Search results for: Multivariate fuzzy time series.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 7891

Search results for: Multivariate fuzzy time series.

7771 Auto Regressive Tree Modeling for Parametric Optimization in Fuzzy Logic Control System

Authors: Arshia Azam, J. Amarnath, Ch. D. V. Paradesi Rao

Abstract:

The advantage of solving the complex nonlinear problems by utilizing fuzzy logic methodologies is that the experience or expert-s knowledge described as a fuzzy rule base can be directly embedded into the systems for dealing with the problems. The current limitation of appropriate and automated designing of fuzzy controllers are focused in this paper. The structure discovery and parameter adjustment of the Branched T-S fuzzy model is addressed by a hybrid technique of type constrained sparse tree algorithms. The simulation result for different system model is evaluated and the identification error is observed to be minimum.

Keywords: Fuzzy logic, branch T-S fuzzy model, tree modeling, complex nonlinear system.

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7770 A Note on Characterization of Regular Γ-Semigroups in terms of (∈,∈ ∨q)-Fuzzy Bi-ideal

Authors: S.K.Sardar, B.Davvaz, S.Kayal, S.K.Majumdar

Abstract:

The purpose of this note is to obtain some properties of (∈,∈ ∨q)- fuzzy bi-ideals in a Γ-semigroup in order to characterize regular and intra-regular Γ-semigroups.

Keywords: Regular Γ-semigroup, belong to or quasi-coincident, (∈, ∈ ∨q)-fuzzy subsemigroup, (∈, ∈ ∨q)-fuzzy bi-ideals.

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7769 Adaptive Dynamic Time Warping for Variable Structure Pattern Recognition

Authors: S. V. Yendiyarov

Abstract:

Pattern discovery from time series is of fundamental importance. Particularly, when information about the structure of a pattern is not complete, an algorithm to discover specific patterns or shapes automatically from the time series data is necessary. The dynamic time warping is a technique that allows local flexibility in aligning time series. Because of this, it is widely used in many fields such as science, medicine, industry, finance and others. However, a major problem of the dynamic time warping is that it is not able to work with structural changes of a pattern. This problem arises when the structure is influenced by noise, which is a common thing in practice for almost every application. This paper addresses this problem by means of developing a novel technique called adaptive dynamic time warping.

Keywords: Pattern recognition, optimal control, quadratic programming, dynamic programming, dynamic time warping, sintering control.

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7768 Categorical Missing Data Imputation Using Fuzzy Neural Networks with Numerical and Categorical Inputs

Authors: Pilar Rey-del-Castillo, Jesús Cardeñosa

Abstract:

There are many situations where input feature vectors are incomplete and methods to tackle the problem have been studied for a long time. A commonly used procedure is to replace each missing value with an imputation. This paper presents a method to perform categorical missing data imputation from numerical and categorical variables. The imputations are based on Simpson-s fuzzy min-max neural networks where the input variables for learning and classification are just numerical. The proposed method extends the input to categorical variables by introducing new fuzzy sets, a new operation and a new architecture. The procedure is tested and compared with others using opinion poll data.

Keywords: Classifier, imputation techniques, fuzzy systems, fuzzy min-max neural networks.

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7767 Some Equalities Connected with Fuzzy Soft Matrices

Authors: D. R. Jain

Abstract:

The aim of this paper is to use matrix representation of Fuzzy soft sets for proving some equalities connected with Fuzzy soft sets based on set-operations.

Keywords: Equality, Fuzzy soft matrix, Fuzzy soft sets, operations.

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7766 Fuzzy Shortest Paths Approximation for Solving the Fuzzy Steiner Tree Problem in Graphs

Authors: Miloš Šeda

Abstract:

In this paper, we deal with the Steiner tree problem (STP) on a graph in which a fuzzy number, instead of a real number, is assigned to each edge. We propose a modification of the shortest paths approximation based on the fuzzy shortest paths (FSP) evaluations. Since a fuzzy min operation using the extension principle leads to nondominated solutions, we propose another approach to solving the FSP using Cheng's centroid point fuzzy ranking method.

Keywords: Steiner tree, single shortest path problem, fuzzyranking, binary heap, priority queue.

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7765 Ranking Fuzzy Numbers Based On Epsilon-Deviation Degree

Authors: Vincent F. Yu, Ha Thi Xuan Chi

Abstract:

Nejad and Mashinchi (2011) proposed a revision for ranking fuzzy numbers based on the areas of the left and the right sides of a fuzzy number. However, this method still has some shortcomings such as lack of discriminative power to rank similar fuzzy numbers and no guarantee the consistency between the ranking of fuzzy numbers and the ranking of their images. To overcome these drawbacks, we propose an epsilon-deviation degree method based on the left area and the right area of a fuzzy number, and the concept of the centroid point. The main advantage of the new approach is the development of an innovative index value which can be used to consistently evaluate and rank fuzzy numbers. Numerical examples are presented to illustrate the efficiency and superiority of the proposed method.

Keywords: Ranking fuzzy numbers, Centroid, Deviation degree.

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7764 Intuitionistic Fuzzy 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 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 implicative ideal with thresholds (λ, μ).

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7763 Takagi-Sugeno Fuzzy Control of Induction Motor

Authors: Allouche Moez, Souissi Mansour, Chaabane Mohamed, Mehdi Driss

Abstract:

This paper deals with the synthesis of fuzzy state feedback controller of induction motor with optimal performance. First, the Takagi-Sugeno (T-S) fuzzy model is employed to approximate a non linear system in the synchronous d-q frame rotating with electromagnetic field-oriented. Next, a fuzzy controller is designed to stabilise the induction motor and guaranteed a minimum disturbance attenuation level for the closed-loop system. The gains of fuzzy control are obtained by solving a set of Linear Matrix Inequality (LMI). Finally, simulation results are given to demonstrate the controller-s effectiveness.

Keywords: Rejection disturbance, fuzzy modelling, open-loop control, Fuzzy feedback controller, fuzzy observer, Linear Matrix Inequality (LMI)

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7762 Comparison of Artificial Neural Network Architectures in the Task of Tourism Time Series Forecast

Authors: João Paulo Teixeira, Paula Odete Fernandes

Abstract:

The authors have been developing several models based on artificial neural networks, linear regression models, Box- Jenkins methodology and ARIMA models to predict the time series of tourism. The time series consist in the “Monthly Number of Guest Nights in the Hotels" of one region. Several comparisons between the different type models have been experimented as well as the features used at the entrance of the models. The Artificial Neural Network (ANN) models have always had their performance at the top of the best models. Usually the feed-forward architecture was used due to their huge application and results. In this paper the author made a comparison between different architectures of the ANNs using simply the same input. Therefore, the traditional feed-forward architecture, the cascade forwards, a recurrent Elman architecture and a radial based architecture were discussed and compared based on the task of predicting the mentioned time series.

Keywords: Artificial Neural Network Architectures, time series forecast, tourism.

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7761 Prime(Semiprime) Fuzzy h-ideal in Γ-hemiring

Authors: Sujit Kumar Sardar, Debabrata Mandal

Abstract:

The notions of prime(semiprime) fuzzy h-ideal(h-biideal, h-quasi-ideal) in Γ-hemiring are introduced and some of their characterizations are obtained by using "belongingness(∈)" and "quasi - coincidence(q)". Cartesian product of prime(semiprime) fuzzy h-ideals of Γ-hemirings are also investigated.

Keywords: Γ-hemiring, Fuzzy h-ideals, Prime fuzzy left h-ideal, Prime(semiprime) (∈, ∈ ∨q)-fuzzy left h-bi-ideal(h-ideal, h-quasiideal), Cartesian product

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7760 Enhancement of MIMO H2S Gas Sweetening Separator Tower Using Fuzzy Logic Controller Array

Authors: Muhammad M. A. S. Mahmoud

Abstract:

Natural gas sweetening process is a controlled process that must be done at maximum efficiency and with the highest quality. In this work, due to complexity and non-linearity of the process, the H2S gas separation and the intelligent fuzzy controller, which is used to enhance the process, are simulated in MATLAB – Simulink. New design of fuzzy control for Gas Separator is discussed in this paper. The design is based on the utilization of linear state-estimation to generate the internal knowledge-base that stores input-output pairs. The obtained input/output pairs are then used to design a feedback fuzzy controller. The proposed closed-loop fuzzy control system maintains the system asymptotically-stability while it enhances the system time response to achieve better control of the concentration of the output gas from the tower. Simulation studies are carried out to illustrate the Gas Separator system performance.

Keywords: Gas separator, gas sweetening, intelligent controller, fuzzy control.

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7759 A Method for Solving a Bi-Objective Transportation Problem under Fuzzy Environment

Authors: Sukhveer Singh, Sandeep Singh

Abstract:

A bi-objective fuzzy transportation problem with the objectives to minimize the total fuzzy cost and fuzzy time of transportation without according priorities to them is considered. To the best of our knowledge, there is no method in the literature to find efficient solutions of the bi-objective transportation problem under uncertainty. In this paper, a bi-objective transportation problem in an uncertain environment has been formulated. An algorithm has been proposed to find efficient solutions of the bi-objective transportation problem under uncertainty. The proposed algorithm avoids the degeneracy and gives the optimal solution faster than other existing algorithms for the given uncertain transportation problem.

Keywords: Transportation problem, efficient solution, ranking function, fuzzy transportation problem.

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7758 Multi-Objective Multi-Mode Resource-Constrained Project Scheduling Problem by Preemptive Fuzzy Goal Programming

Authors: Phruksaphanrat B.

Abstract:

This research proposes a preemptive fuzzy goal programming model for multi-objective multi-mode resource constrained project scheduling problem. The objectives of the problem are minimization of the total time and the total cost of the project. Objective in a multi-mode resource-constrained project scheduling problem is often a minimization of makespan. However, both time and cost should be considered at the same time with different level of important priorities. Moreover, all elements of cost functions in a project are not included in the conventional cost objective function. Incomplete total project cost causes an error in finding the project scheduling time. In this research, preemptive fuzzy goal programming is presented to solve the multi-objective multi-mode resource constrained project scheduling problem. It can find the compromise solution of the problem. Moreover, it is also flexible in adjusting to find a variety of alternative solutions. 

Keywords: Multi-mode resource constrained project scheduling problem, Fuzzy set, Goal programming, Preemptive fuzzy goal programming.

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7757 Detecting the Nonlinearity in Time Series from Continuous Dynamic Systems Based on Delay Vector Variance Method

Authors: Shumin Hou, Yourong Li, Sanxing Zhao

Abstract:

Much time series data is generally from continuous dynamic system. Firstly, this paper studies the detection of the nonlinearity of time series from continuous dynamics systems by applying the Phase-randomized surrogate algorithm. Then, the Delay Vector Variance (DVV) method is introduced into nonlinearity test. The results show that under the different sampling conditions, the opposite detection of nonlinearity is obtained via using traditional test statistics methods, which include the third-order autocovariance and the asymmetry due to time reversal. Whereas the DVV method can perform well on determining nonlinear of Lorenz signal. It indicates that the proposed method can describe the continuous dynamics signal effectively.

Keywords: Nonlinearity, Time series, continuous dynamics system, DVV method

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7756 Applying Fuzzy FP-Growth to Mine Fuzzy Association Rules

Authors: Chien-Hua Wang, Wei-Hsuan Lee, Chin-Tzong Pang

Abstract:

In data mining, the association rules are used to find for the associations between the different items of the transactions database. As the data collected and stored, rules of value can be found through association rules, which can be applied to help managers execute marketing strategies and establish sound market frameworks. This paper aims to use Fuzzy Frequent Pattern growth (FFP-growth) to derive from fuzzy association rules. At first, we apply fuzzy partition methods and decide a membership function of quantitative value for each transaction item. Next, we implement FFP-growth to deal with the process of data mining. In addition, in order to understand the impact of Apriori algorithm and FFP-growth algorithm on the execution time and the number of generated association rules, the experiment will be performed by using different sizes of databases and thresholds. Lastly, the experiment results show FFPgrowth algorithm is more efficient than other existing methods.

Keywords: Data mining, association rule, fuzzy frequent patterngrowth.

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7755 On the Fuzzy Difference Equation xn+1 = A +

Authors: Qianhong Zhang, Lihui Yang, Daixi Liao,

Abstract:

In this paper, we study the existence, the boundedness and the asymptotic behavior of the positive solutions of a fuzzy nonlinear difference equations xn+1 = A + k i=0 Bi xn-i , n= 0, 1, · · · . where (xn) is a sequence of positive fuzzy numbers, A,Bi and the initial values x-k, x-k+1, · · · , x0 are positive fuzzy numbers. k ∈ {0, 1, 2, · · ·}.

Keywords: Fuzzy difference equation, boundedness, persistence, equilibrium point, asymptotic behaviour.

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7754 Correspondence Theorem for Anti L-fuzzy Normal Subgroups

Authors: Jian Tang, Yunfei Yao

Abstract:

In this paper the concept of the cosets of an anti Lfuzzy normal subgroup of a group is given. Furthermore, the group G/A of cosets of an anti L-fuzzy normal subgroup A of a group G is shown to be isomorphic to a factor group of G in a natural way. Finally, we prove that if f : G1 -→ G2 is an epimorphism of groups, then there is a one-to-one order-preserving correspondence between the anti L-fuzzy normal subgroups of G2 and those of G1 which are constant on the kernel of f.

Keywords: Group; anti L-fuzzy subgroups; anti L-fuzzy normal subgroups; cosets of an anti L-fuzzy normal subgroup.

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7753 Optimal Maintenance Policy for a Partially Observable Two-Unit System

Authors: Leila Jafari, Viliam Makis, Akram Khaleghei G.B.

Abstract:

In this paper, we present a maintenance model of a two-unit series system with economic dependence. Unit#1 which is considered to be more expensive and more important, is subject to condition monitoring (CM) at equidistant, discrete time epochs and unit#2, which is not subject to CM has a general lifetime distribution. The multivariate observation vectors obtained through condition monitoring carry partial information about the hidden state of unit#1, which can be in a healthy or a warning state while operating. Only the failure state is assumed to be observable for both units. The objective is to find an optimal opportunistic maintenance policy minimizing the long-run expected average cost per unit time. The problem is formulated and solved in the partially observable semi-Markov decision process framework. An effective computational algorithm for finding the optimal policy and the minimum average cost is developed, illustrated by a numerical example.

Keywords: Condition-Based Maintenance, Semi-Markov Decision Process, Multivariate Bayesian Control Chart, Partially Observable System, Two-unit System.

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7752 On Weakly Prime and Weakly Quasi-Prime Fuzzy Left Ideals in Ordered Semigroups

Authors: Jian Tang

Abstract:

In this paper, we first introduce the concepts of weakly prime and weakly quasi-prime fuzzy left ideals of an ordered semigroup S. Furthermore, we give some characterizations of weakly prime and weakly quasi-prime fuzzy left ideals of an ordered semigroup S by the ordered fuzzy points and fuzzy subsets of S.

Keywords: Ordered semigroup, ordered fuzzy point, weakly prime fuzzy left ideal, weakly quasi-prime fuzzy left ideal.

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7751 Compromise Ratio Method for Decision Making under Fuzzy Environment using Fuzzy Distance Measure

Authors: Debashree Guha, Debjani Chakraborty

Abstract:

The aim of this paper is to adopt a compromise ratio (CR) methodology for fuzzy multi-attribute single-expert decision making proble. In this paper, the rating of each alternative has been described by linguistic terms, which can be expressed as triangular fuzzy numbers. The compromise ratio method for fuzzy multi-attribute single expert decision making has been considered here by taking the ranking index based on the concept that the chosen alternative should be as close as possible to the ideal solution and as far away as possible from the negative-ideal solution simultaneously. From logical point of view, the distance between two triangular fuzzy numbers also is a fuzzy number, not a crisp value. Therefore a fuzzy distance measure, which is itself a fuzzy number, has been used here to calculate the difference between two triangular fuzzy numbers. Now in this paper, with the help of this fuzzy distance measure, it has been shown that the compromise ratio is a fuzzy number and this eases the problem of the decision maker to take the decision. The computation principle and the procedure of the compromise ratio method have been described in detail in this paper. A comparative analysis of the compromise ratio method previously proposed [1] and the newly adopted method have been illustrated with two numerical examples.

Keywords: Compromise ratio method, Fuzzy multi-attributesingle-expert decision making, Fuzzy number, Linguistic variable

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7750 Fuzzy Scan Method to Detect Clusters

Authors: Laureano Rodríguez, Gladys Casas, Ricardo Grau, Yailen Martínez

Abstract:

The classical temporal scan statistic is often used to identify disease clusters. In recent years, this method has become as a very popular technique and its field of application has been notably increased. Many bioinformatic problems have been solved with this technique. In this paper a new scan fuzzy method is proposed. The behaviors of classic and fuzzy scan techniques are studied with simulated data. ROC curves are calculated, being demonstrated the superiority of the fuzzy scan technique.

Keywords: Scan statistic, fuzzy scan, simulating study

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7749 Multi Task Scheme to Monitor Multivariate Environments Using Artificial Neural Network

Authors: K. Atashgar

Abstract:

When an assignable cause(s) manifests itself to a multivariate process and the process shifts to an out-of-control condition, a root-cause analysis should be initiated by quality engineers to identify and eliminate the assignable cause(s) affected the process. A root-cause analysis in a multivariate process is more complex compared to a univariate process. In the case of a process involved several correlated variables an effective root-cause analysis can be only experienced when it is possible to identify the required knowledge including the out-of-control condition, the change point, and the variable(s) responsible to the out-of-control condition, all simultaneously. Although literature addresses different schemes to monitor multivariate processes, one can find few scientific reports focused on all the required knowledge. To the best of the author’s knowledge this is the first time that a multi task model based on artificial neural network (ANN) is reported to monitor all the required knowledge at the same time for a multivariate process with more than two correlated quality characteristics. The performance of the proposed scheme is evaluated numerically when different step shifts affect the mean vector. Average run length is used to investigate the performance of the proposed multi task model. The simulated results indicate the multi task scheme performs all the required knowledge effectively.

Keywords: Artificial neural network, Multivariate process, Statistical process control, Change point.

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7748 A Novel Method for the Characterization of Synchronization and Coupling in Multichannel EEG and ECoG

Authors: Manfred Hartmann, Andreas Graef, Hannes Perko, Christoph Baumgartner, Tilmann Kluge

Abstract:

In this paper we introduce a novel method for the characterization of synchronziation and coupling effects in multivariate time series that can be used for the analysis of EEG or ECoG signals recorded during epileptic seizures. The method allows to visualize the spatio-temporal evolution of synchronization and coupling effects that are characteristic for epileptic seizures. Similar to other methods proposed for this purpose our method is based on a regression analysis. However, a more general definition of the regression together with an effective channel selection procedure allows to use the method even for time series that are highly correlated, which is commonly the case in EEG/ECoG recordings with large numbers of electrodes. The method was experimentally tested on ECoG recordings of epileptic seizures from patients with temporal lobe epilepsies. A comparision with the results from a independent visual inspection by clinical experts showed an excellent agreement with the patterns obtained with the proposed method.

Keywords: EEG, epilepsy, regression analysis, seizurepropagation.

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7747 Fuzzy Controller Design for TCSC to Improve Power Oscillations Damping

Authors: M Nayeripour, H. Khorsand, A. Roosta, T. Niknam, E. Azad

Abstract:

Series compensators have been used for many years, to increase the stability and load ability of transmission line. They compensate retarded or advanced volt drop of transmission lines by placing advanced or retarded voltage in series with them to compensate the effective reactance, which cause to increase load ability of transmission lines. In this paper, two method of fuzzy controller, based on power reference tracking and impedance reference tracking have been developed on TCSC controller in order to increase load ability and improving power oscillation damping of system. In these methods, fire angle of thyristors are determined directly through the special Rule-bases with the error and change of error as the inputs. The simulation results of two area four- machines power system show the good performance of power oscillation damping in system. Comparison of this method with classical PI controller shows the increasing speed of system response in power oscillation damping.

Keywords: TCSC, Two area network, Fuzzy controller, Power oscillation damping.

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7746 Multi-Context Recurrent Neural Network for Time Series Applications

Authors: B. Q. Huang, Tarik Rashid, M-T. Kechadi

Abstract:

this paper presents a multi-context recurrent network for time series analysis. While simple recurrent network (SRN) are very popular among recurrent neural networks, they still have some shortcomings in terms of learning speed and accuracy that need to be addressed. To solve these problems, we proposed a multi-context recurrent network (MCRN) with three different learning algorithms. The performance of this network is evaluated on some real-world application such as handwriting recognition and energy load forecasting. We study the performance of this network and we compared it to a very well established SRN. The experimental results showed that MCRN is very efficient and very well suited to time series analysis and its applications.

Keywords: Gradient descent method, recurrent neural network, learning algorithms, time series, BP

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7745 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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7744 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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7743 Fuzzy Logic Control for Flexible Joint Manipulator: An Experimental Implementation

Authors: Sophia Fry, Mahir Irtiza, Alexa Hoffman, Yousef Sardahi

Abstract:

This study presents an intelligent control algorithm for a flexible robotic arm. Fuzzy control is used to control the motion of the arm to maintain the arm tip at the desired position while reducing vibration and increasing the system speed of response. The Fuzzy controller (FC) is based on adding the tip angular position to the arm deflection angle and using their sum as a feedback signal to the control algorithm. This reduces the complexity of the FC in terms of the input variables, number of membership functions, fuzzy rules, and control structure. Also, the design of the fuzzy controller is model-free and uses only our knowledge about the system. To show the efficacy of the FC, the control algorithm is implemented on the flexible joint manipulator (FJM) developed by Quanser. The results show that the proposed control method is effective in terms of response time, overshoot, and vibration amplitude.

Keywords: Fuzzy logic control, model-free control, flexible joint manipulators, nonlinear control.

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7742 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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