Search results for: Fuzzy Weighted Input Estimation Method
9976 A Novel Estimation Method for Integer Frequency Offset in Wireless OFDM Systems
Authors: Taeung Yoon, Youngpo Lee, Chonghan Song, Na Young Ha, Seokho Yoon
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Ren et al. presented an efficient carrier frequency offset (CFO) estimation method for orthogonal frequency division multiplexing (OFDM), which has an estimation range as large as the bandwidth of the OFDM signal and achieves high accuracy without any constraint on the structure of the training sequence. However, its detection probability of the integer frequency offset (IFO) rapidly varies according to the fractional frequency offset (FFO) change. In this paper, we first analyze the Ren-s method and define two criteria suitable for detection of IFO. Then, we propose a novel method for the IFO estimation based on the maximum-likelihood (ML) principle and the detection criteria defined in this paper. The simulation results demonstrate that the proposed method outperforms the Ren-s method in terms of the IFO detection probability irrespective of a value of the FFO.Keywords: Orthogonal frequency division multiplexing, integer frequency offset, estimation, training symbol
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24529975 Liver Lesion Extraction with Fuzzy Thresholding in Contrast Enhanced Ultrasound Images
Authors: Abder-Rahman Ali, Adélaïde Albouy-Kissi, Manuel Grand-Brochier, Viviane Ladan-Marcus, Christine Hoeffl, Claude Marcus, Antoine Vacavant, Jean-Yves Boire
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In this paper, we present a new segmentation approach for focal liver lesions in contrast enhanced ultrasound imaging. This approach, based on a two-cluster Fuzzy C-Means methodology, considers type-II fuzzy sets to handle uncertainty due to the image modality (presence of speckle noise, low contrast, etc.), and to calculate the optimum inter-cluster threshold. Fine boundaries are detected by a local recursive merging of ambiguous pixels. The method has been tested on a representative database. Compared to both Otsu and type-I Fuzzy C-Means techniques, the proposed method significantly reduces the segmentation errors.Keywords: Defuzzification, fuzzy clustering, image segmentation, type-II fuzzy sets.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22909974 A New Approach For Ranking Of Generalized Trapezoidal Fuzzy Numbers
Authors: Amit Kumar, Pushpinder Singh, Parampreet Kaur, Amarpreet Kaur
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Ranking of fuzzy numbers play an important role in decision making, optimization, forecasting etc. Fuzzy numbers must be ranked before an action is taken by a decision maker. In this paper, with the help of several counter examples it is proved that ranking method proposed by Chen and Chen (Expert Systems with Applications 36 (2009) 6833-6842) is incorrect. The main aim of this paper is to propose a new approach for the ranking of generalized trapezoidal fuzzy numbers. The main advantage of the proposed approach is that the proposed approach provide the correct ordering of generalized and normal trapezoidal fuzzy numbers and also the proposed approach is very simple and easy to apply in the real life problems. It is shown that proposed ranking function satisfies all the reasonable properties of fuzzy quantities proposed by Wang and Kerre (Fuzzy Sets and Systems 118 (2001) 375-385).Keywords: Ranking function, Generalized trapezoidal fuzzy numbers
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 27179973 Online Battery Equivalent Circuit Model Estimation on Continuous-Time Domain Using Linear Integral Filter Method
Authors: Cheng Zhang, James Marco, Walid Allafi, Truong Q. Dinh, W. D. Widanage
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Equivalent circuit models (ECMs) are widely used in battery management systems in electric vehicles and other battery energy storage systems. The battery dynamics and the model parameters vary under different working conditions, such as different temperature and state of charge (SOC) levels, and therefore online parameter identification can improve the modelling accuracy. This paper presents a way of online ECM parameter identification using a continuous time (CT) estimation method. The CT estimation method has several advantages over discrete time (DT) estimation methods for ECM parameter identification due to the widely separated battery dynamic modes and fast sampling. The presented method can be used for online SOC estimation. Test data are collected using a lithium ion cell, and the experimental results show that the presented CT method achieves better modelling accuracy compared with the conventional DT recursive least square method. The effectiveness of the presented method for online SOC estimation is also verified on test data.Keywords: Equivalent circuit model, continuous time domain estimation, linear integral filter method, parameter and SOC estimation, recursive least square.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13449972 Parameter Estimation for Viewing Rank Distribution of Video-on-Demand
Authors: Hyoup-Sang Yoon
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Video-on-demand (VOD) is designed by using content delivery networks (CDN) to minimize the overall operational cost and to maximize scalability. Estimation of the viewing pattern (i.e., the relationship between the number of viewings and the ranking of VOD contents) plays an important role in minimizing the total operational cost and maximizing the performance of the VOD systems. In this paper, we have analyzed a large body of commercial VOD viewing data and found that the viewing rank distribution fits well with the parabolic fractal distribution. The weighted linear model fitting function is used to estimate the parameters (coefficients) of the parabolic fractal distribution. This paper presents an analytical basis for designing an optimal hierarchical VOD contents distribution system in terms of its cost and performance.
Keywords: VOD, CDN, parabolic fractal distribution, viewing rank, weighted linear model fitting
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17909971 A Novel Fuzzy Logic Based Controller to Adjust the Brightness of the Television Screen with Respect to Surrounding Light
Authors: A. V. Sai Balasubramanian, N. Ravi Shankar, S. Subbaraman, R. Rengaraj
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One of the major cause of eye strain and other problems caused while watching television is the relative illumination between the screen and its surrounding. This can be overcome by adjusting the brightness of the screen with respect to the surrounding light. A controller based on fuzzy logic is proposed in this paper. The fuzzy controller takes in the intensity of light surrounding the screen and the present brightness of the screen as input. The output of the fuzzy controller is the grid voltage corresponding to the required brightness. This voltage is given to CRT and brightness is controller dynamically. For the given test system data, different de-fuzzifier methods have been implemented and the results are compared. In order to validate the effectiveness of the proposed approach, a fuzzy controller has been designed by obtaining a test data from a real time system. The simulations are performed in MATLAB and are verified with standard system data. The proposed approach can be implemented for real time applications.Keywords: Fuzzy controller, Grid voltage
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 27859970 An Augmented Automatic Choosing Control with Constrained Input Using Weighted Gradient Optimization Automatic Choosing Functions
Authors: Toshinori Nawata
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In this paper we consider a nonlinear feedback control called augmented automatic choosing control (AACC) for nonlinear systems with constrained input using weighted gradient optimization automatic choosing functions. Constant term which arises from linearization of a given nonlinear system is treated as a coefficient of a stable zero dynamics. Parameters of the control are suboptimally selected by maximizing the stable region in the sense of Lyapunov with the aid of a genetic algorithm. This approach is applied to a field excitation control problem of power system to demonstrate the splendidness of the AACC. Simulation results show that the new controller can improve performance remarkably well.
Keywords: Augmented automatic choosing control, nonlinear control, genetic algorithm, zero dynamics.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18439969 ANFIS Modeling of the Surface Roughness in Grinding Process
Authors: H. Baseri, G. Alinejad
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The objective of this study is to design an adaptive neuro-fuzzy inference system (ANFIS) for estimation of surface roughness in grinding process. The Used data have been generated from experimental observations when the wheel has been dressed using a rotary diamond disc dresser. The input parameters of model are dressing speed ratio, dressing depth and dresser cross-feed rate and output parameter is surface roughness. In the experimental procedure the grinding conditions are constant and only the dressing conditions are varied. The comparison of the predicted values and the experimental data indicates that the ANFIS model has a better performance with respect to back-propagation neural network (BPNN) model which has been presented by the authors in previous work for estimation of the surface roughness.Keywords: Grinding, ANFIS, Neural network, Disc dressing.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24159968 State Feedback Controller Design via Takagi- Sugeno Fuzzy Model: LMI Approach
Authors: F. Khaber, K. Zehar, A. Hamzaoui
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In this paper, we introduce a robust state feedback controller design using Linear Matrix Inequalities (LMIs) and guaranteed cost approach for Takagi-Sugeno fuzzy systems. The purpose on this work is to establish a systematic method to design controllers for a class of uncertain linear and non linear systems. Our approach utilizes a certain type of fuzzy systems that are based on Takagi-Sugeno (T-S) fuzzy models to approximate nonlinear systems. We use a robust control methodology to design controllers. This method not only guarantees stability, but also minimizes an upper bound on a linear quadratic performance measure. A simulation example is presented to show the effectiveness of this method.
Keywords: Takagi-Sugeno fuzzy model, state feedback, linear matrix inequalities, robust stability.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25019967 RANFIS : Rough Adaptive Neuro-Fuzzy Inference System
Authors: Sandeep Chandana, Rene V. Mayorga
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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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17049966 k-Fuzzy Ideals of Ternary Semirings
Authors: Sathinee Malee, Ronnason Chinram
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The notion of k-fuzzy ideals of semirings was introduced by Kim and Park in 1996. In 2003, Dutta and Kar introduced a notion of ternary semirings. This structure is a generalization of ternary rings and semirings. The main purpose of this paper is to introduce and study k-fuzzy ideals in ternary semirings analogous to k-fuzzy ideals in semirings considered by Kim and Park.Keywords: k-ideals, k-fuzzy ideals, fuzzy k-ideals, ternarysemirings
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18139965 Project Selection by Using Fuzzy AHP and TOPSIS Technique
Authors: S. Mahmoodzadeh, J. Shahrabi, M. Pariazar, M. S. Zaeri
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In this article, by using fuzzy AHP and TOPSIS technique we propose a new method for project selection problem. After reviewing four common methods of comparing alternatives investment (net present value, rate of return, benefit cost analysis and payback period) we use them as criteria in AHP tree. In this methodology by utilizing improved Analytical Hierarchy Process by Fuzzy set theory, first we try to calculate weight of each criterion. Then by implementing TOPSIS algorithm, assessment of projects has been done. Obtained results have been tested in a numerical example.Keywords: Fuzzy AHP, Project Selection, TOPSIS Technique.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 66019964 Applications of Trigonometic Measures of Fuzzy Entropy to Geometry
Authors: Om Parkash, C.P.Gandhi
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In the literature of fuzzy measures, there exist many well known parametric and non-parametric measures, each with its own merits and limitations. But our main emphasis is on applications of these measures to a variety of disciplines. To extend the scope of applications of these fuzzy measures to geometry, we need some special fuzzy measures. In this communication, we have introduced two new fuzzy measures involving trigonometric functions and simultaneously provided their applications to obtain the basic results already existing in the literature of geometry.Keywords: Entropy, Uncertainty, Fuzzy Entropy, Concavity, Symmetry.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15339963 A Neuro-Fuzzy Approach Based Voting Scheme for Fault Tolerant Systems Using Artificial Bee Colony Training
Authors: D. Uma Devi, P. Seetha Ramaiah
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Voting algorithms are extensively used to make decisions in fault tolerant systems where each redundant module gives inconsistent outputs. Popular voting algorithms include majority voting, weighted voting, and inexact majority voters. Each of these techniques suffers from scenarios where agreements do not exist for the given voter inputs. This has been successfully overcome in literature using fuzzy theory. Our previous work concentrated on a neuro-fuzzy algorithm where training using the neuro system substantially improved the prediction result of the voting system. Weight training of Neural Network is sub-optimal. This study proposes to optimize the weights of the Neural Network using Artificial Bee Colony algorithm. Experimental results show the proposed system improves the decision making of the voting algorithms.Keywords: Voting algorithms, Fault tolerance, Fault masking, Neuro-Fuzzy System (NFS), Artificial Bee Colony (ABC)
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 26559962 Neuro-Fuzzy System for Equalization Channel Distortion
Authors: Rahib H. Abiyev
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In this paper the application of neuro-fuzzy system for equalization of channel distortion is considered. The structure and operation algorithm of neuro-fuzzy equalizer are described. The use of neuro-fuzzy equalizer in digital signal transmission allows to decrease training time of parameters and decrease the complexity of the network. The simulation of neuro-fuzzy equalizer is performed. The obtained result satisfies the efficiency of application of neurofuzzy technology in channel equalization.
Keywords: Neuro-fuzzy system, noise equalization, neuro-fuzzy equalizer, neural system.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16329961 Time Delay Estimation Using Signal Envelopes for Synchronisation of Recordings
Authors: Sergei Aleinik, Mikhail Stolbov
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In this work, a method of time delay estimation for dual-channel acoustic signals (speech, music, etc.) recorded under reverberant conditions is investigated. Standard methods based on cross-correlation of the signals show poor results in cases involving strong reverberation, large distances between microphones and asynchronous recordings. Under similar conditions, a method based on cross-correlation of temporal envelopes of the signals delivers a delay estimation of acceptable quality. This method and its properties are described and investigated in detail, including its limits of applicability. The method’s optimal parameter estimation and a comparison with other known methods of time delay estimation are also provided.
Keywords: Cross-correlation, delay estimation, signal envelope, signal processing.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 30649960 On Solving Single-Period Inventory Model under Hybrid Uncertainty
Authors: Madhukar Nagare, Pankaj Dutta
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Inventory decisional environment of short life-cycle products is full of uncertainties arising from randomness and fuzziness of input parameters like customer demand requiring modeling under hybrid uncertainty. Prior inventory models incorporating fuzzy demand have unfortunately ignored stochastic variation of demand. This paper determines an unambiguous optimal order quantity from a set of n fuzzy observations in a newsvendor inventory setting in presence of fuzzy random variable demand capturing both fuzzy perception and randomness of customer demand. The stress of this paper is in providing solution procedure that attains optimality in two steps with demand information availability in linguistic phrases leading to fuzziness along with stochastic variation. The first step of solution procedure identifies and prefers one best fuzzy opinion out of all expert opinions and the second step determines optimal order quantity from the selected event that maximizes profit. The model and solution procedure is illustrated with a numerical example.Keywords: Fuzzy expected value, Fuzzy random demand, Hybrid uncertainty, Optimal order quantity, Single-period inventory
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20209959 Approximation of Sturm-Liouville Problems by Exponentially Weighted Legendre-Gauss Tau Method
Authors: Mohamed K. El Daou
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We construct an exponentially weighted Legendre- Gauss Tau method for solving differential equations with oscillatory solutions. The proposed method is applied to Sturm-Liouville problems. Numerical examples illustrating the efficiency and the high accuracy of our results are presented.
Keywords: Oscillatory functions, Sturm-Liouville problems, legendre polynomial, gauss points.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14009958 Complex Fuzzy Evolution Equation with Nonlocal Conditions
Authors: Abdelati El Allaoui, Said Melliani, Lalla Saadia Chadli
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The objective of this paper is to study the existence and uniqueness of Mild solutions for a complex fuzzy evolution equation with nonlocal conditions that accommodates the notion of fuzzy sets defined by complex-valued membership functions. We first propose definition of complex fuzzy strongly continuous semigroups. We then give existence and uniqueness result relevant to the complex fuzzy evolution equation.Keywords: Complex fuzzy evolution equations, nonlocal conditions, mild solution, complex fuzzy semigroups.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10449957 Fighter Aircraft Selection Using Fuzzy Preference Optimization Programming (POP)
Authors: C. Ardil
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The Turkish Air Force needs to acquire a sixth- generation fighter aircraft in order to maintain its air superiority and dominance against its rivals under the risks posed by global geopolitical opportunities and threats. Accordingly, five evaluation criteria were determined to evaluate the sixth-generation fighter aircraft alternatives and to select the best one. Systematically, a new fuzzy preference optimization programming (POP) method is proposed to select the best sixth generation fighter aircraft in an uncertain environment. The POP technique considers both quantitative and qualitative evaluation criteria. To demonstrate the applicability and effectiveness of the proposed approach, it is applied to a multiple criteria decision-making problem to evaluate and select sixth-generation fighter aircraft. The results of the fuzzy POP method are compared with the results of the fuzzy TOPSIS approach to validate it. According to the comparative analysis, fuzzy POP and fuzzy TOPSIS methods get the same results. This demonstrates the applicability of the fuzzy POP technique to address the sixth-generation fighter selection problem.
Keywords: Fighter aircraft selection, sixth-generation fighter aircraft, fuzzy decision process, multiple criteria decision making, preference optimization programming, POP, TOPSIS, Kizilelma, MIUS, fuzzy set theory
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4479956 Change Detector Combination in Remotely Sensed Images Using Fuzzy Integral
Authors: H. Nemmour, Y. Chibani
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Decision fusion is one of hot research topics in classification area, which aims to achieve the best possible performance for the task at hand. In this paper, we investigate the usefulness of this concept to improve change detection accuracy in remote sensing. Thereby, outputs of two fuzzy change detectors based respectively on simultaneous and comparative analysis of multitemporal data are fused by using fuzzy integral operators. This method fuses the objective evidences produced by the change detectors with respect to fuzzy measures that express the difference of performance between them. The proposed fusion framework is evaluated in comparison with some ordinary fuzzy aggregation operators. Experiments carried out on two SPOT images showed that the fuzzy integral was the best performing. It improves the change detection accuracy while attempting to equalize the accuracy rate in both change and no change classes.Keywords: change detection, decision fusion, fuzzy logic, remote sensing.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16169955 Geometric Operators in Decision Making with Minimization of Regret
Authors: José M. Merigó, Montserrat Casanovas
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We study different types of aggregation operators and the decision making process with minimization of regret. We analyze the original work developed by Savage and the recent work developed by Yager that generalizes the MMR method creating a parameterized family of minimal regret methods by using the ordered weighted averaging (OWA) operator. We suggest a new method that uses different types of geometric operators such as the weighted geometric mean or the ordered weighted geometric operator (OWG) to generalize the MMR method obtaining a new parameterized family of minimal regret methods. The main result obtained in this method is that it allows to aggregate negative numbers in the OWG operator. Finally, we give an illustrative example.Keywords: Decision making, Regret, Aggregation operators, OWA operator, OWG operator.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16679954 Processing the Medical Sensors Signals Using Fuzzy Inference System
Authors: S. Bouharati, I. Bouharati, C. Benzidane, F. Alleg, M. Belmahdi
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Sensors possess several properties of physical measures. Whether devices that convert a sensed signal into an electrical signal, chemical sensors and biosensors, thus all these sensors can be considered as an interface between the physical and electrical equipment. The problem is the analysis of the multitudes of saved settings as input variables. However, they do not all have the same level of influence on the outputs. In order to identify the most sensitive parameters, those that can guide users in gathering information on the ground and in the process of model calibration and sensitivity analysis for the effect of each change made. Mathematical models used for processing become very complex. In this paper a fuzzy rule-based system is proposed as a solution for this problem. The system collects the available signals information from sensors. Moreover, the system allows the study of the influence of the various factors that take part in the decision system. Since its inception fuzzy set theory has been regarded as a formalism suitable to deal with the imprecision intrinsic to many problems. At the same time, fuzzy sets allow to use symbolic models. In this study an example was applied for resolving variety of physiological parameters that define human health state. The application system was done for medical diagnosis help. The inputs are the signals expressed the cardiovascular system parameters, blood pressure, Respiratory system paramsystem was done, it will be able to predict the state of patient according any input values.Keywords: Sensors, Sensivity, fuzzy logic, analysis, physiological parameters, medical diagnosis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19679953 Self – Tuning Method of Fuzzy System: An Application on Greenhouse Process
Authors: M. Massour El Aoud, M. Franceschi, M. Maher
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The approach proposed here is oriented in the direction of fuzzy system for the analysis and the synthesis of intelligent climate controllers, the simulation of the internal climate of the greenhouse is achieved by a linear model whose coefficients are obtained by identification. The use of fuzzy logic controllers for the regulation of climate variables represents a powerful way to minimize the energy cost. Strategies of reduction and optimization are adopted to facilitate the tuning and to reduce the complexity of the controller.
Keywords: Greenhouse, fuzzy logic, optimization, gradient descent.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19479952 Solving Fully Fuzzy Linear Systems by use of a Certain Decomposition of the Coefficient Matrix
Authors: S. H. Nasseri, M. Sohrabi, E. Ardil
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In this paper, we give a certain decomposition of the coefficient matrix of the fully fuzzy linear system (FFLS) to obtain a simple algorithm for solving these systems. The new algorithm can solve FFLS in a smaller computing process. We will illustrate our method by solving some examples.Keywords: Fully fuzzy linear system, Fuzzy number, LUdecomposition.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17109951 S-Fuzzy Left h-Ideal of Hemirings
Authors: D.R Prince Williams
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The notion of S-fuzzy left h-ideals in a hemiring is introduced and it's basic properties are investigated.We also study the homomorphic image and preimage of S-fuzzy left h-ideal of hemirings.Using a collection of left h-ideals of a hemiring, S-fuzzy left h-ideal of hemirings are established.The notion of a finite-valued S-fuzzy left h-ideal is introduced,and its characterization is given.S-fuzzy relations on hemirings are discussed.The notion of direct product and S-product are introduced and some properties of the direct product and S-product of S-fuzzy left h-ideal of hemiring are also discussed.
Keywords: hemiring, left h-ideal, anti fuzzy h-ideal, S-fuzzy left hideal, t-conorm , homomorphism.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17239950 Adaptive Neuro-Fuzzy Inference System for Financial Trading using Intraday Seasonality Observation Model
Authors: A. Kablan
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The prediction of financial time series is a very complicated process. If the efficient market hypothesis holds, then the predictability of most financial time series would be a rather controversial issue, due to the fact that the current price contains already all available information in the market. This paper extends the Adaptive Neuro Fuzzy Inference System for High Frequency Trading which is an expert system that is capable of using fuzzy reasoning combined with the pattern recognition capability of neural networks to be used in financial forecasting and trading in high frequency. However, in order to eliminate unnecessary input in the training phase a new event based volatility model was proposed. Taking volatility and the scaling laws of financial time series into consideration has brought about the development of the Intraday Seasonality Observation Model. This new model allows the observation of specific events and seasonalities in data and subsequently removes any unnecessary data. This new event based volatility model provides the ANFIS system with more accurate input and has increased the overall performance of the system.Keywords: Adaptive Neuro-fuzzy Inference system, High Frequency Trading, Intraday Seasonality Observation Model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 33969949 Fuzzy Time Series Forecasting Using Percentage Change as the Universe of Discourse
Authors: Meredith Stevenson, John E. Porter
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Since the pioneering work of Zadeh, fuzzy set theory has been applied to a myriad of areas. Song and Chissom introduced the concept of fuzzy time series and applied some methods to the enrollments of the University of Alabama. In recent years, a number of techniques have been proposed for forecasting based on fuzzy set theory methods. These methods have either used enrollment numbers or differences of enrollments as the universe of discourse. We propose using the year to year percentage change as the universe of discourse. In this communication, the approach of Jilani, Burney, and Ardil is modified by using the year to year percentage change as the universe of discourse. We use enrollment figures for the University of Alabama to illustrate our proposed method. The proposed method results in better forecasting accuracy than existing models.
Keywords: Fuzzy forecasting, fuzzy time series, fuzzified enrollments, time-invariant model
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25049948 State Estimation Method Based on Unscented Kalman Filter for Vehicle Nonlinear Dynamics
Authors: Wataru Nakamura, Tomoaki Hashimoto, Liang-Kuang Chen
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This paper provides a state estimation method for automatic control systems of nonlinear vehicle dynamics. A nonlinear tire model is employed to represent the realistic behavior of a vehicle. In general, all the state variables of control systems are not precisedly known, because those variables are observed through output sensors and limited parts of them might be only measurable. Hence, automatic control systems must incorporate some type of state estimation. It is needed to establish a state estimation method for nonlinear vehicle dynamics with restricted measurable state variables. For this purpose, unscented Kalman filter method is applied in this study for estimating the state variables of nonlinear vehicle dynamics. The objective of this paper is to propose a state estimation method using unscented Kalman filter for nonlinear vehicle dynamics. The effectiveness of the proposed method is verified by numerical simulations.Keywords: State estimation, control systems, observer systems, unscented Kalman filter, nonlinear vehicle dynamics.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6139947 Comparison of ANFIS and ANN for Estimation of Biochemical Oxygen Demand Parameter in Surface Water
Authors: S. Areerachakul
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Nowadays, several techniques such as; Fuzzy Inference System (FIS) and Neural Network (NN) are employed for developing of the predictive models to estimate parameters of water quality. The main objective of this study is to compare between the predictive ability of the Adaptive Neuro-Fuzzy Inference System (ANFIS) model and Artificial Neural Network (ANN) model to estimate the Biochemical Oxygen Demand (BOD) on data from 11 sampling sites of Saen Saep canal in Bangkok, Thailand. The data is obtained from the Department of Drainage and Sewerage, Bangkok Metropolitan Administration, during 2004-2011. The five parameters of water quality namely Dissolved Oxygen (DO), Chemical Oxygen Demand (COD), Ammonia Nitrogen (NH3N), Nitrate Nitrogen (NO3N), and Total Coliform bacteria (T-coliform) are used as the input of the models. These water quality indices affect the biochemical oxygen demand. The experimental results indicate that the ANN model provides a higher correlation coefficient (R=0.73) and a lower root mean square error (RMSE=4.53) than the corresponding ANFIS model.Keywords: adaptive neuro-fuzzy inference system, artificial neural network, biochemical oxygen demand, surface water.
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