Search results for: Fuzzy time series

Authors: J. Mehena, M. C. Adhikary

Abstract:

In this paper, a spatial multiple-kernel fuzzy C-means (SMKFCM) algorithm is introduced for segmentation problem. A linear combination of multiples kernels with spatial information is used in the kernel FCM (KFCM) and the updating rules for the linear coefficients of the composite kernels are derived as well. Fuzzy cmeans (FCM) based techniques have been widely used in medical image segmentation problem due to their simplicity and fast convergence. The proposed SMKFCM algorithm provides us a new flexible vehicle to fuse different pixel information in medical image segmentation and detection of MR images. To evaluate the robustness of the proposed segmentation algorithm in noisy environment, we add noise in medical brain tumor MR images and calculated the success rate and segmentation accuracy. From the experimental results it is clear that the proposed algorithm has better performance than those of other FCM based techniques for noisy medical MR images.

Keywords: Clustering, fuzzy C-means, image segmentation, MR images, multiple kernels.

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Authors: S. Suwannasri, R. Sirovetnukul

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The effective machine-job assignment of injection molding machines is very important for industry because it is not only directly affects the quality of the product but also the performance and lifetime of the machine as well. The phase of machine selection was mostly done by professionals or experienced planners, so the possibility of matching a job with an inappropriate machine might occur when it was conducted by an inexperienced person. It could lead to an uneconomical plan and defects. This research aimed to develop a machine selection system for plastic injection machines as a tool to help in decision making of the user. This proposed system could be used both in normal times and in times of emergency. Fuzzy logic principle is applied to deal with uncertainty and mechanical factors in the selection of both quantity and quality criteria. The six criteria were obtained from a plastic manufacturer's case study to construct a system based on fuzzy logic theory using MATLAB. The results showed that the system was able to reduce the defects of Short Shot and Sink Mark to 24.0% and 8.0% and the total defects was reduced around 8.7% per month.

Keywords: Injection molding machine, machine selection, fuzzy logic, defects in injection molding, matlab.

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Authors: Ε. Giovanis

Abstract:

In this paper we apply an Adaptive Network-Based Fuzzy Inference System (ANFIS) with one input, the dependent variable with one lag, for the forecasting of four macroeconomic variables of US economy, the Gross Domestic Product, the inflation rate, six monthly treasury bills interest rates and unemployment rate. We compare the forecasting performance of ANFIS with those of the widely used linear autoregressive and nonlinear smoothing transition autoregressive (STAR) models. The results are greatly in favour of ANFIS indicating that is an effective tool for macroeconomic forecasting used in academic research and in research and application by the governmental and other institutions

Keywords: Linear models, Macroeconomics, Neuro-Fuzzy, Non-Linear models

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Authors: Mohammad Hasan Raouf, Ebrahim Rasooli Anarmarzi, Hamid Lesani, Javad Olamaei

Abstract:

This paper proposes the application of a hierarchical fuzzy system (HFS) based on multi-input power system stabilizer (MPSS) and also Static Var Compensator (SVC) in multi-machine environment.The number of rules grows exponentially with the number of variables in a conventional fuzzy logic system. The proposed HFS method is developed to solve this problem. To reduce the number of rules the HFS consists of a number of low-dimensional fuzzy systems in a hierarchical structure. In fact, by using HFS the total number of involved rules increases only linearly with the number of input variables. In the MPSS, to have better efficiency an auxiliary signal of reactive power deviation (ΔQ) is added with ΔP+ Δω input type Power system stabilizer (PSS). Phasor model of SVC is described and used in this paper. The performances of MPSS, Conventional power system stabilizer (CPSS), hierarchical Fuzzy Multi-input Power System Stabilizer (HFMPSS) and the proposed method in damping inter-area mode of oscillation are examined in response to disturbances. By using digital simulations the comparative study is illustrated. It can be seen that the proposed PSS is performing satisfactorily within the whole range of disturbances.

Keywords: Power system stabilizer (PSS), hierarchical fuzzysystem (HFS), Static VAR compensator (SVC)

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Authors: Irwin Ma, Tony Wong, Thiagas Sankar

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By systematically applying different engineering methods, difficult financial problems become approachable. Using a combination of theory and techniques such as wavelet transform, time series data mining, Markov chain based discrete stochastic optimization, and evolutionary algorithms, this work formulated a strategy to characterize and forecast non-linear time series. It attempted to extract typical features from the volatility data sets of S&P100 and S&P500 indices that include abrupt drops, jumps and other non-linearity. As a result, accuracy of forecasting has reached an average of over 75% surpassing any other publicly available results on the forecast of any financial index.

Keywords: Discrete stochastic optimization, genetic algorithms, genetic programming, volatility forecast

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Authors: Radim Farana, Bogdan Walek, Michal Janosek, Jaroslav Zacek

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This paper presents the advantages of fuzzy control use in technological processes control. The paper presents a real application of the Linguistic Fuzzy-Logic Control, developed at the University of Ostrava for the control of physical models in the Intelligent Systems Laboratory. The paper presents an example of a sensitive non-linear model, such as a magnetic levitation model and obtained results which show how modern information technologies can help to solve actual technical problems. A special method based on the LFLC controller with partial components is presented in this paper followed by the method of automatic context change, which is very helpful to achieve more accurate control results. The main advantage of the used system is its robustness in changing conditions demonstrated by comparing with conventional PID controller. This technology and real models are also used as a background for problem-oriented teaching, realized at the department for master students and their collaborative as well as individual final projects.

Keywords: Control, fuzzy logic, sensitive system, technological proves.

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

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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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Authors: Wudhichai Assawinchaichote, Sing Kiong Nguang

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This paper investigates the problem of designing a robust state-feedback controller for a class of uncertain Markovian jump nonlinear systems that guarantees the L2-gain from an exogenous input to a regulated output is less than or equal to a prescribed value. First, we approximate this class of uncertain Markovian jump nonlinear systems by a class of uncertain Takagi-Sugeno fuzzy models with Markovian jumps. Then, based on an LMI approach, LMI-based sufficient conditions for the uncertain Markovian jump nonlinear systems to have an H performance are derived. An illustrative example is used to illustrate the effectiveness of the proposed design techniques.

Keywords: Robust H, Fuzzy Control, Markovian Jump Systems, LMI.

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Authors: Tao Zhao, Xin Wang

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With the increasing complexity of engineering problems, the traditional, single-objective and deterministic optimization method can not meet people-s requirements. A multi-objective fuzzy optimization model of resource input is built for M chlor-alkali chemical eco-industrial park in this paper. First, the model is changed into the form that can be solved by genetic algorithm using fuzzy theory. And then, a fitness function is constructed for genetic algorithm. Finally, a numerical example is presented to show that the method compared with traditional single-objective optimization method is more practical and efficient.

Keywords: Fitness function, genetic algorithm, multi-objectivefuzzy optimization, satisfaction degree membership function.

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Authors: G. M. Arun Prasath, N. Arthi

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This work proposed a multi-objective mathematical programming approach to select the appropriate supply network elements. The multi-item multi-objective production-distribution inventory model is formulated with possible constraints under fuzzy environment. The unit cost has taken under fuzzy environment. The inventory model and warehouse location model has combined to formulate the production-distribution inventory model. Warehouse location is important in supply chain network. Particularly, if a company maintains more selling stores it cannot maintain individual secondary warehouse near to each selling store. Hence, maintaining the optimum number of secondary warehouses is important. Hence, the combined mathematical model is formulated to reduce the total expenditure of the organization by arranging the network of minimum number of secondary warehouses. Numerical example has been taken to illustrate the proposed model.

Keywords: Fuzzy inventory model, warehouse location model, triangular fuzzy number, secondary warehouse, LINGO software.

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

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

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

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Authors: C. Ardil

Abstract:

The decision to select an unmanned combat aircraft is complicated since several options and conflicting criteria must be considered at simultaneously. When making multiple criteria decision, it is important to consider the selected evaluation criteria, including priceability, payloadability, stealthability, speedability , and survivability. The fundamental goal of the study is to select the best unmanned combat aircraft by taking these evaluation criteria into account. The optimal aircraft was chosen using the fuzzy proximity measure method, which enables decision-makers to designate preferences as standard fuzzy set numbers during the multiple criteria decision-making process. To assess the applicability of the proposed approach, a numerical example is provided. Finally, by comparing determined unmanned combat aircraft, the proposed method produced a successful application, and the best aircraft was selected.

Keywords: standard fuzzy sets (SFS), unmanned combat aircraft selection, multiple criteria decision making (MCDM), multiple criteria group decision making (MCGDM), proximity measure method (PMM)

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Authors: N. Chayaopas, W. Assawinchaichote

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In order to maximize energy capturing from wind energy, controlling the doubly fed induction generator to have optimal power from the wind, generator speed and output electrical power control in wind energy system have a great importance due to the nonlinear behavior of wind velocities. In this paper purposes the design of a control scheme is developed for power control of wind energy system via H∞ fuzzy integral controller. Firstly, the nonlinear system is represented in term of a TS fuzzy control design via linear matrix inequality approach to find the optimal controller to have an H∞ performance are derived. The proposed control method extract the maximum energy from the wind and overcome the nonlinearity and disturbances problems of wind energy system which give good tracking performance and high efficiency power output of the DFIG.

Keywords: H∞ fuzzy integral control, linear matrix inequality, wind energy system, doubly fed induction generator (DFIG).

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

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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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Authors: A. Ghaffari, A. Meghdari, D. Naderi, S. Eslami

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In this paper an algorithm based on the adaptive neuro-fuzzy controller is provided to enhance the tipover stability of mobile manipulators when they are subjected to predefined trajectories for the end-effector and the vehicle. The controller creates proper configurations for the manipulator to prevent the robot from being overturned. The optimal configuration and thus the most favorable control are obtained through soft computing approaches including a combination of genetic algorithm, neural networks, and fuzzy logic. The proposed algorithm, in this paper, is that a look-up table is designed by employing the obtained values from the genetic algorithm in order to minimize the performance index and by using this data base, rule bases are designed for the ANFIS controller and will be exerted on the actuators to enhance the tipover stability of the mobile manipulator. A numerical example is presented to demonstrate the effectiveness of the proposed algorithm.

Keywords: Mobile Manipulator, Tipover Stability Enhancement, Adaptive Neuro-Fuzzy Inference Controller System, Soft Computing.

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Authors: Kavala Kiran Kumar, R. Govardhana Rao

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Active power filter continues to be a powerful tool to control harmonics in power systems thereby enhancing the power quality. This paper presents a fuzzy tuned PID controller based shunt active filter to diminish the harmonics caused by non linear loads like thyristor bridge rectifiers and imbalanced loads. Here Fuzzy controller provides the tuning of PID, based on firing of thyristor bridge rectifiers and variations in input rms current. The shunt APF system is implemented with three phase current controlled Voltage Source Inverter (VSI) and is connected at the point of common coupling for compensating the current harmonics by injecting equal but opposite filter currents. These controllers are capable of controlling dc-side capacitor voltage and estimating reference currents. Hysteresis Current Controller (HCC) is used to generate switching signals for the voltage source inverter. Simulation studies are carried out with non linear loads like thyristor bridge rectifier along with unbalanced loads and the results proved that the APF along with fuzzy tuned PID controller work flawlessly for different firing angles of non linear load.

Keywords: Active power filters (APF), Fuzzy logic controller (FLC), Hysteresis current controller (HCC), PID, Total harmonic Distortion (THD), Voltage source inverter (VSI).

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Authors: Masrour Dowlatabadi, Jalil Shirazi

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In this paper, an improved edge detection algorithm based on fuzzy combination of mathematical morphology and wavelet transform is proposed. The combined method is proposed to overcome the limitation of wavelet based edge detection and mathematical morphology based edge detection in noisy images. Experimental results show superiority of the proposed method, as compared to the traditional Prewitt, wavelet based and morphology based edge detection methods. The proposed method is an effective edge detection method for noisy image and keeps clear and continuous edges.

Keywords: Edge detection, Wavelet transform, Mathematical morphology, Fuzzy logic.

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Authors: Abdullah M. Almeshal, Mohammad R. Alenezi, Talal H. Alzanki

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This paper presents a hybrid fuzzy logic control strategy for a unicycle trajectory following robot on irregular terrains. In literature, researchers have presented the design of path tracking controllers of mobile robots on non-frictional surface. In this work, the robot is simulated to drive on irregular terrains with contrasting frictional profiles of peat and rough gravel. A hybrid fuzzy logic controller is utilised to stabilise and drive the robot precisely with the predefined trajectory and overcome the frictional impact. The controller gains and scaling factors were optimised using spiral dynamics optimisation algorithm to minimise the mean square error of the linear and angular velocities of the unicycle robot. The robot was simulated on various frictional surfaces and terrains and the controller was able to stabilise the robot with a superior performance that is shown via simulation results.

Keywords: Fuzzy logic control, mobile robot, trajectory tracking, spiral dynamic algorithm.

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Authors: Frank Emmert Streib, Matthias Dehmer, Gökhan H. Bakır, Max Mühlhauser

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In this paper we investigate the influence of external noise on the inference of network structures. The purpose of our simulations is to gain insights in the experimental design of microarray experiments to infer, e.g., transcription regulatory networks from microarray experiments. Here external noise means, that the dynamics of the system under investigation, e.g., temporal changes of mRNA concentration, is affected by measurement errors. Additionally to external noise another problem occurs in the context of microarray experiments. Practically, it is not possible to monitor the mRNA concentration over an arbitrary long time period as demanded by the statistical methods used to learn the underlying network structure. For this reason, we use only short time series to make our simulations more biologically plausible.

Keywords: Dynamic Bayesian networks, structure learning, gene networks, Markov chain Monte Carlo, microarray data.

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Authors: Masoud Sadeghian, Alireza Fatehi

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One of the most important parts of a cement factory is the cement rotary kiln which plays a key role in quality and quantity of produced cement. In this part, the physical exertion and bilateral movement of air and materials, together with chemical reactions take place. Thus, this system has immensely complex and nonlinear dynamic equations. These equations have not worked out yet. Only in exceptional case; however, a large number of the involved parameter were crossed out and an approximation model was presented instead. This issue caused many problems for designing a cement rotary kiln controller. In this paper, we presented nonlinear predictor and simulator models for a real cement rotary kiln by using nonlinear identification technique on the Locally Linear Neuro- Fuzzy (LLNF) model. For the first time, a simulator model as well as a predictor one with a precise fifteen minute prediction horizon for a cement rotary kiln is presented. These models are trained by LOLIMOT algorithm which is an incremental tree-structure algorithm. At the end, the characteristics of these models are expressed. Furthermore, we presented the pros and cons of these models. The data collected from White Saveh Cement Company is used for modeling.

Keywords: Cement rotary kiln, nonlinear identification, Locally Linear Neuro-Fuzzy model.

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Authors: Triloksingh G. Arora, Mohan V. Aware, Dhananjay R. Tutakne

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Thyristor based firing angle controlled voltage regulators are extensively used for speed control of single phase induction motors. This leads to power saving but the applied voltage and current waveforms become non-sinusoidal. These non-sinusoidal waveforms increase voltage and thermal stresses which result into accelerated insulation aging, thus reducing the motor life. Life models that allow predicting the capability of insulation under such multi-stress situations tend to be very complex and somewhat impractical. This paper presents the fuzzy logic application to investigate the synergic effect of voltage and thermal stresses on intrinsic aging of induction motor insulation. A fuzzy expert system is developed to estimate the life of induction motor insulation under multiple stresses. Three insulation degradation parameters, viz. peak modification factor, wave shape modification factor and thermal loss are experimentally obtained for different firing angles. Fuzzy expert system consists of fuzzyfication of the insulation degradation parameters, algorithms based on inverse power law to estimate the life and defuzzyficaton process to output the life. An electro-thermal life model is developed from the results of fuzzy expert system. This fuzzy logic based electro-thermal life model can be used for life estimation of induction motors operated with non-sinusoidal voltage and current waveforms.

Keywords: Aging, Dielectric losses, Insulation and Life Estimation.

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Authors: Bo-Wei Song, Yun-Jung Lee

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This paper presents an intention interface and controller for a wire-driven heavy object lifting system that assists the operator with moving a heavy object. The handler is designed to allow a comfortable working posture for the operator. Plus, as a human assistive system, the operator is involved in the control loop, where a fuzzy control system is used to consider the human control characteristics. The effectiveness and performance of the proposed system are proved by experiments.

Keywords: Fuzzy controller, Handler design, Heavy object lifting system, Human-assistive device, Human-in-the-loop system.

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Authors: Devdutt

Abstract:

An active quarter car model with three degrees of freedom is presented for vibration reduction of passenger seat. The designed Fuzzy Logic Controller (FLC) and Self-Tuning Fuzzy Logic Controller (STFLC) are applied in seat suspension. Vibration control performance of active and passive quarter car systems are determined using simulation work. Simulation results in terms of passenger seat acceleration and displacement responses are compared for controlled and uncontrolled cases. Simulation results showed the improved results of both FLC and STFLC controllers in improving passenger ride comfort compared to uncontrolled case. Furthermore, the best performance in simulation studies is achieved by STFLC controlled suspension system compared to FLC controlled and uncontrolled cases.

Keywords: Active suspension system, quarter car model, passenger ride comfort, self-tuning fuzzy logic controller.

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Authors: A. K. Al-Othman, H. A. Al-Mekhaizim

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Multilevel inverters supplied from equal and constant dc sources almost don-t exist in practical applications. The variation of the dc sources affects the values of the switching angles required for each specific harmonic profile, as well as increases the difficulty of the harmonic elimination-s equations. This paper presents an extremely fast optimal solution of harmonic elimination of multilevel inverters with non-equal dc sources using Tanaka's fuzzy linear regression formulation. A set of mathematical equations describing the general output waveform of the multilevel inverter with nonequal dc sources is formulated. Fuzzy linear regression is then employed to compute the optimal solution set of switching angles.

Keywords: Multilevel converters, harmonics, pulse widthmodulation (PWM), optimal control.

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Authors: N. Sopipan

Abstract:

In this paper, we study the rainfall using a time series for weather stations in Nakhon Ratchasima province in Thailand by various statistical methods to enable us to analyse the behaviour of rainfall in the study areas. Time-series analysis is an important tool in modelling and forecasting rainfall. The ARIMA and Holt-Winter models were built on the basis of exponential smoothing. All the models proved to be adequate. Therefore it is possible to give information that can help decision makers establish strategies for the proper planning of agriculture, drainage systems and other water resource applications in Nakhon Ratchasima province. We obtained the best performance from forecasting with the ARIMA Model(1,0,1)(1,0,1)12.

Keywords: ARIMA Models, Exponential Smoothing, Holt- Winter model.

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Authors: Suraiya Jabin, Kamal K. Bharadwaj

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This research presents a system for post processing of data that takes mined flat rules as input and discovers crisp as well as fuzzy hierarchical structures using Learning Classifier System approach. Learning Classifier System (LCS) is basically a machine learning technique that combines evolutionary computing, reinforcement learning, supervised or unsupervised learning and heuristics to produce adaptive systems. A LCS learns by interacting with an environment from which it receives feedback in the form of numerical reward. Learning is achieved by trying to maximize the amount of reward received. Crisp description for a concept usually cannot represent human knowledge completely and practically. In the proposed Learning Classifier System initial population is constructed as a random collection of HPR–trees (related production rules) and crisp / fuzzy hierarchies are evolved. A fuzzy subsumption relation is suggested for the proposed system and based on Subsumption Matrix (SM), a suitable fitness function is proposed. Suitable genetic operators are proposed for the chosen chromosome representation method. For implementing reinforcement a suitable reward and punishment scheme is also proposed. Experimental results are presented to demonstrate the performance of the proposed system.

Keywords: Hierarchical Production Rule, Data Mining, Learning Classifier System, Fuzzy Subsumption Relation, Subsumption matrix, Reinforcement Learning.

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Authors: Emmy Pratiwi, Ketut B. Artana, A. A. B. Dinariyana

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Madura Strait is considered as one of the busiest shipping channels in Indonesia. High vessel traffic density in Madura Strait gives serious threat due to navigational safety in this area, i.e. ship collision. This study is necessary as an attempt to enhance the safety of marine traffic. Fuzzy inference system (FIS) is proposed to calculate risk collision of ships. Collision risk is evaluated based on ship domain, Distance to Closest Point of Approach (DCPA), and Time to Closest Point of Approach (TCPA). Data were collected by utilizing Automatic Identification System (AIS). This study considers several ships’ domain models to give the characteristic of marine traffic in the waterways. Each encounter in the ship domain is analyzed to obtain the level of collision risk. Risk level of ships, as the result in this study, can be used as guidance to avoid the accident, providing brief description about safety traffic in Madura Strait and improving the navigational safety in the area.

Keywords: Automatic identification system, collision risk, DCPA, fuzzy inference system, TCPA.

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Authors: G. Büyüközkan , O. Feyzioglu, Z. Vardaloglu

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Collaborative planning, forecasting and replenishment (CPFR) coordinates the various supply chain management activities including production and purchase planning, demand forecasting and inventory replenishment between supply chain trading partners. This study proposes a systematic way of analyzing CPFR supporting factors using fuzzy cognitive map (FCM) approach. FCMs have proven particularly useful for solving problems in which a number of decision variables and uncontrollable variables are causally interrelated. Hence the FCMs of CPFR are created to show the relationships between the factors that influence on effective implementation of CPFR in the supply chain.

Keywords: Collaborative planning, forecasting and replenishment, fuzzy cognitive map, information sharing, decision synchronization, incentive alignment.

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Authors: A. S. Adesuyi, Z. Munch

Abstract:

This study investigates the use of a time-series of MODIS NDVI data to identify agricultural land cover change on an annual time step (2007 - 2012) and characterize the trend. Following an ISODATA classification of the MODIS imagery to selectively mask areas not agriculture or semi-natural, NDVI signatures were created to identify areas cereals and vineyards with the aid of ancillary, pictometry and field sample data for 2010. The NDVI signature curve and training samples were used to create a decision tree model in WEKA 3.6.9 using decision tree classifier (J48) algorithm; Model 1 including ISODATA classification and Model 2 not. These two models were then used to classify all data for the study area for 2010, producing land cover maps with classification accuracies of 77% and 80% for Model 1 and 2 respectively. Model 2 was subsequently used to create land cover classification and change detection maps for all other years. Subtle changes and areas of consistency (unchanged) were observed in the agricultural classes and crop practices. Over the years as predicted by the land cover classification. Forty one percent of the catchment comprised of cereals with 35% possibly following a crop rotation system. Vineyards largely remained constant with only one percent conversion to vineyard from other land cover classes.

Keywords: Change detection, Land cover, NDVI, time-series.

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

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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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