Search results for: Fuzzy Input Estimator
2094 Fuzzy Logic Control of Static Var Compensator for Power System Damping
Authors: N.Karpagam, D.Devaraj
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Static Var Compensator (SVC) is a shunt type FACTS device which is used in power system primarily for the purpose of voltage and reactive power control. In this paper, a fuzzy logic based supplementary controller for Static Var Compensator (SVC) is developed which is used for damping the rotor angle oscillations and to improve the transient stability of the power system. Generator speed and the electrical power are chosen as input signals for the Fuzzy Logic Controller (FLC). The effectiveness and feasibility of the proposed control is demonstrated with Single Machine Infinite Bus (SMIB) system and multimachine system (WSCC System) which show improvement over the use of a fixed parameter controller.Keywords: FLC, SVC, Transient stability, SMIB, PIDcontroller.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 33862093 Soft-Sensor for Estimation of Gasoline Octane Number in Platforming Processes with Adaptive Neuro-Fuzzy Inference Systems (ANFIS)
Authors: Hamed.Vezvaei, Sepideh.Ordibeheshti, Mehdi.Ardjmand
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Gasoline Octane Number is the standard measure of the anti-knock properties of a motor in platforming processes, that is one of the important unit operations for oil refineries and can be determined with online measurement or use CFR (Cooperative Fuel Research) engines. Online measurements of the Octane number can be done using direct octane number analyzers, that it is too expensive, so we have to find feasible analyzer, like ANFIS estimators. ANFIS is the systems that neural network incorporated in fuzzy systems, using data automatically by learning algorithms of NNs. ANFIS constructs an input-output mapping based both on human knowledge and on generated input-output data pairs. In this research, 31 industrial data sets are used (21 data for training and the rest of the data used for generalization). Results show that, according to this simulation, hybrid method training algorithm in ANFIS has good agreements between industrial data and simulated results.Keywords: Adaptive Neuro-Fuzzy Inference Systems, GasolineOctane Number, Soft-sensor, Catalytic Naphtha Reforming
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21362092 Combined Fuzzy and Predictive Controller for Unity Power Factor Converter
Authors: Abdelhalim Kessal
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This paper treats a design of combined control of a single phase power factor correction (PFC). The strategy of the proposed control is based on two parts, the first, for the outer loop (DC output regulated voltage), and the second govern the input current of the converter in order to achieve a sinusoidal form in phase with the grid voltage. Two kinds of regulators are used, Fuzzy controller for the outer loop and predictive controller for the inner loop. The controllers are verified and discussed through simulation under MATLAB/Simulink platform. Also an experimental confirmation is applied. Results present a high dynamic performance under various parameters changes.Keywords: Boost converter, harmonic distortion, Fuzzy, prediction, unity power factor.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11132091 Prediction of Dissolved Oxygen in Rivers Using a Wang-Mendel Method – Case Study of Au Sable River
Authors: Mahmoud R. Shaghaghian
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Amount of dissolve oxygen in a river has a great direct affect on aquatic macroinvertebrates and this would influence on the region ecosystem indirectly. In this paper it is tried to predict dissolved oxygen in rivers by employing an easy Fuzzy Logic Modeling, Wang Mendel method. This model just uses previous records to estimate upcoming values. For this purpose daily and hourly records of eight stations in Au Sable watershed in Michigan, United States are employed for 12 years and 50 days period respectively. Calculations indicate that for long period prediction it is better to increase input intervals. But for filling missed data it is advisable to decrease the interval. Increasing partitioning of input and output features influence a little on accuracy but make the model too time consuming. Increment in number of input data also act like number of partitioning. Large amount of train data does not modify accuracy essentially, so, an optimum training length should be selected.
Keywords: Dissolved oxygen, Au Sable, fuzzy logic modeling, Wang Mendel.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18342090 Adaptation of Iterative Methods to Solve Fuzzy Mathematical Programming Problems
Authors: Ricardo C. Silva, Luiza A. P. Cantao, Akebo Yamakami
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Based on the fuzzy set theory this work develops two adaptations of iterative methods that solve mathematical programming problems with uncertainties in the objective function and in the set of constraints. The first one uses the approach proposed by Zimmermann to fuzzy linear programming problems as a basis and the second one obtains cut levels and later maximizes the membership function of fuzzy decision making using the bound search method. We outline similarities between the two iterative methods studied. Selected examples from the literature are presented to validate the efficiency of the methods addressed.Keywords: Fuzzy Theory, Nonlinear Optimization, Fuzzy Mathematics Programming.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15832089 An Edge Detection and Filtering Mechanism of Two Dimensional Digital Objects Based on Fuzzy Inference
Authors: Ayman A. Aly, Abdallah A. Alshnnaway
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The general idea behind the filter is to average a pixel using other pixel values from its neighborhood, but simultaneously to take care of important image structures such as edges. The main concern of the proposed filter is to distinguish between any variations of the captured digital image due to noise and due to image structure. The edges give the image the appearance depth and sharpness. A loss of edges makes the image appear blurred or unfocused. However, noise smoothing and edge enhancement are traditionally conflicting tasks. Since most noise filtering behaves like a low pass filter, the blurring of edges and loss of detail seems a natural consequence. Techniques to remedy this inherent conflict often encompass generation of new noise due to enhancement. In this work a new fuzzy filter is presented for the noise reduction of images corrupted with additive noise. The filter consists of three stages. (1) Define fuzzy sets in the input space to computes a fuzzy derivative for eight different directions (2) construct a set of IFTHEN rules by to perform fuzzy smoothing according to contributions of neighboring pixel values and (3) define fuzzy sets in the output space to get the filtered and edged image. Experimental results are obtained to show the feasibility of the proposed approach with two dimensional objects.Keywords: Additive noise, edge preserving filtering, fuzzy image filtering, noise reduction, two dimensional mechanical images.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15192088 Implementation of Intuitionistic Fuzzy Approach in Maximizing Net Present Value
Authors: Gaurav Kumar, Rakesh Kumar Bajaj
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The applicability of Net Present Value (NPV) in an investment project is becoming more and more popular in the field of engineering economics. The classical NPV methodology involves only the precise and accurate data of the investment project. In the present communication, we give a new mathematical model for NPV which uses the concept of intuitionistic fuzzy set theory. The proposed model is based on triangular intuitionistic fuzzy number, which may be known as Intuitionistic Fuzzy Net Present Value (IFNPV). The model has been applied to an example and the results are presented.
Keywords: Net Present Value, Intuitionistic Fuzzy Set, Investment Projects.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24562087 Comparison Results of Two-point Fuzzy Boundary Value Problems
Authors: Hsuan-Ku Liu
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This paper investigates the solutions of two-point fuzzy boundary value problems as the form x = f(t, x(t)), x(0) = A and x(l) = B, where A and B are fuzzy numbers. There are four different solutions for the problems when the lateral type of H-derivative is employed to solve the problems. As f(t, x) is a monotone function of x, these four solutions are reduced to two different solutions. As f(t, x(t)) = λx(t) or f(t, x(t)) = -λx(t), solutions and several comparison results are presented to indicate advantages of each solution.
Keywords: Fuzzy derivative, lateral type of H-derivative, fuzzy differential equations, fuzzy boundary value problems, boundary value problems.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14662086 On λ− Summable of Orlicz Space of Gai Sequences of Fuzzy Numbers
Authors: N.Subramanian, S.Krishnamoorthy, S. Balasubramanian
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In this paper the concept of strongly (λM)p - Ces'aro summability of a sequence of fuzzy numbers and strongly λM- statistically convergent sequences of fuzzy numbers is introduced.Keywords: Fuzzy numbers, statistical convergence, Orlicz space, gai sequence.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18992085 Estimating Development Time of Software Projects Using a Neuro Fuzzy Approach
Authors: Venus Marza, Amin Seyyedi, Luiz Fernando Capretz
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Software estimation accuracy is among the greatest challenges for software developers. This study aimed at building and evaluating a neuro-fuzzy model to estimate software projects development time. The forty-one modules developed from ten programs were used as dataset. Our proposed approach is compared with fuzzy logic and neural network model and Results show that the value of MMRE (Mean of Magnitude of Relative Error) applying neuro-fuzzy was substantially lower than MMRE applying fuzzy logic and neural network.Keywords: Artificial Neural Network, Fuzzy Logic, Neuro-Fuzzy, Software Estimation
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16122084 On the Parameter Optimization of Fuzzy Inference Systems
Authors: Erika Martinez Ramirez, Rene V. Mayorga
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Nowadays, more engineering systems are using some kind of Artificial Intelligence (AI) for the development of their processes. Some well-known AI techniques include artificial neural nets, fuzzy inference systems, and neuro-fuzzy inference systems among others. Furthermore, many decision-making applications base their intelligent processes on Fuzzy Logic; due to the Fuzzy Inference Systems (FIS) capability to deal with problems that are based on user knowledge and experience. Also, knowing that users have a wide variety of distinctiveness, and generally, provide uncertain data, this information can be used and properly processed by a FIS. To properly consider uncertainty and inexact system input values, FIS normally use Membership Functions (MF) that represent a degree of user satisfaction on certain conditions and/or constraints. In order to define the parameters of the MFs, the knowledge from experts in the field is very important. This knowledge defines the MF shape to process the user inputs and through fuzzy reasoning and inference mechanisms, the FIS can provide an “appropriate" output. However an important issue immediately arises: How can it be assured that the obtained output is the optimum solution? How can it be guaranteed that each MF has an optimum shape? A viable solution to these questions is through the MFs parameter optimization. In this Paper a novel parameter optimization process is presented. The process for FIS parameter optimization consists of the five simple steps that can be easily realized off-line. Here the proposed process of FIS parameter optimization it is demonstrated by its implementation on an Intelligent Interface section dealing with the on-line customization / personalization of internet portals applied to E-commerce.Keywords: Artificial Intelligence, Fuzzy Logic, Fuzzy InferenceSystems, Nonlinear Optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19372083 Aircraft Gas Turbine Engines Technical Condition Identification System
Authors: A. M. Pashayev, C. Ardil, D. D. Askerov, R. A. Sadiqov, P. S. Abdullayev
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In this paper is shown that the probability-statistic methods application, especially at the early stage of the aviation gas turbine engine (GTE) technical condition diagnosing, when the flight information has property of the fuzzy, limitation and uncertainty is unfounded. Hence is considered the efficiency of application of new technology Soft Computing at these diagnosing stages with the using of the Fuzzy Logic and Neural Networks methods. Training with high accuracy of fuzzy multiple linear and non-linear models (fuzzy regression equations) which received on the statistical fuzzy data basis is made. Thus for GTE technical condition more adequate model making are analysed dynamics of skewness and kurtosis coefficients' changes. Researches of skewness and kurtosis coefficients values- changes show that, distributions of GTE work parameters have fuzzy character. Hence consideration of fuzzy skewness and kurtosis coefficients is expedient. Investigation of the basic characteristics changes- dynamics of GTE work parameters allows to draw conclusion on necessity of the Fuzzy Statistical Analysis at preliminary identification of the engines' technical condition. Researches of correlation coefficients values- changes shows also on their fuzzy character. Therefore for models choice the application of the Fuzzy Correlation Analysis results is offered. For checking of models adequacy is considered the Fuzzy Multiple Correlation Coefficient of Fuzzy Multiple Regression. At the information sufficiency is offered to use recurrent algorithm of aviation GTE technical condition identification (Hard Computing technology is used) on measurements of input and output parameters of the multiple linear and non-linear generalised models at presence of noise measured (the new recursive Least Squares Method (LSM)). The developed GTE condition monitoring system provides stage-bystage estimation of engine technical conditions. As application of the given technique the estimation of the new operating aviation engine temperature condition was made.
Keywords: Gas turbine engines, neural networks, fuzzy logic, fuzzy statistics.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18602082 Generalized Measures of Fuzzy Entropy and their Properties
Authors: K.C. Deshmukh, P.G. Khot, Nikhil
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In the present communication, we have proposed some new generalized measure of fuzzy entropy based upon real parameters, discussed their and desirable properties, and presented these measures graphically. An important property, that is, monotonicity of the proposed measures has also been studied.Keywords: Fuzzy numbers, Fuzzy entropy, Characteristicfunction, Crisp set, Monotonicity.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14222081 An Analytical Comparison between Open Loop, PID and Fuzzy Logic Based DC-DC Boost Convertor
Authors: Muhammad Mujtaba Asad, Razali Bin Hassan, Fahad Sherwani
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This paper explains about the voltage output for DC to DC boost converter between open loop, PID controller and fuzzy logic controller through Matlab Simulink. Simulink input voltage was set at 12V and the voltage reference was set at 24V. The analysis on the deviation of voltage resulted that the difference between reference voltage setting and the output voltage is always lower. Comparison between open loop, PID and FLC shows that, the open loop circuit having a bit higher on the deviation of voltage. The PID circuit boosts for FLC has a lesser deviation of voltage and proved that it is such a better performance on control the deviation of voltage during the boost mode.
Keywords: Boost Convertors, Power Electronics, PID, Fuzzy logic, Open loop.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 38032080 A New Method to Estimate the Low Income Proportion: Monte Carlo Simulations
Authors: Encarnación Álvarez, Rosa M. García-Fernández, Juan F. Muñoz
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Estimation of a proportion has many applications in economics and social studies. A common application is the estimation of the low income proportion, which gives the proportion of people classified as poor into a population. In this paper, we present this poverty indicator and propose to use the logistic regression estimator for the problem of estimating the low income proportion. Various sampling designs are presented. Assuming a real data set obtained from the European Survey on Income and Living Conditions, Monte Carlo simulation studies are carried out to analyze the empirical performance of the logistic regression estimator under the various sampling designs considered in this paper. Results derived from Monte Carlo simulation studies indicate that the logistic regression estimator can be more accurate than the customary estimator under the various sampling designs considered in this paper. The stratified sampling design can also provide more accurate results.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18962079 Adaptive Fuzzy Control for Air-Fuel Ratio of Automobile Spark Ignition Engine
Authors: Ali Ghaffari, A. Hosein Shamekhi, Akbar Saki, Ehsan Kamrani
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In order to meet the limits imposed on automotive emissions, engine control systems are required to constrain air/fuel ratio (AFR) in a narrow band around the stoichiometric value, due to the strong decay of catalyst efficiency in case of rich or lean mixture. This paper presents a model of a sample spark ignition engine and demonstrates Simulink-s capabilities to model an internal combustion engine from the throttle to the crankshaft output. We used welldefined physical principles supplemented, where appropriate, with empirical relationships that describe the system-s dynamic behavior without introducing unnecessary complexity. We also presents a PID tuning method that uses an adaptive fuzzy system to model the relationship between the controller gains and the target output response, with the response specification set by desired percent overshoot and settling time. The adaptive fuzzy based input-output model is then used to tune on-line the PID gains for different response specifications. Experimental results demonstrate that better performance can be achieved with adaptive fuzzy tuning relative to similar alternative control strategies. The actual response specifications with adaptive fuzzy matched the desired response specifications.Keywords: Modelling, Air–fuel ratio control, SI engine, Adaptive fuzzy Control.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24632078 Fuzzy Mathematical Morphology approach in Image Processing
Authors: Yee Yee Htun, Dr. Khaing Khaing Aye
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Morphological operators transform the original image into another image through the interaction with the other image of certain shape and size which is known as the structure element. Mathematical morphology provides a systematic approach to analyze the geometric characteristics of signals or images, and has been applied widely too many applications such as edge detection, objection segmentation, noise suppression and so on. Fuzzy Mathematical Morphology aims to extend the binary morphological operators to grey-level images. In order to define the basic morphological operations such as fuzzy erosion, dilation, opening and closing, a general method based upon fuzzy implication and inclusion grade operators is introduced. The fuzzy morphological operations extend the ordinary morphological operations by using fuzzy sets where for fuzzy sets, the union operation is replaced by a maximum operation, and the intersection operation is replaced by a minimum operation. In this work, it consists of two articles. In the first one, fuzzy set theory, fuzzy Mathematical morphology which is based on fuzzy logic and fuzzy set theory; fuzzy Mathematical operations and their properties will be studied in details. As a second part, the application of fuzziness in Mathematical morphology in practical work such as image processing will be discussed with the illustration problems.Keywords: Binary Morphological, Fuzzy sets, Grayscalemorphology, Image processing, Mathematical morphology.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 32042077 Assessment the Quality of Telecommunication Services by Fuzzy Inferences System
Authors: Oktay Nusratov, Ramin Rzaev, Aydin Goyushov
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Fuzzy inference method based approach to the forming of modular intellectual system of assessment the quality of communication services is proposed. Developed under this approach the basic fuzzy estimation model takes into account the recommendations of the International Telecommunication Union in respect of the operation of packet switching networks based on IPprotocol. To implement the main features and functions of the fuzzy control system of quality telecommunication services it is used multilayer feedforward neural network.
Keywords: Quality of communication, IP-telephony, Fuzzy set, Fuzzy implication, Neural network.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22962076 The Study of the Intelligent Fuzzy Weighted Input Estimation Method Combined with the Experiment Verification for the Multilayer Materials
Authors: Ming-Hui Lee, Tsung-Chien Chen, Tsu-Ping Yu, Horng-Yuan Jang
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The innovative intelligent fuzzy weighted input estimation method (FWIEM) can be applied to the inverse heat transfer conduction problem (IHCP) to estimate the unknown time-varying heat flux of the multilayer materials as presented in this paper. The feasibility of this method can be verified by adopting the temperature measurement experiment. The experiment modular may be designed by using the copper sample which is stacked up 4 aluminum samples with different thicknesses. Furthermore, the bottoms of copper samples are heated by applying the standard heat source, and the temperatures on the tops of aluminum are measured by using the thermocouples. The temperature measurements are then regarded as the inputs into the presented method to estimate the heat flux in the bottoms of copper samples. The influence on the estimation caused by the temperature measurement of the sample with different thickness, the processing noise covariance Q, the weighting factor γ , the sampling time interval Δt , and the space discrete interval Δx , will be investigated by utilizing the experiment verification. The results show that this method is efficient and robust to estimate the unknown time-varying heat input of the multilayer materials.Keywords: Multilayer Materials, Input Estimation Method, IHCP, Heat Flux.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11852075 An Efficient Technique for Extracting Fuzzy Rulesfrom Neural Networks
Authors: Besa Muslimi, Miriam A. M. Capretz, Jagath Samarabandu
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Artificial neural networks (ANN) have the ability to model input-output relationships from processing raw data. This characteristic makes them invaluable in industry domains where such knowledge is scarce at best. In the recent decades, in order to overcome the black-box characteristic of ANNs, researchers have attempted to extract the knowledge embedded within ANNs in the form of rules that can be used in inference systems. This paper presents a new technique that is able to extract a small set of rules from a two-layer ANN. The extracted rules yield high classification accuracy when implemented within a fuzzy inference system. The technique targets industry domains that possess less complex problems for which no expert knowledge exists and for which a simpler solution is preferred to a complex one. The proposed technique is more efficient, simple, and applicable than most of the previously proposed techniques.
Keywords: fuzzy rule extraction, fuzzy systems, knowledgeacquisition, pattern recognition, artificial neural networks.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15302074 Automatic Reusability Appraisal of Software Components using Neuro-fuzzy Approach
Authors: Parvinder S. Sandhu, Hardeep Singh
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Automatic reusability appraisal could be helpful in evaluating the quality of developed or developing reusable software components and in identification of reusable components from existing legacy systems; that can save cost of developing the software from scratch. But the issue of how to identify reusable components from existing systems has remained relatively unexplored. In this paper, we have mentioned two-tier approach by studying the structural attributes as well as usability or relevancy of the component to a particular domain. Latent semantic analysis is used for the feature vector representation of various software domains. It exploits the fact that FeatureVector codes can be seen as documents containing terms -the idenifiers present in the components- and so text modeling methods that capture co-occurrence information in low-dimensional spaces can be used. Further, we devised Neuro- Fuzzy hybrid Inference System, which takes structural metric values as input and calculates the reusability of the software component. Decision tree algorithm is used to decide initial set of fuzzy rules for the Neuro-fuzzy system. The results obtained are convincing enough to propose the system for economical identification and retrieval of reusable software components.Keywords: Clustering, ID3, LSA, Neuro-fuzzy System, SVD
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16132073 Fuzzy Hierarchical Clustering Applied for Quality Estimation in Manufacturing System
Authors: Y. Q. Lv, C.K.M. Lee
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This paper develops a quality estimation method with the application of fuzzy hierarchical clustering. Quality estimation is essential to quality control and quality improvement as a precise estimation can promote a right decision-making in order to help better quality control. Normally the quality of finished products in manufacturing system can be differentiated by quality standards. In the real life situation, the collected data may be vague which is not easy to be classified and they are usually represented in term of fuzzy number. To estimate the quality of product presented by fuzzy number is not easy. In this research, the trapezoidal fuzzy numbers are collected in manufacturing process and classify the collected data into different clusters so as to get the estimation. Since normal hierarchical clustering methods can only be applied for real numbers, fuzzy hierarchical clustering is selected to handle this problem based on quality standards.Keywords: Quality Estimation, Fuzzy Quality Mean, Fuzzy Hierarchical Clustering, Fuzzy Number, Manufacturing system
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16222072 Fuzzy Multi-Criteria Framework for Supporting Biofuels Policy Making
Authors: Jadwiga R. Ziolkowska
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In this paper, a fuzzy algorithm and a fuzzy multicriteria decision framework are developed and used for a practical question of optimizing biofuels policy making. The methodological framework shows how to incorporate fuzzy set theory in a decision process of finding a sustainable biofuels policy among several policy options. Fuzzy set theory is used here as a tool to deal with uncertainties of decision environment, vagueness and ambiguities of policy objectives, subjectivities of human assessments and imprecise and incomplete information about the evaluated policy instruments.Keywords: Fuzzy set theory, multi-criteria decision-makingsupport, uncertainties, policy making, biofuels
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19752071 A New Version of Unscented Kalman Filter
Authors: S. A. Banani, M. A. Masnadi-Shirazi
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This paper presents a new algorithm which yields a nonlinear state estimator called iterated unscented Kalman filter. This state estimator makes use of both statistical and analytical linearization techniques in different parts of the filtering process. It outperforms the other three nonlinear state estimators: unscented Kalman filter (UKF), extended Kalman filter (EKF) and iterated extended Kalman filter (IEKF) when there is severe nonlinearity in system equation and less nonlinearity in measurement equation. The algorithm performance has been verified by illustrating some simulation results.
Keywords: Extended Kalman Filter, Iterated EKF, Nonlinearstate estimator, Unscented Kalman Filter.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 28192070 Are Asia-Pacific Stock Markets Predictable? Evidence from Wavelet-based Fractional Integration Estimator
Authors: Pei. P. Tan, Don. U.A. Galagedera, Elizabeth A.Maharaj
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This paper examines predictability in stock return in developed and emergingmarkets by testing long memory in stock returns using wavelet approach. Wavelet-based maximum likelihood estimator of the fractional integration estimator is superior to the conventional Hurst exponent and Geweke and Porter-Hudak estimator in terms of asymptotic properties and mean squared error. We use 4-year moving windows to estimate the fractional integration parameter. Evidence suggests that stock return may not be predictable indeveloped countries of the Asia-Pacificregion. However, predictability of stock return insome developing countries in this region such as Indonesia, Malaysia and Philippines may not be ruled out. Stock return in the Thailand stock market appears to be not predictable after the political crisis in 2008.Keywords: Asia-Pacific stock market, long-memory, return predictability, wavelet
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16792069 Application of Adaptive Network-Based Fuzzy Inference System in Macroeconomic Variables Forecasting
Authors: Ε. Giovanis
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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 institutionsKeywords: Linear models, Macroeconomics, Neuro-Fuzzy, Non-Linear models
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17452068 A Centroid Ranking Approach Based Fuzzy MCDM Model
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This paper suggests ranking alternatives under fuzzy MCDM (multiple criteria decision making) via an centroid based ranking approach, where criteria are classified to benefit qualitative, benefit quantitative and cost quantitative ones. The ratings of alternatives versus qualitative criteria and the importance weights of all criteria are assessed in linguistic values represented by fuzzy numbers. The membership function for the final fuzzy evaluation value of each alternative can be developed through α-cuts and interval arithmetic of fuzzy numbers. The distance between the original point and the relative centroid is applied to defuzzify the final fuzzy evaluation values in order to rank alternatives. Finally a numerical example demonstrates the computation procedure of the proposed model.
Keywords: Fuzzy MCDM, Criteria, Fuzzy number, Ranking, Relative centroid.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16292067 Portfolio Management: A Fuzzy Set Based Approach to Monitoring Size to Maximize Return and Minimize Risk
Authors: Margaret F. Shipley
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Fuzzy logic can be used when knowledge is incomplete or when ambiguity of data exists. The purpose of this paper is to propose a proactive fuzzy set- based model for reacting to the risk inherent in investment activities relative to a complete view of portfolio management. Fuzzy rules are given where, depending on the antecedents, the portfolio size may be slightly or significantly decreased or increased. The decision maker considers acceptable bounds on the proportion of acceptable risk and return. The Fuzzy Controller model allows learning to be achieved as 1) the firing strength of each rule is measured, 2) fuzzy output allows rules to be updated, and 3) new actions are recommended as the system continues to loop. An extension is given to the fuzzy controller that evaluates potential financial loss before adjusting the portfolio. An application is presented that illustrates the algorithm and extension developed in the paper.Keywords: Portfolio Management, Financial Market Monitoring, Fuzzy Controller, Fuzzy Logic,
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17912066 The Banzhaf-Owen Value for Fuzzy Games with a Coalition Structure
Authors: Fan-Yong Meng
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In this paper, a generalized form of the Banzhaf-Owen value for cooperative fuzzy games with a coalition structure is proposed. Its axiomatic system is given by extending crisp case. In order to better understand the Banzhaf-Owen value for fuzzy games with a coalition structure, we briefly introduce the Banzhaf-Owen values for two special kinds of fuzzy games with a coalition structure, and give their explicit forms.
Keywords: Cooperative fuzzy game, Banzhaf-Owen value, multi linear extension, Choquet integral.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14822065 An Improved Performance of the SRM Drives Using Z-Source Inverter with the Simplified Fuzzy Logic Rule Base
Authors: M. Hari Prabhu
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This paper is based on the performance of the Switched Reluctance Motor (SRM) drives using Z-Source Inverter with the simplified rule base of Fuzzy Logic Controller (FLC) with the output scaling factor (SF) self-tuning mechanism are proposed. The aim of this paper is to simplify the program complexity of the controller by reducing the number of fuzzy sets of the membership functions (MFs) without losing the system performance and stability via the adjustable controller gain. ZSI exhibits both voltage-buck and voltage-boost capability. It reduces line harmonics, improves reliability, and extends output voltage range. The output SF of the controller can be tuned continuously by a gain updating factor, whose value is derived from fuzzy logic, with the plant error and error change ratio as input variables. Then the results, carried out on a four-phase 6/8 pole SRM based on the dSPACEDS1104 platform, to show the feasibility and effectiveness of the devised methods and also performance of the proposed controllers will be compared with conventional counterpart.
Keywords: Fuzzy logic controller, scaling factor (SF), switched reluctance motor (SRM), variable-speed drives.
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