem and improving the control performance. The experimental results show that the steady state error of the track seeking by using this fuzzy controller can maintain within the track width (1.6 μm ). It can be used in the track seeking and track following servo control operations.

Keywords: Fuzzy control, gain tuning and optical disk drive.

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8282 Analysis of Periodic Solution of Delay Fuzzy BAM Neural Networks

Authors: Qianhong Zhang, Lihui Yang, Daixi Liao

Abstract:

In this paper, by employing a new Lyapunov functional and an elementary inequality analysis technique, some sufficient conditions are derived to ensure the existence and uniqueness of periodic oscillatory solution for fuzzy bi-directional memory (BAM) neural networks with time-varying delays, and all other solutions of the fuzzy BAM neural networks converge the uniqueness periodic solution. These criteria are presented in terms of system parameters and have important leading significance in the design and applications of neural networks. Moreover an example is given to illustrate the effectiveness and feasible of results obtained.

Keywords: Fuzzy BAM neural networks, Periodic solution, Global exponential stability, Time-varying delays

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8281 Fuzzy Control of the Air Conditioning System at Different Operating Pressures

Authors: Mohanad Alata , Moh'd Al-Nimr, Rami Al-Jarrah

Abstract:

The present work demonstrates the design and simulation of a fuzzy control of an air conditioning system at different pressures. The first order Sugeno fuzzy inference system is utilized to model the system and create the controller. In addition, an estimation of the heat transfer rate and water mass flow rate injection into or withdraw from the air conditioning system is determined by the fuzzy IF-THEN rules. The approach starts by generating the input/output data. Then, the subtractive clustering algorithm along with least square estimation (LSE) generates the fuzzy rules that describe the relationship between input/output data. The fuzzy rules are tuned by Adaptive Neuro-Fuzzy Inference System (ANFIS). The results show that when the pressure increases the amount of water flow rate and heat transfer rate decrease within the lower ranges of inlet dry bulb temperatures. On the other hand, and as pressure increases the amount of water flow rate and heat transfer rate increases within the higher ranges of inlet dry bulb temperatures. The inflection in the pressure effect trend occurs at lower temperatures as the inlet air humidity increases.

Keywords: Air Conditioning, ANFIS, Fuzzy Control, Sugeno System.

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8280 Graphical Programming of Programmable Logic Controllers -Case Study for a Punching Machine-

Authors: Vasile Marinescu, Ionut Clementin Constantin, Alexandru Epureanu, Virgil Teodor

Abstract:

The Programmable Logic Controller (PLC) plays a vital role in automation and process control. Grafcet is used for representing the control logic, and traditional programming languages are used for describing the pure algorithms. Grafcet is used for dividing the process to be automated in elementary sequences that can be easily implemented. Each sequence represent a step that has associated actions programmed using textual or graphical languages after case. The programming task is simplified by using a set of subroutines that are used in several steps. The paper presents an example of implementation for a punching machine for sheets and plates. The use the graphical languages the programming of a complex sequential process is a necessary solution. The state of Grafcet can be used for debugging and malfunction determination. The use of the method combined with a set of knowledge acquisition for process application reduces the downtime of the machine and improve the productivity.

Keywords: Grafcet, Petrinet, PLC, punching.

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8279 Control of Underactuated Biped Robots Using Event Based Fuzzy Partial Feedback Linearization

Authors: Omid Heydarnia, Akbar Allahverdizadeh, Behnam Dadashzadeh, M. R. Sayyed Noorani

Abstract:

Underactuated biped robots control is one of the interesting topics in robotics. The main difficulties are its highly nonlinear dynamics, open-loop instability, and discrete event at the end of the gait. One of the methods to control underactuated systems is the partial feedback linearization, but it is not robust against uncertainties and disturbances that restrict its performance to control biped walking and running. In this paper, fuzzy partial feedback linearization is presented to overcome its drawback. Numerical simulations verify the effectiveness of the proposed method to generate stable and robust biped walking and running gaits.

Keywords: Underactuated system, biped robot, fuzzy control, partial feedback linearization.

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8278 TOPSIS Method for Supplier Selection Problem

Authors: Omid Jadidi, Fatemeh Firouzi, Enzo Bagliery

Abstract:

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

Keywords: TOPSIS, fuzzy number, MADM, Supplier selection

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8277 Fuzzy Boundary Layer Solution to Nonlinear Hydraulic Position Control Problem

Authors: Mustafa Resa Becan

Abstract:

Sliding mode control with a fuzzy boundary layer is presented to hydraulic position control problem in this paper. A nonlinear hydraulic servomechanism which has an asymmetric cylinder is modeled and simulated first, then the proposed control scheme is applied to this model versus the conventional sliding mode control. Simulation results proved that the chattering free position control is achieved by tuning the fuzzy scaling factors properly.

Keywords: Hydraulic servomechanism, position control, sliding mode control, chattering, fuzzy boundary layer.

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8276 Integrating Fast Karnough Map and Modular Neural Networks for Simplification and Realization of Complex Boolean Functions

Authors: Hazem M. El-Bakry

Abstract:

In this paper a new fast simplification method is presented. Such method realizes Karnough map with large number of variables. In order to accelerate the operation of the proposed method, a new approach for fast detection of group of ones is presented. Such approach implemented in the frequency domain. The search operation relies on performing cross correlation in the frequency domain rather than time one. It is proved mathematically and practically that the number of computation steps required for the presented method is less than that needed by conventional cross correlation. Simulation results using MATLAB confirm the theoretical computations. Furthermore, a powerful solution for realization of complex functions is given. The simplified functions are implemented by using a new desigen for neural networks. Neural networks are used because they are fault tolerance and as a result they can recognize signals even with noise or distortion. This is very useful for logic functions used in data and computer communications. Moreover, the implemented functions are realized with minimum amount of components. This is done by using modular neural nets (MNNs) that divide the input space into several homogenous regions. Such approach is applied to implement XOR function, 16 logic functions on one bit level, and 2-bit digital multiplier. Compared to previous non- modular designs, a clear reduction in the order of computations and hardware requirements is achieved.

Keywords: Boolean Functions, Simplification, KarnoughMap, Implementation of Logic Functions, Modular NeuralNetworks.

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8275 Filteristic Soft Lattice Implication Algebras

Authors: Yi Liu, Yang Xu

Abstract:

Applying the idea of soft set theory to lattice implication algebras, the novel concept of (implicative) filteristic soft lattice implication algebras which related to (implicative) filter(for short, (IF-)F-soft lattice implication algebras) are introduced. Basic properties of (IF-)F-soft lattice implication algebras are derived. Two kinds of fuzzy filters (i.e.(2, 2 _qk)((2, 2 _ qk))-fuzzy (implicative) filter) of L are introduced, which are generalizations of fuzzy (implicative) filters. Some characterizations for a soft set to be a (IF-)F-soft lattice implication algebra are provided. Analogously, this idea can be used in other types of filteristic lattice implication algebras (such as fantastic (positive implicative) filteristic soft lattice implication algebras).

Keywords: Soft set, (implicative) filteristic lattice implication algebras, fuzzy (implicative) filters, ((2, 2 _qk)) (2, 2 _ qk)-fuzzy(implicative) filters.

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8274 Integrating Fast Karnough Map and Modular Neural Networks for Simplification and Realization of Complex Boolean Functions

Authors: Hazem M. El-Bakry

Abstract:

In this paper a new fast simplification method is presented. Such method realizes Karnough map with large number of variables. In order to accelerate the operation of the proposed method, a new approach for fast detection of group of ones is presented. Such approach implemented in the frequency domain. The search operation relies on performing cross correlation in the frequency domain rather than time one. It is proved mathematically and practically that the number of computation steps required for the presented method is less than that needed by conventional cross correlation. Simulation results using MATLAB confirm the theoretical computations. Furthermore, a powerful solution for realization of complex functions is given. The simplified functions are implemented by using a new desigen for neural networks. Neural networks are used because they are fault tolerance and as a result they can recognize signals even with noise or distortion. This is very useful for logic functions used in data and computer communications. Moreover, the implemented functions are realized with minimum amount of components. This is done by using modular neural nets (MNNs) that divide the input space into several homogenous regions. Such approach is applied to implement XOR function, 16 logic functions on one bit level, and 2-bit digital multiplier. Compared to previous non- modular designs, a clear reduction in the order of computations and hardware requirements is achieved.

Keywords: Boolean functions, simplification, Karnough map, implementation of logic functions, modular neural networks.

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8273 Fuzzy Clustering Analysis in Real Estate Companies in China

Authors: Jianfeng Li, Feng Jin, Xiaoyu Yang

Abstract:

This paper applies fuzzy clustering algorithm in classifying real estate companies in China according to some general financial indexes, such as income per share, share accumulation fund, net profit margins, weighted net assets yield and shareholders' equity. By constructing and normalizing initial partition matrix, getting fuzzy similar matrix with Minkowski metric and gaining the transitive closure, the dynamic fuzzy clustering analysis for real estate companies is shown clearly that different clustered result change gradually with the threshold reducing, and then, it-s shown there is the similar relationship with the prices of those companies in stock market. In this way, it-s great valuable in contrasting the real estate companies- financial condition in order to grasp some good chances of investment, and so on.

Keywords: Fuzzy clustering algorithm, data mining, real estate company, financial analysis.

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8272 Unsupervised Clustering Methods for Identifying Rare Events in Anomaly Detection

Authors: Witcha Chimphlee, Abdul Hanan Abdullah, Mohd Noor Md Sap, Siriporn Chimphlee, Surat Srinoy

Abstract:

It is important problems to increase the detection rates and reduce false positive rates in Intrusion Detection System (IDS). Although preventative techniques such as access control and authentication attempt to prevent intruders, these can fail, and as a second line of defence, intrusion detection has been introduced. Rare events are events that occur very infrequently, detection of rare events is a common problem in many domains. In this paper we propose an intrusion detection method that combines Rough set and Fuzzy Clustering. Rough set has to decrease the amount of data and get rid of redundancy. Fuzzy c-means clustering allow objects to belong to several clusters simultaneously, with different degrees of membership. Our approach allows us to recognize not only known attacks but also to detect suspicious activity that may be the result of a new, unknown attack. The experimental results on Knowledge Discovery and Data Mining-(KDDCup 1999) Dataset show that the method is efficient and practical for intrusion detection systems.

Keywords: Network and security, intrusion detection, fuzzy cmeans, rough set.

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8271 Learning FCM by Tabu Search

Authors: Somayeh Alizadeh, Mehdi Ghazanfari, Mostafa Jafari, Salman Hooshmand

Abstract:

Fuzzy Cognitive Maps (FCMs) is a causal graph, which shows the relations between essential components in complex systems. Experts who are familiar with the system components and their relations can generate a related FCM. There is a big gap when human experts cannot produce FCM or even there is no expert to produce the related FCM. Therefore, a new mechanism must be used to bridge this gap. In this paper, a novel learning method is proposed to construct causal graph based on historical data and by using metaheuristic such Tabu Search (TS). The efficiency of the proposed method is shown via comparison of its results of some numerical examples with those of some other methods.

Keywords: Fuzzy Cognitive Map (FCM), Learning, Meta heuristic, Genetic Algorithm, Tabu search.

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8270 Neuro-fuzzy Classification System for Wireless-Capsule Endoscopic Images

Authors: Vassilis S. Kodogiannis, John N. Lygouras

Abstract:

In this research study, an intelligent detection system to support medical diagnosis and detection of abnormal lesions by processing endoscopic images is presented. The images used in this study have been obtained using the M2A Swallowable Imaging Capsule - a patented, video color-imaging disposable capsule. Schemes have been developed to extract texture features from the fuzzy texture spectra in the chromatic and achromatic domains for a selected region of interest from each color component histogram of endoscopic images. The implementation of an advanced fuzzy inference neural network which combines fuzzy systems and artificial neural networks and the concept of fusion of multiple classifiers dedicated to specific feature parameters have been also adopted in this paper. The achieved high detection accuracy of the proposed system has provided thus an indication that such intelligent schemes could be used as a supplementary diagnostic tool in endoscopy.

Keywords: Medical imaging, Computer aided diagnosis, Endoscopy, Neuro-fuzzy networks, Fuzzy integral.

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8269 Military Combat Aircraft Selection Using Trapezoidal Fuzzy Numbers with the Technique for Order of Preference by Similarity to Ideal Solution (TOPSIS)

Authors: C. Ardil

Abstract:

This article presents a new approach to uncertainty, vagueness, and imprecision analysis for ranking alternatives with fuzzy data for decision making using the Technique for Order Preference by Similarity to Ideal Solution (TOPSIS). In the proposed approach, fuzzy decision information related to the aircraft selection problem is taken into account in ranking the alternatives and selecting the best one. The basic procedural step is to transform the fuzzy decision matrices into matrices of alternatives evaluated according to all decision criteria. A numerical example illustrates the proposed approach for the military combat aircraft selection problem.

Keywords: trapezoidal fuzzy numbers, multiple criteria decision making analysis, decision making, aircraft selection, MCDMA, fuzzy TOPSIS

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8268 On Tarski’s Type Theorems for L-Fuzzy Isotone and L-Fuzzy Relatively Isotone Maps on L-Complete Propelattices

Authors: František Včelař, Zuzana Pátíková

Abstract:

Recently a new type of very general relational structures, the so called (L-)complete propelattices, was introduced. These significantly generalize complete lattices and completely lattice L-ordered sets, because they do not assume the technically very strong property of transitivity. For these structures also the main part of the original Tarski’s fixed point theorem holds for (L-fuzzy) isotone maps, i.e., the part which concerns the existence of fixed points and the structure of their set. In this paper, fundamental properties of (L-)complete propelattices are recalled and the so called L-fuzzy relatively isotone maps are introduced. For these maps it is proved that they also have fixed points in L-complete propelattices, even if their set does not have to be of an awaited analogous structure of a complete propelattice.

Keywords: Fixed point, L-complete propelattice, L-fuzzy (relatively) isotone map, residuated lattice, transitivity.

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8267 A New Framework for Evaluation and Prioritization of Suppliers using a Hierarchical Fuzzy TOPSIS

Authors: Mohammad Taghi Taghavifard, Danial Mirheydari

Abstract:

This paper suggests an algorithm for the evaluation and selection of suppliers. At the beginning, all the needed materials and services used by the organization were identified and categorized with regard to their nature by ABC method. Afterwards, in order to reduce risk factors and maximize the organization's profit, purchase strategies were determined. Then, appropriate criteria were identified for primary evaluation of suppliers applying to the organization. The output of this stage was a list of suppliers qualified by the organization to participate in its tenders. Subsequently, considering a material in particular, appropriate criteria on the ordering of the mentioned material were determined, taking into account the particular materials' specifications as well as the organization's needs. Finally, for the purpose of validation and verification of the proposed model, it was applied to Mobarakeh Steel Company (MSC), the qualified suppliers of this Company are ranked by the means of a Hierarchical Fuzzy TOPSIS method. The obtained results show that the proposed algorithm is quite effective, efficient and easy to apply.

Keywords: ABC analysis, Hierarchical Fuzzy TOPSIS, Primary supplier evaluation, Purchasing strategy, supplier selection

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8266 Chattering Phenomenon Supression of Buck Boost DC-DC Converter with Fuzzy Sliding Modes Control

Authors: Abdelaziz Sahbani, Kamel Ben Saad, Mohamed Benrejeb

Abstract:

This paper proposes a Fuzzy Sliding Mode Control (FSMC) as a control strategy for Buck-Boost DC-DC converter. The proposed fuzzy controller specifies changes in the control signal based on the knowledge of the surface and the surface change to satisfy the sliding mode stability and attraction conditions. The performances of the proposed fuzzy sliding controller are compared to those obtained by a classical sliding mode controller. The satisfactory simulation results show the efficiency of the proposed control law which reduces the chattering phenomenon. Moreover, the obtained results prove the robustness of the proposed control law against variation of the load resistance and the input voltage of the studied converter.

Keywords: Buck Boost converter, Sliding Mode Control, Fuzzy Sliding Mode Control, robustness, chattering.

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8265 Automatic Translation of Ada-ECATNet Using Rewriting Logic

Authors: N. Boudiaf

Abstract:

One major difficulty that faces developers of concurrent and distributed software is analysis for concurrency based faults like deadlocks. Petri nets are used extensively in the verification of correctness of concurrent programs. ECATNets are a category of algebraic Petri nets based on a sound combination of algebraic abstract types and high-level Petri nets. ECATNets have 'sound' and 'complete' semantics because of their integration in rewriting logic and its programming language Maude. Rewriting logic is considered as one of very powerful logics in terms of description, verification and programming of concurrent systems We proposed previously a method for translating Ada-95 tasking programs to ECATNets formalism (Ada-ECATNet) and we showed that ECATNets formalism provides a more compact translation for Ada programs compared to the other approaches based on simple Petri nets or Colored Petri nets. We showed also previously how the ECATNet formalism offers to Ada many validation and verification tools like simulation, Model Checking, accessibility analysis and static analysis. In this paper, we describe the implementation of our translation of the Ada programs into ECATNets.

Keywords: Ada tasking, Analysis, Automatic Translation, ECATNets, Maude, Rewriting Logic.

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8264 A Neurofuzzy Learning and its Application to Control System

Authors: Seema Chopra, R. Mitra, Vijay Kumar

Abstract:

A neurofuzzy approach for a given set of input-output training data is proposed in two phases. Firstly, the data set is partitioned automatically into a set of clusters. Then a fuzzy if-then rule is extracted from each cluster to form a fuzzy rule base. Secondly, a fuzzy neural network is constructed accordingly and parameters are tuned to increase the precision of the fuzzy rule base. This network is able to learn and optimize the rule base of a Sugeno like Fuzzy inference system using Hybrid learning algorithm, which combines gradient descent, and least mean square algorithm. This proposed neurofuzzy system has the advantage of determining the number of rules automatically and also reduce the number of rules, decrease computational time, learns faster and consumes less memory. The authors also investigate that how neurofuzzy techniques can be applied in the area of control theory to design a fuzzy controller for linear and nonlinear dynamic systems modelling from a set of input/output data. The simulation analysis on a wide range of processes, to identify nonlinear components on-linely in a control system and a benchmark problem involving the prediction of a chaotic time series is carried out. Furthermore, the well-known examples of linear and nonlinear systems are also simulated under the Matlab/Simulink environment. The above combination is also illustrated in modeling the relationship between automobile trips and demographic factors.

Keywords: Fuzzy control, neuro-fuzzy techniques, fuzzy subtractive clustering, extraction of rules, and optimization of membership functions.

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8263 A Fuzzy Mixed Integer Multi-Scenario Portfolio Optimization Model

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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8262 Fuzzy Group Decision Making for the Assessment of Health-Care Waste Disposal Alternatives in Istanbul

Authors: Mehtap Dursun, E. Ertugrul Karsak, Melis Almula Karadayi

Abstract:

Disposal of health-care waste (HCW) is considered as an important environmental problem especially in large cities. Multiple criteria decision making (MCDM) techniques are apt to deal with quantitative and qualitative considerations of the health-care waste management (HCWM) problems. This research proposes a fuzzy multi-criteria group decision making approach with a multilevel hierarchical structure including qualitative as well as quantitative performance attributes for evaluating HCW disposal alternatives for Istanbul. Using the entropy weighting method, objective weights as well as subjective weights are taken into account to determine the importance weighting of quantitative performance attributes. The results obtained using the proposed methodology are thoroughly analyzed.

Keywords: Entropy weighting method, group decision making, health-care waste management, hierarchical fuzzy multi-criteriadecision making

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8261 Parameters Estimation of Multidimensional Possibility Distributions

Authors: Sergey Sorokin, Irina Sorokina, Alexander Yazenin

Abstract:

We present a solution to the Maxmin u/E parameters estimation problem of possibility distributions in m-dimensional case. Our method is based on geometrical approach, where minimal area enclosing ellipsoid is constructed around the sample. Also we demonstrate that one can improve results of well-known algorithms in fuzzy model identification task using Maxmin u/E parameters estimation.

Keywords: Possibility distribution, parameters estimation, Maxmin u/E estimator, fuzzy model identification.

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8260 Learning Algorithms for Fuzzy Inference Systems Composed of Double- and Single-Input Rule Modules

Authors: Hirofumi Miyajima, Kazuya Kishida, Noritaka Shigei, Hiromi Miyajima

Abstract:

Most of self-tuning fuzzy systems, which are automatically constructed from learning data, are based on the steepest descent method (SDM). However, this approach often requires a large convergence time and gets stuck into a shallow local minimum. One of its solutions is to use fuzzy rule modules with a small number of inputs such as DIRMs (Double-Input Rule Modules) and SIRMs (Single-Input Rule Modules). In this paper, we consider a (generalized) DIRMs model composed of double and single-input rule modules. Further, in order to reduce the redundant modules for the (generalized) DIRMs model, pruning and generative learning algorithms for the model are suggested. In order to show the effectiveness of them, numerical simulations for function approximation, Box-Jenkins and obstacle avoidance problems are performed.

Keywords: Box-Jenkins’s problem, Double-input rule module, Fuzzy inference model, Obstacle avoidance, Single-input rule module.

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8259 Network Anomaly Detection using Soft Computing

Authors: Surat Srinoy, Werasak Kurutach, Witcha Chimphlee, Siriporn Chimphlee

Abstract:

One main drawback of intrusion detection system is the inability of detecting new attacks which do not have known signatures. In this paper we discuss an intrusion detection method that proposes independent component analysis (ICA) based feature selection heuristics and using rough fuzzy for clustering data. ICA is to separate these independent components (ICs) from the monitored variables. Rough set has to decrease the amount of data and get rid of redundancy and Fuzzy methods allow objects to belong to several clusters simultaneously, with different degrees of membership. Our approach allows us to recognize not only known attacks but also to detect activity that may be the result of a new, unknown attack. The experimental results on Knowledge Discovery and Data Mining- (KDDCup 1999) dataset.

Keywords: Network security, intrusion detection, rough set, ICA, anomaly detection, independent component analysis, rough fuzzy .

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8258 Fuzzy Numbers and MCDM Methods for Portfolio Optimization

Authors: Thi T. Nguyen, Lee N. Gordon-Brown

Abstract:

A new deployment of the multiple criteria decision making (MCDM) techniques: the Simple Additive Weighting (SAW), and the Technique for Order Preference by Similarity to Ideal Solution (TOPSIS) for portfolio allocation, is demonstrated in this paper. Rather than exclusive reference to mean and variance as in the traditional mean-variance method, the criteria used in this demonstration are the first four moments of the portfolio distribution. Each asset is evaluated based on its marginal impacts to portfolio higher moments that are characterized by trapezoidal fuzzy numbers. Then centroid-based defuzzification is applied to convert fuzzy numbers to the crisp numbers by which SAW and TOPSIS can be deployed. Experimental results suggest the similar efficiency of these MCDM approaches to selecting dominant assets for an optimal portfolio under higher moments. The proposed approaches allow investors flexibly adjust their risk preferences regarding higher moments via different schemes adapting to various (from conservative to risky) kinds of investors. The other significant advantage is that, compared to the mean-variance analysis, the portfolio weights obtained by SAW and TOPSIS are consistently well-diversified.

Keywords: Fuzzy numbers, SAW, TOPSIS, portfolio optimization, higher moments, risk management.

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8257 Global Exponential Stability of Impulsive BAM Fuzzy Cellular Neural Networks with Time Delays in the Leakage Terms

Authors: Liping Zhang, Kelin Li

Abstract:

In this paper, a class of impulsive BAM fuzzy cellular neural networks with time delays in the leakage terms is formulated and investigated. By establishing a delay differential inequality and M-matrix theory, some sufficient conditions ensuring the existence, uniqueness and global exponential stability of equilibrium point for impulsive BAM fuzzy cellular neural networks with time delays in the leakage terms are obtained. In particular, a precise estimate of the exponential convergence rate is also provided, which depends on system parameters and impulsive perturbation intention. It is believed that these results are significant and useful for the design and applications of BAM fuzzy cellular neural networks. An example is given to show the effectiveness of the results obtained here.

Keywords: Global exponential stability, bidirectional associative memory, fuzzy cellular neural networks, leakage delays, impulses.

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8256 Feasibility of the Evolutionary Algorithm using Different Behaviours of the Mutation Rate to Design Simple Digital Logic Circuits

Authors: Konstantin Movsovic, Emanuele Stomeo, Tatiana Kalganova

Abstract:

The evolutionary design of electronic circuits, or evolvable hardware, is a discipline that allows the user to automatically obtain the desired circuit design. The circuit configuration is under the control of evolutionary algorithms. Several researchers have used evolvable hardware to design electrical circuits. Every time that one particular algorithm is selected to carry out the evolution, it is necessary that all its parameters, such as mutation rate, population size, selection mechanisms etc. are tuned in order to achieve the best results during the evolution process. This paper investigates the abilities of evolution strategy to evolve digital logic circuits based on programmable logic array structures when different mutation rates are used. Several mutation rates (fixed and variable) are analyzed and compared with each other to outline the most appropriate choice to be used during the evolution of combinational logic circuits. The experimental results outlined in this paper are important as they could be used by every researcher who might need to use the evolutionary algorithm to design digital logic circuits.

Keywords: Evolvable hardware, evolutionary algorithm, digitallogic circuit, mutation rate.

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8255 RANFIS : Rough Adaptive Neuro-Fuzzy Inference System

Authors: Sandeep Chandana, Rene V. Mayorga

Abstract:

The paper presents a new hybridization methodology involving Neural, Fuzzy and Rough Computing. A Rough Sets based approximation technique has been proposed based on a certain Neuro – Fuzzy architecture. A New Rough Neuron composition consisting of a combination of a Lower Bound neuron and a Boundary neuron has also been described. The conventional convergence of error in back propagation has been given away for a new framework based on 'Output Excitation Factor' and an inverse input transfer function. The paper also presents a brief comparison of performances, of the existing Rough Neural Networks and ANFIS architecture against the proposed methodology. It can be observed that the rough approximation based neuro-fuzzy architecture is superior to its counterparts.

Keywords: Boundary neuron, neuro-fuzzy, output excitation factor, RANFIS, rough approximation, rough neural computing.

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