Search results for: Fuzzy process
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 6154

Search results for: Fuzzy process

6034 Risk Evaluation of Information Technology Projects Based on Fuzzy Analytic Hierarchal Process

Authors: H. Iranmanesh, S. Nazari Shirkouhi, M. R. Skandari

Abstract:

Information Technology (IT) projects are always accompanied by various risks and because of high rate of failure in such projects, managing risks in order to neutralize or at least decrease their effects on the success of the project is strongly essential. In this paper, fuzzy analytical hierarchy process (FAHP) is exploited as a means of risk evaluation methodology to prioritize and organize risk factors faced in IT projects. A real case of IT projects, a project of design and implementation of an integrated information system in a vehicle producing company in Iran is studied. Related risk factors are identified and then expert qualitative judgments about these factors are acquired. Translating these judgments to fuzzy numbers and using them as an input to FAHP, risk factors are then ranked and prioritized by FAHP in order to make project managers aware of more important risks and enable them to adopt suitable measures to deal with these highly devastative risks.

Keywords: Information technology projects, Risk evaluation, Analytic hierarchal process, fuzzy logic.

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6033 Adaptation of Iterative Methods to Solve Fuzzy Mathematical Programming Problems

Authors: Ricardo C. Silva, Luiza A. P. Cantao, Akebo Yamakami

Abstract:

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.

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6032 Implementation of Intuitionistic Fuzzy Approach in Maximizing Net Present Value

Authors: Gaurav Kumar, Rakesh Kumar Bajaj

Abstract:

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.

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6031 Comparison Results of Two-point Fuzzy Boundary Value Problems

Authors: Hsuan-Ku Liu

Abstract:

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.

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6030 On λ− Summable of Orlicz Space of Gai Sequences of Fuzzy Numbers

Authors: N.Subramanian, S.Krishnamoorthy, S. Balasubramanian

Abstract:

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.

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6029 Estimating Development Time of Software Projects Using a Neuro Fuzzy Approach

Authors: Venus Marza, Amin Seyyedi, Luiz Fernando Capretz

Abstract:

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

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6028 Generalized Measures of Fuzzy Entropy and their Properties

Authors: K.C. Deshmukh, P.G. Khot, Nikhil

Abstract:

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.

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6027 A Novel Method for Behavior Modeling in Uncertain Information Systems

Authors: Ali Haroonabadi, Mohammad Teshnehlab

Abstract:

None of the processing models in the software development has explained the software systems performance evaluation and modeling; likewise, there exist uncertainty in the information systems because of the natural essence of requirements, and this may cause other challenges in the processing of software development. By definition an extended version of UML (Fuzzy- UML), the functional requirements of the software defined uncertainly would be supported. In this study, the behavioral description of uncertain information systems by the aid of fuzzy-state diagram is crucial; moreover, the introduction of behavioral diagrams role in F-UML is investigated in software performance modeling process. To get the aim, a fuzzy sub-profile is used.

Keywords: Fuzzy System, Software Development Model, Software Performance Evaluation, UML

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6026 TS Fuzzy Controller to Stochastic Systems

Authors: Joabe Silva, Ginalber Serra

Abstract:

This paper proposes the analysis and design of robust fuzzy control to Stochastic Parametrics Uncertaint Linear systems. This system type to be controlled is partitioned into several linear sub-models, in terms of transfer function, forming a convex polytope, similar to LPV (Linear Parameters Varying) system. Once defined the linear sub-models of the plant, these are organized into fuzzy Takagi- Sugeno (TS) structure. From the Parallel Distributed Compensation (PDC) strategy, a mathematical formulation is defined in the frequency domain, based on the gain and phase margins specifications, to obtain robust PI sub-controllers in accordance to the Takagi- Sugeno fuzzy model of the plant. The main results of the paper are based on the robust stability conditions with the proposal of one Axiom and two Theorems.

Keywords: Fuzzy Systems; Robust Stability, Stochastic Control, Stochastic Process

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6025 Finding Fuzzy Association Rules Using FWFP-Growth with Linguistic Supports and Confidences

Authors: Chien-Hua Wang, Chin-Tzong Pang

Abstract:

In data mining, the association rules are used to search for the relations of items of the transactions database. Following the data is collected and stored, it can find rules of value through association rules, and assist manager to proceed marketing strategy and plan market framework. In this paper, we attempt fuzzy partition methods and decide membership function of quantitative values of each transaction item. Also, by managers we can reflect the importance of items as linguistic terms, which are transformed as fuzzy sets of weights. Next, fuzzy weighted frequent pattern growth (FWFP-Growth) is used to complete the process of data mining. The method above is expected to improve Apriori algorithm for its better efficiency of the whole association rules. An example is given to clearly illustrate the proposed approach.

Keywords: Association Rule, Fuzzy Partition Methods, FWFP-Growth, Apiroir algorithm

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6024 Fuzzy Mathematical Morphology approach in Image Processing

Authors: Yee Yee Htun, Dr. Khaing Khaing Aye

Abstract:

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.

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6023 Assessment the Quality of Telecommunication Services by Fuzzy Inferences System

Authors: Oktay Nusratov, Ramin Rzaev, Aydin Goyushov

Abstract:

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.

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6022 Genetic Algorithm Based Design of Fuzzy Logic Power System Stabilizers in Multimachine Power System

Authors: Manisha Dubey, Aalok Dubey

Abstract:

This paper presents an approach for the design of fuzzy logic power system stabilizers using genetic algorithms. In the proposed fuzzy expert system, speed deviation and its derivative have been selected as fuzzy inputs. In this approach the parameters of the fuzzy logic controllers have been tuned using genetic algorithm. Incorporation of GA in the design of fuzzy logic power system stabilizer will add an intelligent dimension to the stabilizer and significantly reduces computational time in the design process. It is shown in this paper that the system dynamic performance can be improved significantly by incorporating a genetic-based searching mechanism. To demonstrate the robustness of the genetic based fuzzy logic power system stabilizer (GFLPSS), simulation studies on multimachine system subjected to small perturbation and three-phase fault have been carried out. Simulation results show the superiority and robustness of GA based power system stabilizer as compare to conventionally tuned controller to enhance system dynamic performance over a wide range of operating conditions.

Keywords: Dynamic stability, Fuzzy logic power systemstabilizer, Genetic Algorithms, Genetic based power systemstabilizer

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6021 AHP and Extent Fuzzy AHP Approach for Prioritization of Performance Measurement Attributes

Authors: Remica Aggarwal, Sanjeet Singh

Abstract:

The decision to recruit manpower in an organization requires clear identification of the criteria (attributes) that distinguish successful from unsuccessful performance. The choice of appropriate attributes or criteria in different levels of hierarchy in an organization is a multi-criteria decision problem and therefore multi-criteria decision making (MCDM) techniques can be used for prioritization of such attributes. Analytic Hierarchy Process (AHP) is one such technique that is widely used for deciding among the complex criteria structure in different levels. In real applications, conventional AHP still cannot reflect the human thinking style as precise data concerning human attributes are quite hard to be extracted. Fuzzy logic offers a systematic base in dealing with situations, which are ambiguous or not well defined. This study aims at defining a methodology to improve the quality of prioritization of an employee-s performance measurement attributes under fuzziness. To do so, a methodology based on the Extent Fuzzy Analytic Hierarchy Process is proposed. Within the model, four main attributes such as Subject knowledge and achievements, Research aptitude, Personal qualities and strengths and Management skills with their subattributes are defined. The two approaches conventional AHP approach and the Extent Fuzzy Analytic Hierarchy Process approach have been compared on the same hierarchy structure and criteria set.

Keywords: AHP, Extent analysis method, Fuzzy AHP, Prioritization.

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6020 A Centroid Ranking Approach Based Fuzzy MCDM Model

Authors: T. C. Chu, S.H. Wu

Abstract:

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.

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6019 Modified Fuzzy PID Control for Networked Control Systems with Random Delays

Authors: Yong-can Cao, Wei-dong Zhang

Abstract:

To deal with random delays in Networked Control System (NCS), Modified Fuzzy PID Controller is introduced in this paper to implement real-time control adaptively. Via adjusting the control signal dynamically, the system performance is improved. In this paper, the design process and the ultimate simulation results are represented. Finally, examples and corresponding comparisons prove the significance of this method.

Keywords: Fuzzy Control, Networked Control System, PID, Random Delays

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6018 A Fuzzy Model and Tool to Analyze SIVD Diseases Using TMS

Authors: A. Faro, D. Giordano, M. Pennisi, G. Scarciofalo, C. Spampinato, F. Tramontana

Abstract:

The paper proposes a methodology to process the signals coming from the Transcranial Magnetic Stimulation (TMS) in order to identify the pathology and evaluate the therapy to treat the patients affected by demency diseases. In particular, a fuzzy model is developed to identify the demency of the patients affected by Subcortical Ischemic Vascular Dementia and to measure the positive effect, if any, of a repetitive TMS on their motor performances. A tool is also presented to support the mentioned analysis.

Keywords: TMS, SIVD, Electromiography , Fuzzy Logic.

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6017 Performance Analysis of Brain Tumor Detection Based On Image Fusion

Authors: S. Anbumozhi, P. S. Manoharan

Abstract:

Medical Image fusion plays a vital role in medical field to diagnose the brain tumors which can be classified as benign or malignant. It is the process of integrating multiple images of the same scene into a single fused image to reduce uncertainty and minimizing redundancy while extracting all the useful information from the source images. Fuzzy logic is used to fuse two brain MRI images with different vision. The fused image will be more informative than the source images. The texture and wavelet features are extracted from the fused image. The multilevel Adaptive Neuro Fuzzy Classifier classifies the brain tumors based on trained and tested features. The proposed method achieved 80.48% sensitivity, 99.9% specificity and 99.69% accuracy. Experimental results obtained from fusion process prove that the use of the proposed image fusion approach shows better performance while compared with conventional fusion methodologies.

Keywords: Image fusion, Fuzzy rules, Neuro-fuzzy classifier.

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6016 Evaluation of Electronic Payment Systems Using Fuzzy Multi-Criteria Decision Making Approach

Authors: Gülfem Alptekin, S. Emre Alptekin

Abstract:

Global competitiveness has recently become the biggest concern of both manufacturing and service companies. Electronic commerce, as a key technology enables the firms to reach all the potential consumers from all over the world. In this study, we have presented commonly used electronic payment systems, and then we have shown the evaluation of these systems in respect to different criteria. The payment systems which are included in this research are the credit card, the virtual credit card, the electronic money, the mobile payment, the credit transfer and the debit instruments. We have realized a systematic comparison of these systems in respect to three main criteria: Technical, economical and social. We have conducted a fuzzy multi-criteria decision making procedure to deal with the multi-attribute nature of the problem. The subjectiveness and imprecision of the evaluation process are modeled using triangular fuzzy numbers.

Keywords: Electronic payment systems, fuzzy multi-criteriadecision making, analytical hierarchy process.

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6015 Portfolio Management: A Fuzzy Set Based Approach to Monitoring Size to Maximize Return and Minimize Risk

Authors: Margaret F. Shipley

Abstract:

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,

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6014 The Banzhaf-Owen Value for Fuzzy Games with a Coalition Structure

Authors: Fan-Yong Meng

Abstract:

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.

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6013 A Fuzzy Tumor Volume Estimation Approach Based On Fuzzy Segmentation of MR Images

Authors: Sara A.Yones, Ahmed S. Moussa

Abstract:

Quantitative measurements of tumor in general and tumor volume in particular, become more realistic with the use of Magnetic Resonance imaging, especially when the tumor morphological changes become irregular and difficult to assess by clinical examination. However, tumor volume estimation strongly depends on the image segmentation, which is fuzzy by nature. In this paper a fuzzy approach is presented for tumor volume segmentation based on the fuzzy connectedness algorithm. The fuzzy affinity matrix resulting from segmentation is then used to estimate a fuzzy volume based on a certainty parameter, an Alpha Cut, defined by the user. The proposed method was shown to highly affect treatment decisions. A statistical analysis was performed in this study to validate the results based on a manual method for volume estimation and the importance of using the Alpha Cut is further explained.

Keywords: Alpha Cut, Fuzzy Connectedness, Magnetic Resonance Imaging, Tumor volume estimation.

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6012 Implementation of a Paraconsistent-Fuzzy Digital PID Controller in a Level Control Process

Authors: H. M. Côrtes, J. I. Da Silva Filho, M. F. Blos, B. S. Zanon

Abstract:

In a modern society the factor corresponding to the increase in the level of quality in industrial production demand new techniques of control and machinery automation. In this context, this work presents the implementation of a Paraconsistent-Fuzzy Digital PID controller. The controller is based on the treatment of inconsistencies both in the Paraconsistent Logic and in the Fuzzy Logic. Paraconsistent analysis is performed on the signals applied to the system inputs using concepts from the Paraconsistent Annotated Logic with annotation of two values (PAL2v). The signals resulting from the paraconsistent analysis are two values defined as Dc - Degree of Certainty and Dct - Degree of Contradiction, which receive a treatment according to the Fuzzy Logic theory, and the resulting output of the logic actions is a single value called the crisp value, which is used to control dynamic system. Through an example, it was demonstrated the application of the proposed model. Initially, the Paraconsistent-Fuzzy Digital PID controller was built and tested in an isolated MATLAB environment and then compared to the equivalent Digital PID function of this software for standard step excitation. After this step, a level control plant was modeled to execute the controller function on a physical model, making the tests closer to the actual. For this, the control parameters (proportional, integral and derivative) were determined for the configuration of the conventional Digital PID controller and of the Paraconsistent-Fuzzy Digital PID, and the control meshes in MATLAB were assembled with the respective transfer function of the plant. Finally, the results of the comparison of the level control process between the Paraconsistent-Fuzzy Digital PID controller and the conventional Digital PID controller were presented.

Keywords: Fuzzy logic, paraconsistent annotated logic, level control, digital PID.

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6011 Multilevel Fuzzy Decision Support Model for China-s Urban Rail Transit Planning Schemes

Authors: Jin-Bao Zhao, Wei Deng

Abstract:

This paper aims at developing a multilevel fuzzy decision support model for urban rail transit planning schemes in China under the background that China is presently experiencing an unprecedented construction of urban rail transit. In this study, an appropriate model using multilevel fuzzy comprehensive evaluation method is developed. In the decision process, the followings are considered as the influential objectives: traveler attraction, environment protection, project feasibility and operation. In addition, consistent matrix analysis method is used to determine the weights between objectives and the weights between the objectives- sub-indictors, which reduces the work caused by repeated establishment of the decision matrix on the basis of ensuring the consistency of decision matrix. The application results show that multilevel fuzzy decision model can perfectly deal with the multivariable and multilevel decision process, which is particularly useful in the resolution of multilevel decision-making problem of urban rail transit planning schemes.

Keywords: Urban rail transit, planning schemes, multilevel fuzzy decision support model, consistent matrix analysis

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6010 (λ, μ)-Intuitionistic Fuzzy Subgroups of Groups with Operators

Authors: Shaoquan Sun, Chunxiang Liu

Abstract:

The aim of this paper is to introduce the concepts of the (λ, μ)-intuitionistic fuzzy subgroups and (λ, μ)-intuitionistic fuzzy normal subgroups of groups with operators, and to investigate their properties and characterizations based on M-group homomorphism.

Keywords: Intuitionistic fuzzy group, , μ)-intuitionistic fuzzy subgroup of groups with operators, , μ)-intuitionistic fuzzy normal subgroup of groups with operators, M-group homomorphism.

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6009 Intuitionistic Fuzzy Positive Implicative Ideals with Thresholds (λ,μ) of BCI-Algebras

Authors: Qianqian Li, Shaoquan Sun

Abstract:

The aim of this paper is to introduce the notion of intuitionistic fuzzy positive implicative ideals with thresholds (λ, μ) of BCI-algebras and to investigate its properties and characterizations.

Keywords: BCI-algebra, intuitionistic fuzzy set, intuitionistic fuzzy ideal with thresholds (λ, μ), intuitionistic fuzzy positive implicative ideal with thresholds (λ, μ).

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6008 On λ− Summable of Orlicz Space of Entire Sequences of Fuzzy Numbers

Authors: N. Subramanian, U. K. Misra, M. S. Panda

Abstract:

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, entire sequence.

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6007 Optimization of Material Removal Rate in Electrical Discharge Machining Using Fuzzy Logic

Authors: Amit Kohli, Aashim Wadhwa, Tapan Virmani, Ujjwal Jain

Abstract:

The objective of present work is to stimulate the machining of material by electrical discharge machining (EDM) to give effect of input parameters like discharge current (Ip), pulse on time (Ton), pulse off time (Toff) which can bring about changes in the output parameter, i.e. material removal rate. Experimental data was gathered from die sinking EDM process using copper electrode and Medium Carbon Steel (AISI 1040) as work-piece. The rules of membership function (MF) and the degree of closeness to the optimum value of the MMR are within the upper and lower range of the process parameters. It was found that proposed fuzzy model is in close agreement with the experimental results. By Intelligent, model based design and control of EDM process parameters in this study will help to enable dramatically decreased product and process development cycle times.

Keywords: Electrical discharge Machining (EDM), Fuzzy Logic, Material removal rate (MRR), Membership functions (MF).

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6006 A Diagnostic Fuzzy Rule-Based System for Congenital Heart Disease

Authors: Ersin Kaya, Bulent Oran, Ahmet Arslan

Abstract:

In this study, fuzzy rule-based classifier is used for the diagnosis of congenital heart disease. Congenital heart diseases are defined as structural or functional heart disease. Medical data sets were obtained from Pediatric Cardiology Department at Selcuk University, from years 2000 to 2003. Firstly, fuzzy rules were generated by using medical data. Then the weights of fuzzy rules were calculated. Two different reasoning methods as “weighted vote method" and “singles winner method" were used in this study. The results of fuzzy classifiers were compared.

Keywords: Congenital heart disease, Fuzzy rule-basedclassifiers, Classification

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6005 Financing Decision and Productivity Growth for the Venture Capital Industry Using High-Order Fuzzy Time Series

Authors: Shang-En Yu

Abstract:

Human society, there are many uncertainties, such as economic growth rate forecast of the financial crisis, many scholars have, since the the Song Chissom two scholars in 1993 the concept of the so-called fuzzy time series (Fuzzy Time Series)different mode to deal with these problems, a previous study, however, usually does not consider the relevant variables selected and fuzzy process based solely on subjective opinions the fuzzy semantic discrete, so can not objectively reflect the characteristics of the data set, in addition to carrying outforecasts are often fuzzy rules as equally important, failed to consider the importance of each fuzzy rule. For these reasons, the variable selection (Factor Selection) through self-organizing map (Self-Organizing Map, SOM) and proposed high-end weighted multivariate fuzzy time series model based on fuzzy neural network (Fuzzy-BPN), and using the the sequential weighted average operator (Ordered Weighted Averaging operator, OWA) weighted prediction. Therefore, in order to verify the proposed method, the Taiwan stock exchange (Taiwan Stock Exchange Corporation) Taiwan Weighted Stock Index (Taiwan Stock Exchange Capitalization Weighted Stock Index, TAIEX) as experimental forecast target, in order to filter the appropriate variables in the experiment Finally, included in other studies in recent years mode in conjunction with this study, the results showed that the predictive ability of this study further improve.

Keywords: Heterogeneity, residential mortgage loans, foreclosure.

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