Search results for: Multiple Criteria Fuzzy Optimization
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 4667

Search results for: Multiple Criteria Fuzzy Optimization

4367 Aircraft Selection Process Using Reference Linear Combination in Multiple Criteria Decision Making Analysis

Authors: C. Ardil

Abstract:

This paper introduces a new method for multiplecriteria decision making (MCDM) that avoids order reversal and ensures consistency in decision-making. The proposed method involves range targeting of benefit and cost criteria vectors for range normalization of the initial decision matrix. The Reference Linear Combination (RLC) is used to avoid the rank reversal problem. The preference order generated from the target score matrix does not require relative comparisons between alternatives but relies on a chosen reference solution point after transforming the original decision matrix into an MCDM problem by specifying the minimum and maximum bounds of each criterion. The efficiency and applicability of the proposed RLC method were demonstrated in the selection of commercial passenger aircraft. 

Keywords: Aircraft selection, reference linear combination (RLC), multiple criteria decision-making, MCDM

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4366 An Application of Generalized Fuzzy Soft Sets in a Social Decision Making Problem

Authors: Nisha Singhal, Usha Chouhan

Abstract:

At present, application of the extension of soft set theory in decision making problems in day to day life is progressing rapidly. The concepts of fuzzy soft set and its properties have been evolved as an area of interest for the researchers. The generalization of the concepts recently got importance and a rapid growth in the research in this area witnessed its vital-ness. In this paper, an application of the concept of generalized fuzzy soft set to make decision in a social problem is presented. Further, this paper also highlights some of the key issues of the related areas.

Keywords: Soft set, Fuzzy Soft set, Generalized Fuzzy Soft set, Membership and Non-Membership Score.

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4365 Simplex Method for Solving Linear Programming Problems with Fuzzy Numbers

Authors: S. H. Nasseri, E. Ardil, A. Yazdani, R. Zaefarian

Abstract:

The fuzzy set theory has been applied in many fields, such as operations research, control theory, and management sciences, etc. In particular, an application of this theory in decision making problems is linear programming problems with fuzzy numbers. In this study, we present a new method for solving fuzzy number linear programming problems, by use of linear ranking function. In fact, our method is similar to simplex method that was used for solving linear programming problems in crisp environment before.

Keywords: Fuzzy number linear programming, rankingfunction, simplex method.

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4364 Optimization of the Control Scheme for Human Extremity Exoskeleton

Authors: Yang Li, Xiaorong Guan, Cheng Xu

Abstract:

In order to design a suitable control scheme for human extremity exoskeleton, the interaction force control scheme with traditional PI controller was presented, and the simulation study of the electromechanical system of the human extremity exoskeleton was carried out by using a MATLAB/Simulink module. By analyzing the simulation calculation results, it was shown that the traditional PI controller is not very suitable for every movement speed of human body. So, at last the fuzzy self-adaptive PI controller was presented to solve this problem. Eventually, the superiority and feasibility of the fuzzy self-adaptive PI controller was proved by the simulation results and experimental results.

Keywords: Human extremity exoskeleton, interaction force control scheme, simulation study, fuzzy self-adaptive pi controller, man-machine coordinated walking, bear payload.

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4363 Interactive Fuzzy Multi-objective Programming in Land Re-organisational Planning for Sustainable Rural Development

Authors: Bijaya Krushna Mangaraj, Deepak Kumar Das

Abstract:

Sustainability in rural production system can only be achieved if it can suitably satisfy the local requirement as well as the outside demand with the changing time. With the increased pressure from the food sector in a globalised world, the agrarian economy needs to re-organise its cultivable land system to be compatible with new management practices as well as the multiple needs of various stakeholders and the changing resource scenario. An attempt has been made to transform this problem into a multi-objective decisionmaking problem considering various objectives, resource constraints and conditional constraints. An interactive fuzzy multi-objective programming approach has been used for such a purpose taking a case study in Indian context to demonstrate the validity of the method.

Keywords: Land re-organisation, Crop planning, Multiobjective Decision-Making, Fuzzy Goal Programming.

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4362 Half-Circle Fuzzy Number Threshold Determination via Swarm Intelligence Method

Authors: P.-W. Tsai, J.-W. Chen, C.-W. Chen, C.-Y. Chen

Abstract:

In recent years, many researchers are involved in the field of fuzzy theory. However, there are still a lot of issues to be resolved. Especially on topics related to controller design such as the field of robot, artificial intelligence, and nonlinear systems etc. Besides fuzzy theory, algorithms in swarm intelligence are also a popular field for the researchers. In this paper, a concept of utilizing one of the swarm intelligence method, which is called Bacterial-GA Foraging, to find the stabilized common P matrix for the fuzzy controller system is proposed. An example is given in in the paper, as well.

Keywords: Half-circle fuzzy numbers, predictions, swarm intelligence, Lyapunov method.

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4361 Fuzzy Control of Macroeconomic Models

Authors: Andre A. Keller

Abstract:

The optimal control is one of the possible controllers for a dynamic system, having a linear quadratic regulator and using the Pontryagin-s principle or the dynamic programming method . Stochastic disturbances may affect the coefficients (multiplicative disturbances) or the equations (additive disturbances), provided that the shocks are not too great . Nevertheless, this approach encounters difficulties when uncertainties are very important or when the probability calculus is of no help with very imprecise data. The fuzzy logic contributes to a pragmatic solution of such a problem since it operates on fuzzy numbers. A fuzzy controller acts as an artificial decision maker that operates in a closed-loop system in real time. This contribution seeks to explore the tracking problem and control of dynamic macroeconomic models using a fuzzy learning algorithm. A two inputs - single output (TISO) fuzzy model is applied to the linear fluctuation model of Phillips and to the nonlinear growth model of Goodwin.

Keywords: fuzzy control, macroeconomic model, multiplier - accelerator, nonlinear accelerator, stabilization policy.

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4360 Fuzzy Logic PID Control of Automatic Voltage Regulator System

Authors: Aye Aye Mon

Abstract:

The application of a simple microcontroller to deal with a three variable input and a single output fuzzy logic controller, with Proportional – Integral – Derivative (PID) response control built-in has been tested for an automatic voltage regulator. The fuzzifiers are based on fixed range of the variables of output voltage. The control output is used to control the wiper motor of the auto transformer to adjust the voltage, using fuzzy logic principles, so that the voltage is stabilized. In this report, the author will demonstrate how fuzzy logic might provide elegant and efficient solutions in the design of multivariable control based on experimental results rather than on mathematical models.

Keywords: Fuzzy logic system, PID Controller, control systems, controlled A V R

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4359 Best Co-approximation and Best Simultaneous Co-approximation in Fuzzy Normed Spaces

Authors: J. Kavikumar, N. S. Manian, M.B.K. Moorthy

Abstract:

The main purpose of this paper is to consider the t-best co-approximation and t-best simultaneous co-approximation in fuzzy normed spaces. We develop the theory of t-best co-approximation and t-best simultaneous co-approximation in quotient spaces. This new concept is employed us to improve various characterisations of t-co-proximinal and t-co-Chebyshev sets.

Keywords: Fuzzy best co-approximation, fuzzy quotient spaces, proximinality, Chebyshevity, best simultaneous co-approximation.

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4358 Robust Fuzzy Control of Nonlinear Fuzzy Impulsive Singular Perturbed Systems with Time-varying Delay

Authors: Caigen Zhou, Haibo Jiang

Abstract:

The problem of robust fuzzy control for a class of nonlinear fuzzy impulsive singular perturbed systems with time-varying delay is investigated by employing Lyapunov functions. The nonlinear delay system is built based on the well-known T–S fuzzy model. The so-called parallel distributed compensation idea is employed to design the state feedback controller. Sufficient conditions for global exponential stability of the closed-loop system are derived in terms of linear matrix inequalities (LMIs), which can be easily solved by LMI technique. Some simulations illustrate the effectiveness of the proposed method.

Keywords: T–S fuzzy model, singular perturbed systems, time-varying delay, robust control.

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4357 Performance Analysis of MATLAB Solvers in the Case of a Quadratic Programming Generation Scheduling Optimization Problem

Authors: Dávid Csercsik, Péter Kádár

Abstract:

In the case of the proposed method, the problem is parallelized by considering multiple possible mode of operation profiles, which determine the range in which the generators operate in each period. For each of these profiles, the optimization is carried out independently, and the best resulting dispatch is chosen. For each such profile, the resulting problem is a quadratic programming (QP) problem with a potentially negative definite Q quadratic term, and constraints depending on the actual operation profile. In this paper we analyze the performance of available MATLAB optimization methods and solvers for the corresponding QP.

Keywords: Economic dispatch, optimization, quadratic programming, MATLAB.

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4356 Adomian Method for Second-order Fuzzy Differential Equation

Authors: Lei Wang, Sizong Guo

Abstract:

In this paper, we study the numerical method for solving second-order fuzzy differential equations using Adomian method under strongly generalized differentiability. And, we present an example with initial condition having four different solutions to illustrate the efficiency of the proposed method under strongly generalized differentiability.

Keywords: Fuzzy-valued function, fuzzy initial value problem, strongly generalized differentiability, adomian decomposition method.

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4355 Processing Web-Cam Images by a Neuro-Fuzzy Approach for Vehicular Traffic Monitoring

Authors: A. Faro, D. Giordano, C. Spampinato

Abstract:

Traffic management in an urban area is highly facilitated by the knowledge of the traffic conditions in every street or highway involved in the vehicular mobility system. Aim of the paper is to propose a neuro-fuzzy approach able to compute the main parameters of a traffic system, i.e., car density, velocity and flow, by using the images collected by the web-cams located at the crossroads of the traffic network. The performances of this approach encourage its application when the traffic system is far from the saturation. A fuzzy model is also outlined to evaluate when it is suitable to use more accurate, even if more time consuming, algorithms for measuring traffic conditions near to saturation.

Keywords: Neuro-fuzzy networks, computer vision, Fuzzy systems, intelligent transportation system.

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4354 Testing Database of Information System using Conceptual Modeling

Authors: Bogdan Walek, Cyril Klimes

Abstract:

This paper focuses on testing database of existing information system. At the beginning we describe the basic problems of implemented databases, such as data redundancy, poor design of database logical structure or inappropriate data types in columns of database tables. These problems are often the result of incorrect understanding of the primary requirements for a database of an information system. Then we propose an algorithm to compare the conceptual model created from vague requirements for a database with a conceptual model reconstructed from implemented database. An algorithm also suggests steps leading to optimization of implemented database. The proposed algorithm is verified by an implemented prototype. The paper also describes a fuzzy system which works with the vague requirements for a database of an information system, procedure for creating conceptual from vague requirements and an algorithm for reconstructing a conceptual model from implemented database.

Keywords: testing, database, relational database, information system, conceptual model, fuzzy, uncertain information, database testing, reconstruction, requirements, optimization

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4353 A Closed-Loop Design Model for Sustainable Manufacturing by Integrating Forward Design and Reverse Design

Authors: Yuan-Jye Tseng, Yi-Shiuan Chen

Abstract:

In this paper, a new concept of closed-loop design for a product is presented. The closed-loop design model is developed by integrating forward design and reverse design. Based on this new concept, a closed-loop design model for sustainable manufacturing by integrated evaluation of forward design, reverse design, and green manufacturing using a fuzzy analytic network process is developed. In the design stage of a product, with a given product requirement and objective, there can be different ways to design the detailed components and specifications. Therefore, there can be different design cases to achieve the same product requirement and objective. Subsequently, in the design evaluation stage, it is required to analyze and evaluate the different design cases. The purpose of this research is to develop a model for evaluating the design cases by integrated evaluating the criteria in forward design, reverse design, and green manufacturing. A fuzzy analytic network process method is presented for integrated evaluation of the criteria in the three models. The comparison matrices for evaluating the criteria in the three groups are established. The total relational values among the three groups represent the total relational effects. In applications, a super matrix model is created and the total relational values can be used to evaluate the design cases for decision-making to select the final design case. An example product is demonstrated in this presentation. It shows that the model is useful for integrated evaluation of forward design, reverse design, and green manufacturing to achieve a closed-loop design for sustainable manufacturing objective.

Keywords: Design evaluation, forward design, reverse design, closed-loop design, supply chain management, closed-loop supply chain, fuzzy analytic network process.

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4352 Solving Fully Fuzzy Linear Systems by use of a Certain Decomposition of the Coefficient Matrix

Authors: S. H. Nasseri, M. Sohrabi, E. Ardil

Abstract:

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.

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4351 A Fuzzy Dynamic Load Balancing Algorithm for Homogenous Distributed Systems

Authors: Ali M. Alakeel

Abstract:

Load balancing in distributed computer systems is the process of redistributing the work load among processors in the system to improve system performance. Most of previous research in using fuzzy logic for the purpose of load balancing has only concentrated in utilizing fuzzy logic concepts in describing processors load and tasks execution length. The responsibility of the fuzzy-based load balancing process itself, however, has not been discussed and in most reported work is assumed to be performed in a distributed fashion by all nodes in the network. This paper proposes a new fuzzy dynamic load balancing algorithm for homogenous distributed systems. The proposed algorithm utilizes fuzzy logic in dealing with inaccurate load information, making load distribution decisions, and maintaining overall system stability. In terms of control, we propose a new approach that specifies how, when, and by which node the load balancing is implemented. Our approach is called Centralized-But-Distributed (CBD).

Keywords: Dynamic load balancing, fuzzy logic, distributed systems, algorithm.

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4350 Fuzzy Processing of Uncertain Data

Authors: Petr Morávek, Miloš Šeda

Abstract:

In practice, we often come across situations where it is necessary to make decisions based on incomplete or uncertain data. In control systems it may be due to the unknown exact mathematical model, or its excessive complexity (e.g. nonlinearity) when it is necessary to simplify it, respectively, to solve it using a rule base. In the case of databases, searching data we compare a similarity measure with of the requirements of the selection with stored data, where both the select query and the data itself may contain vague terms, for example in the form of linguistic qualifiers. In this paper, we focus on the processing of uncertain data in databases and demonstrate it on the example multi-criteria decision making in the selection of variants, specified by higher number of technical parameters.

Keywords: fuzzy logic, linguistic variable, multicriteria decision

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4349 Constructing a Fuzzy Net Present Value Method to Evaluating the BOT Sport Facilities

Authors: Huei-Fu Lu

Abstract:

This paper is to develop a fuzzy net present value (FNPV) method by taking vague cash flow and imprecise required rate of return into account for evaluating the value of the Build-Operate-Transfer (BOT) sport facilities. In order to clearly manifest a more realistic capital budgeting model based on the classical net present value (NPV) method, some uncertain financial elements in NPV formula will be fuzzified as triangular fuzzy numbers. Through the conscientious manipulation of fuzzy set theory, we will find that the proposed FNPV model is a more explicit extension of classical (crisp) model and could be more practicable for the financial managers to capture the essence of capital budgeting of sport facilities than non-fuzzy model.

Keywords: Fuzzy sets; Capital budgeting, Sport facility, Net present value (NPV), Build-Operate-Transfer (BOT) scheme

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4348 Military Attack Helicopter Selection Using Distance Function Measures in Multiple Criteria Decision Making Analysis

Authors: C. Ardil

Abstract:

This paper aims to select the best military attack helicopter to purchase by the Armed Forces and provide greater reconnaissance and offensive combat capability in military operations. For this purpose, a multiple criteria decision analysis method integrated with the variance weight procedure was applied to the military attack helicopter selection problem. A real military aviation case problem is conducted to support the Armed Forces decision-making process and contributes to the better performance of the Armed Forces. Application of the methodology resulted in ranking lists for ordering and prioritizing attack helicopters, providing transparency and simplicity to the decision-making process. Nine military attack helicopter models were analyzed in the light of strategic, tactical, and operational criteria, considering attack helicopters. The selected military attack helicopter would be used for fire support and reconnaissance activities required by the Armed Forces operation. This study makes a valuable contribution to the problem of military attack helicopter selection, as it represents a state-of-the-art application of the MCDMA method to contribute to the solution of a real problem of the Armed Forces. The methodology presented in this paper can be used to solve real problems of a wide variety, especially strategic, tactical and operational, and is, therefore, a very useful method for decision making.

Keywords: aircraft selection, military attack helicopter selection, attack helicopter fleet planning, MCDMA, multiple criteria analysis, multiple criteria decision making analysis, distance function measure

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4347 Speed Control of Permanent Magnet Synchronous Motor Using Evolutionary Fuzzy PID Controller

Authors: M. Umabharathi, S. Vijayabaskar

Abstract:

Evolutionary Fuzzy PID Speed Controller for Permanent Magnet Synchronous Motor (PMSM) is developed to achieve the Speed control of PMSM in Closed Loop operation and to deal with the existence of transients. Consider a Fuzzy PID control design problem, based on common control Engineering Knowledge. If the transient error is big, that Good transient performance can be obtained by increasing the P and I gains and decreasing the D gains. To autotune the control parameters of the Fuzzy PID controller, the Evolutionary Algorithms (EA) are developed. EA based Fuzzy PID controller provides better speed control and guarantees the closed loop stability. The Evolutionary Fuzzy PID controller can be implemented in real time Applications without any concern about instabilities that leads to system failure or damage.

Keywords: Evolutionary Algorithm (EA), Fuzzy system, Genetic Algorithm (GA), Membership, Permanent Magnet Synchronous Motor (PMSM).

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4346 A Product Development for Green Logistics Model by Integrated Evaluation of Design and Manufacturing and Green Supply Chain

Authors: Yuan-Jye Tseng, Yen-Jung Wang

Abstract:

A product development for green logistics model using the fuzzy analytic network process method is presented for evaluating the relationships among the product design, the manufacturing activities, and the green supply chain. In the product development stage, there can be alternative ways to design the detailed components to satisfy the design concept and product requirement. In different design alternative cases, the manufacturing activities can be different. In addition, the manufacturing activities can affect the green supply chain of the components and product. In this research, a fuzzy analytic network process evaluation model is presented for evaluating the criteria in product design, manufacturing activities, and green supply chain. The comparison matrices for evaluating the criteria among the three groups are established. The total relational values between the three groups represent the relationships and effects. In application, the total relational values can be used to evaluate the design alternative cases for decision-making to select a suitable design case and the green supply chain. In this presentation, an example product is illustrated. It shows that the model is useful for integrated evaluation of design and manufacturing and green supply chain for the purpose of product development for green logistics.

Keywords: Supply chain management, green supply chain, product development for logistics, fuzzy analytic network process.

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4345 Comparison of Mamdani and Sugeno Fuzzy Interference Systems for the Breast Cancer Risk

Authors: Alshalaa A. Shleeg, Issmail M. Ellabib

Abstract:

Breast cancer is a major health burden worldwide being a major cause of death amongst women. In this paper, Fuzzy Inference Systems (FIS) are developed for the evaluation of breast cancer risk using Mamdani-type and Sugeno-type models. The paper outlines the basic difference between Mamdani-type FIS and Sugeno-type FIS. The results demonstrated the performance comparison of the two systems and the advantages of using Sugeno- type over Mamdani-type.

Keywords: Breast cancer diagnosis, Fuzzy Inference System (FIS), Fuzzy Logic, fuzzy intelligent technique.

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4344 Minimal Spanning Tree based Fuzzy Clustering

Authors: Ágnes Vathy-Fogarassy, Balázs Feil, János Abonyi

Abstract:

Most of fuzzy clustering algorithms have some discrepancies, e.g. they are not able to detect clusters with convex shapes, the number of the clusters should be a priori known, they suffer from numerical problems, like sensitiveness to the initialization, etc. This paper studies the synergistic combination of the hierarchical and graph theoretic minimal spanning tree based clustering algorithm with the partitional Gath-Geva fuzzy clustering algorithm. The aim of this hybridization is to increase the robustness and consistency of the clustering results and to decrease the number of the heuristically defined parameters of these algorithms to decrease the influence of the user on the clustering results. For the analysis of the resulted fuzzy clusters a new fuzzy similarity measure based tool has been presented. The calculated similarities of the clusters can be used for the hierarchical clustering of the resulted fuzzy clusters, which information is useful for cluster merging and for the visualization of the clustering results. As the examples used for the illustration of the operation of the new algorithm will show, the proposed algorithm can detect clusters from data with arbitrary shape and does not suffer from the numerical problems of the classical Gath-Geva fuzzy clustering algorithm.

Keywords: Clustering, fuzzy clustering, minimal spanning tree, cluster validity, fuzzy similarity.

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4343 Selecting Materialized Views Using Two-Phase Optimization with Multiple View Processing Plan

Authors: Jiratta Phuboon-ob, Raweewan Auepanwiriyakul

Abstract:

A data warehouse (DW) is a system which has value and role for decision-making by querying. Queries to DW are critical regarding to their complexity and length. They often access millions of tuples, and involve joins between relations and aggregations. Materialized views are able to provide the better performance for DW queries. However, these views have maintenance cost, so materialization of all views is not possible. An important challenge of DW environment is materialized view selection because we have to realize the trade-off between performance and view maintenance cost. Therefore, in this paper, we introduce a new approach aimed at solve this challenge based on Two-Phase Optimization (2PO), which is a combination of Simulated Annealing (SA) and Iterative Improvement (II), with the use of Multiple View Processing Plan (MVPP). Our experiments show that our method provides a further improvement in term of query processing cost and view maintenance cost.

Keywords: Data warehouse, materialized views, view selectionproblem, two-phase optimization.

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4342 Stock Portfolio Selection Using Chemical Reaction Optimization

Authors: Jin Xu, Albert Y.S. Lam, Victor O.K. Li

Abstract:

Stock portfolio selection is a classic problem in finance, and it involves deciding how to allocate an institution-s or an individual-s wealth to a number of stocks, with certain investment objectives (return and risk). In this paper, we adopt the classical Markowitz mean-variance model and consider an additional common realistic constraint, namely, the cardinality constraint. Thus, stock portfolio optimization becomes a mixed-integer quadratic programming problem and it is difficult to be solved by exact optimization algorithms. Chemical Reaction Optimization (CRO), which mimics the molecular interactions in a chemical reaction process, is a population-based metaheuristic method. Two different types of CRO, named canonical CRO and Super Molecule-based CRO (S-CRO), are proposed to solve the stock portfolio selection problem. We test both canonical CRO and S-CRO on a benchmark and compare their performance under two criteria: Markowitz efficient frontier (Pareto frontier) and Sharpe ratio. Computational experiments suggest that S-CRO is promising in handling the stock portfolio optimization problem.

Keywords: Stock portfolio selection, Markowitz model, Chemical Reaction Optimization, Sharpe ratio

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4341 Proposal of Additional Fuzzy Membership Functions in Smoothing Transition Autoregressive Models

Authors: Ε. Giovanis

Abstract:

In this paper we present, propose and examine additional membership functions for the Smoothing Transition Autoregressive (STAR) models. More specifically, we present the tangent hyperbolic, Gaussian and Generalized bell functions. Because Smoothing Transition Autoregressive (STAR) models follow fuzzy logic approach, more fuzzy membership functions should be tested. Furthermore, fuzzy rules can be incorporated or other training or computational methods can be applied as the error backpropagation or genetic algorithm instead to nonlinear squares. We examine two macroeconomic variables of US economy, the inflation rate and the 6-monthly treasury bills interest rates.

Keywords: Forecast , Fuzzy membership functions, Smoothingtransition, Time-series

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4340 Intelligent Automatic Generation Control of Two Area Interconnected Power System using Hybrid Neuro Fuzzy Controller

Authors: Sathans, A. Swarup

Abstract:

This paper presents the development and application of an adaptive neuro fuzzy inference system (ANFIS) based intelligent hybrid neuro fuzzy controller for automatic generation control (AGC) of two-area interconnected thermal power system with reheat non linearity. The dynamic response of the system has been studied for 1% step load perturbation in area-1. The performance of the proposed neuro fuzzy controller is compared against conventional proportional-integral (PI) controller, state feedback linear quadratic regulator (LQR) controller and fuzzy gain scheduled proportionalintegral (FGSPI) controller. Comparative analysis demonstrates that the proposed intelligent neuro fuzzy controller is the most effective of all in improving the transients of frequency and tie-line power deviations against small step load disturbances. Simulations have been performed using Matlab®.

Keywords: Automatic generation control, ANFIS, LQR, Hybrid neuro fuzzy controller

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4339 A Hybrid Particle Swarm Optimization-Nelder- Mead Algorithm (PSO-NM) for Nelson-Siegel- Svensson Calibration

Authors: Sofia Ayouche, Rachid Ellaia, Rajae Aboulaich

Abstract:

Today, insurers may use the yield curve as an indicator evaluation of the profit or the performance of their portfolios; therefore, they modeled it by one class of model that has the ability to fit and forecast the future term structure of interest rates. This class of model is the Nelson-Siegel-Svensson model. Unfortunately, many authors have reported a lot of difficulties when they want to calibrate the model because the optimization problem is not convex and has multiple local optima. In this context, we implement a hybrid Particle Swarm optimization and Nelder Mead algorithm in order to minimize by least squares method, the difference between the zero-coupon curve and the NSS curve.

Keywords: Optimization, zero-coupon curve, Nelson-Siegel- Svensson, Particle Swarm Optimization, Nelder-Mead Algorithm.

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4338 An Empirical Analysis of Arabic WebPages Classification using Fuzzy Operators

Authors: Ahmad T. Al-Taani, Noor Aldeen K. Al-Awad

Abstract:

In this study, a fuzzy similarity approach for Arabic web pages classification is presented. The approach uses a fuzzy term-category relation by manipulating membership degree for the training data and the degree value for a test web page. Six measures are used and compared in this study. These measures include: Einstein, Algebraic, Hamacher, MinMax, Special case fuzzy and Bounded Difference approaches. These measures are applied and compared using 50 different Arabic web pages. Einstein measure was gave best performance among the other measures. An analysis of these measures and concluding remarks are drawn in this study.

Keywords: Text classification, HTML documents, Web pages, Machine learning, Fuzzy logic, Arabic Web pages.

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