Search results for: fuzzy clustering
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1297

Search results for: fuzzy clustering

157 GSM Based Smart Patient Monitoring System

Authors: Ayman M. Mansour

Abstract:

In this paper, we propose an intelligent system that is used for monitoring the health conditions of patients. Monitoring the health condition of patients is a complex problem that involves different medical units and requires continuous monitoring especially in rural areas because of inadequate number of available specialized physicians. The proposed system will improve patient care and drive costs down comparing to the existing system in Jordan. The proposed system will be the start point to faster and improve the communication between different units in the health system in Jordan. Connecting patients and their physicians beyond hospital doors regarding their geographical area is an important issue in developing the health system in Jordan. The ability of making medical decisions, the quality of medical is expected to be improved.

Keywords: GSM, SMS, Patient, Monitoring system, Fuzzy Logic, Multi-agent system.

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156 Possibilistic Aggregations in the Investment Decision Making

Authors: I. Khutsishvili, G. Sirbiladze, B. Ghvaberidze

Abstract:

This work proposes a fuzzy methodology to support the investment decisions. While choosing among competitive investment projects, the methodology makes ranking of projects using the new aggregation OWA operator – AsPOWA, presented in the environment of possibility uncertainty. For numerical evaluation of the weighting vector associated with the AsPOWA operator the mathematical programming problem is constructed. On the basis of the AsPOWA operator the projects’ group ranking maximum criteria is constructed. The methodology also allows making the most profitable investments into several of the project using the method developed by the authors for discrete possibilistic bicriteria problems. The article provides an example of the investment decision-making that explains the work of the proposed methodology.

Keywords: Expert evaluations, investment decision making, OWA operator, possibility uncertainty.

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155 A Study of Gaps in CBMIR Using Different Methods and Prospective

Authors: Pradeep Singh, Sukhwinder Singh, Gurjinder Kaur

Abstract:

In recent years, rapid advances in software and hardware in the field of information technology along with a digital imaging revolution in the medical domain facilitate the generation and storage of large collections of images by hospitals and clinics. To search these large image collections effectively and efficiently poses significant technical challenges, and it raises the necessity of constructing intelligent retrieval systems. Content-based Image Retrieval (CBIR) consists of retrieving the most visually similar images to a given query image from a database of images[5]. Medical CBIR (content-based image retrieval) applications pose unique challenges but at the same time offer many new opportunities. On one hand, while one can easily understand news or sports videos, a medical image is often completely incomprehensible to untrained eyes.

Keywords: Classification, clustering, content-based image retrieval (CBIR), relevance feedback (RF), statistical similarity matching, support vector machine (SVM).

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154 Discovering Complex Regularities by Adaptive Self Organizing Classification

Authors: A. Faro, D. Giordano, F. Maiorana

Abstract:

Data mining uses a variety of techniques each of which is useful for some particular task. It is important to have a deep understanding of each technique and be able to perform sophisticated analysis. In this article we describe a tool built to simulate a variation of the Kohonen network to perform unsupervised clustering and support the entire data mining process up to results visualization. A graphical representation helps the user to find out a strategy to optmize classification by adding, moving or delete a neuron in order to change the number of classes. The tool is also able to automatically suggest a strategy for number of classes optimization.The tool is used to classify macroeconomic data that report the most developed countries? import and export. It is possible to classify the countries based on their economic behaviour and use an ad hoc tool to characterize the commercial behaviour of a country in a selected class from the analysis of positive and negative features that contribute to classes formation.

Keywords: Unsupervised classification, Kohonen networks, macroeconomics, Visual data mining, cluster interpretation.

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153 Registration Management System for the First Access to a Public Moroccan Institution: Case Sultan Moulay Slimane University, Beni Mellal

Authors: Khalid Ghoulam, Belaid Bouikhalene, Zakaria Harmouch, Hicham Mouncif

Abstract:

One of the essential topics in the information systems is the registration management. The objective of this project is to create a web portal designed to help new students on the first access to the Sultan Moulay Slimane University SMSU (Practical Information, Pre-Registration, Placement Test, Terms of use ... etc.) while creating a secure space protecting both data from the institutions of the University and student information. This portal is accessible from any computer connected to the Internet inside and outside the campus. In this work, we present a platform on the first access to the SMSU which is essential for authentication in the digital work space of the university. This platform allows university to make better decisions for students clustering, to avoid traditional manual method, and to reduce the cost in human and material resources.

Keywords: Registration, SMSU, Security, FAUSMS, digital work space, Placement test.

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152 A Heuristics Approach for Fast Detecting Suspicious Money Laundering Cases in an Investment Bank

Authors: Nhien-An Le-Khac, Sammer Markos, M-Tahar Kechadi

Abstract:

Today, money laundering (ML) poses a serious threat not only to financial institutions but also to the nation. This criminal activity is becoming more and more sophisticated and seems to have moved from the cliché of drug trafficking to financing terrorism and surely not forgetting personal gain. Most international financial institutions have been implementing anti-money laundering solutions (AML) to fight investment fraud. However, traditional investigative techniques consume numerous man-hours. Recently, data mining approaches have been developed and are considered as well-suited techniques for detecting ML activities. Within the scope of a collaboration project for the purpose of developing a new solution for the AML Units in an international investment bank, we proposed a data mining-based solution for AML. In this paper, we present a heuristics approach to improve the performance for this solution. We also show some preliminary results associated with this method on analysing transaction datasets.

Keywords: data mining, anti money laundering, clustering, heuristics.

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151 The Labeled Classification and its Application

Authors: M. Nemissi, H. Seridi, H. Akdag

Abstract:

This paper presents and evaluates a new classification method that aims to improve classifiers performances and speed up their training process. The proposed approach, called labeled classification, seeks to improve convergence of the BP (Back propagation) algorithm through the addition of an extra feature (labels) to all training examples. To classify every new example, tests will be carried out each label. The simplicity of implementation is the main advantage of this approach because no modifications are required in the training algorithms. Therefore, it can be used with others techniques of acceleration and stabilization. In this work, two models of the labeled classification are proposed: the LMLP (Labeled Multi Layered Perceptron) and the LNFC (Labeled Neuro Fuzzy Classifier). These models are tested using Iris, wine, texture and human thigh databases to evaluate their performances.

Keywords: Artificial neural networks, Fusion of neural networkfuzzysystems, Learning theory, Pattern recognition.

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150 Vibration Control of MDOF Structure under Earthquake Excitation using Passive Control and Active Control

Authors: M. Reza Bagerzadeh Karimi, M. Mahdi Bagerzadeh Karimi

Abstract:

In the present paper, active control system is used in different heights of the building and the most effective part was studied where the active control system is applied. The mathematical model of the building is established in MATLAB and in order to active control the system FLC method was used. Three different locations of the building are chosen to apply active control system, namely at the lowest story, the middle height of the building, and at the highest point of the building with TMD system. The equation of motion was written for high rise building and it was solved by statespace method. Also passive control was used with Tuned Mass Damper (TMD) at the top floor of the building to show the robustness of FLC method when compared with passive control system.

Keywords: Fuzzy Logic Controller (FLC), Tuned Mass Damper(TMD), Active control, passive control

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149 Collaborative and Content-based Recommender System for Social Bookmarking Website

Authors: Cheng-Lung Huang, Cheng-Wei Lin

Abstract:

This study proposes a new recommender system based on the collaborative folksonomy. The purpose of the proposed system is to recommend Internet resources (such as books, articles, documents, pictures, audio and video) to users. The proposed method includes four steps: creating the user profile based on the tags, grouping the similar users into clusters using an agglomerative hierarchical clustering, finding similar resources based on the user-s past collections by using content-based filtering, and recommending similar items to the target user. This study examines the system-s performance for the dataset collected from “del.icio.us," which is a famous social bookmarking website. Experimental results show that the proposed tag-based collaborative and content-based filtering hybridized recommender system is promising and effectiveness in the folksonomy-based bookmarking website.

Keywords: Collaborative recommendation, Folksonomy, Social tagging

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148 Surface Roughness Analysis, Modelling and Prediction in Fused Deposition Modelling Additive Manufacturing Technology

Authors: Yusuf S. Dambatta, Ahmed A. D. Sarhan

Abstract:

Fused deposition modelling (FDM) is one of the most prominent rapid prototyping (RP) technologies which is being used to efficiently fabricate CAD 3D geometric models. However, the process is coupled with many drawbacks, of which the surface quality of the manufactured RP parts is among. Hence, studies relating to improving the surface roughness have been a key issue in the field of RP research. In this work, a technique of modelling the surface roughness in FDM is presented. Using experimentally measured surface roughness response of the FDM parts, an ANFIS prediction model was developed to obtain the surface roughness in the FDM parts using the main critical process parameters that affects the surface quality. The ANFIS model was validated and compared with experimental test results.

Keywords: Surface roughness, fused deposition modelling, adaptive neuro fuzzy inference system, ANFIS, orientation.

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147 A Survey of Business Component Identification Methods and Related Techniques

Authors: Zhongjie Wang, Xiaofei Xu, Dechen Zhan

Abstract:

With deep development of software reuse, componentrelated technologies have been widely applied in the development of large-scale complex applications. Component identification (CI) is one of the primary research problems in software reuse, by analyzing domain business models to get a set of business components with high reuse value and good reuse performance to support effective reuse. Based on the concept and classification of CI, its technical stack is briefly discussed from four views, i.e., form of input business models, identification goals, identification strategies, and identification process. Then various CI methods presented in literatures are classified into four types, i.e., domain analysis based methods, cohesion-coupling based clustering methods, CRUD matrix based methods, and other methods, with the comparisons between these methods for their advantages and disadvantages. Additionally, some insufficiencies of study on CI are discussed, and the causes are explained subsequently. Finally, it is concluded with some significantly promising tendency about research on this problem.

Keywords: Business component, component granularity, component identification, reuse performance.

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146 Urban Roads of Bhopal City

Authors: Anshu Gupta

Abstract:

Quality evaluation of urban environment is an integral part of efficient urban environment planning and management. The development of fuzzy set theory (FST) and the introduction of FST to the urban study field attempts to incorporate the gradual variation and avoid loss of information. Urban environmental quality assessment pertain to interpretation and forecast of the urban environmental quality according to the national regulation about the permitted content of contamination for the sake of protecting human health and subsistence environment . A strategic motor vehicle control strategy has to be proposed to mitigate the air pollution in the city. There is no well defined guideline for the assessment of urban air pollution and no systematic study has been reported so far for Indian cities. The methodology adopted may be useful in similar cities of India. Remote sensing & GIS can play significant role in mapping air pollution.

Keywords: GIS, Pollution, Remote Sensing, Urban.

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145 Handling Mobility using Virtual Grid in Static Wireless Sensor Networks

Authors: T.P. Sharma

Abstract:

Querying a data source and routing data towards sink becomes a serious challenge in static wireless sensor networks if sink and/or data source are mobile. Many a times the event to be observed either moves or spreads across wide area making maintenance of continuous path between source and sink a challenge. Also, sink can move while query is being issued or data is on its way towards sink. In this paper, we extend our already proposed Grid Based Data Dissemination (GBDD) scheme which is a virtual grid based topology management scheme restricting impact of movement of sink(s) and event(s) to some specific cells of a grid. This obviates the need for frequent path modifications and hence maintains continuous flow of data while minimizing the network energy consumptions. Simulation experiments show significant improvements in network energy savings and average packet delay for a packet to reach at sink.

Keywords: Mobility in WSNs, virtual grid, GBDD, clustering.

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144 A Study of Dynamic Clustering Method to Extend the Lifetime of Wireless Sensor Network

Authors: Wernhuar Tarng, Kun-Jie Huang, Li-Zhong Deng, Kun-Rong Hsie, Mingteh Chen

Abstract:

In recent years, the research in wireless sensor network has increased steadily, and many studies were focusing on reducing energy consumption of sensor nodes to extend their lifetimes. In this paper, the issue of energy consumption is investigated and two adaptive mechanisms are proposed to extend the network lifetime. This study uses high-energy-first scheme to determine cluster heads for data transmission. Thus, energy consumption in each cluster is balanced and network lifetime can be extended. In addition, this study uses cluster merging and dynamic routing mechanisms to further reduce energy consumption during data transmission. The simulation results show that the proposed method can effectively extend the lifetime of wireless sensor network, and it is suitable for different base station locations.

Keywords: Wireless sensor network, high-energy-first scheme, adaptive mechanisms, network lifetime

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143 A Methodology for Creating a Conceptual Model Under Uncertainty

Authors: Bogdan Walek, Jiri Bartos, Cyril Klimes

Abstract:

This article deals with the conceptual modeling under uncertainty. First, the division of information systems with their definition will be described, focusing on those where the construction of a conceptual model is suitable for the design of future information system database. Furthermore, the disadvantages of the traditional approach in creating a conceptual model and database design will be analyzed. A comprehensive methodology for the creation of a conceptual model based on analysis of client requirements and the selection of a suitable domain model is proposed here. This article presents the expert system used for the construction of a conceptual model and is a suitable tool for database designers to create a conceptual model.

Keywords: Conceptual model, conceptual modeling, database, methodology, uncertainty, information system, entity, attribute, relationship, conceptual domain model, fuzzy.

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142 An Integrated DEMATEL-QFD Model for Medical Supplier Selection

Authors: Mehtap Dursun, Zeynep Şener

Abstract:

Supplier selection is considered as one of the most critical issues encountered by operations and purchasing managers to sharpen the company’s competitive advantage. In this paper, a novel fuzzy multi-criteria group decision making approach integrating quality function deployment (QFD) and decision making trial and evaluation laboratory (DEMATEL) method is proposed for supplier selection. The proposed methodology enables to consider the impacts of inner dependence among supplier assessment criteria. A house of quality (HOQ) which translates purchased product features into supplier assessment criteria is built using the weights obtained by DEMATEL approach to determine the desired levels of supplier assessment criteria. Supplier alternatives are ranked by a distance-based method.

Keywords: DEMATEL, Group decision making, QFD, Supplier selection.

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141 Evaluation of Robust Feature Descriptors for Texture Classification

Authors: Jia-Hong Lee, Mei-Yi Wu, Hsien-Tsung Kuo

Abstract:

Texture is an important characteristic in real and synthetic scenes. Texture analysis plays a critical role in inspecting surfaces and provides important techniques in a variety of applications. Although several descriptors have been presented to extract texture features, the development of object recognition is still a difficult task due to the complex aspects of texture. Recently, many robust and scaling-invariant image features such as SIFT, SURF and ORB have been successfully used in image retrieval and object recognition. In this paper, we have tried to compare the performance for texture classification using these feature descriptors with k-means clustering. Different classifiers including K-NN, Naive Bayes, Back Propagation Neural Network , Decision Tree and Kstar were applied in three texture image sets - UIUCTex, KTH-TIPS and Brodatz, respectively. Experimental results reveal SIFTS as the best average accuracy rate holder in UIUCTex, KTH-TIPS and SURF is advantaged in Brodatz texture set. BP neuro network works best in the test set classification among all used classifiers.

Keywords: Texture classification, texture descriptor, SIFT, SURF, ORB.

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140 De-noising Infrared Image Using OWA Based Filter

Authors: Ruchika, Munish Vashisht, S. Qamar

Abstract:

Detection of small ship is crucial task in many automatic surveillance systems which are employed for security of maritime boundaries of a country. To address this problem, image de-noising is technique to identify the target ship in between many other ships in the sea. Image de-noising technique needs to extract the ship’s image from sea background for the analysis as the ship’s image may submerge in the background and flooding waves. In this paper, a noise filter is presented that is based on fuzzy linguistic ‘most’ quantifier. Ordered weighted averaging (OWA) function is used to remove salt-pepper noise of ship’s image. Results obtained are in line with the results available by other well-known median filters and OWA based approach shows better performance.

Keywords: Linguistic quantifier, impulse noise, OWA filter, median filter.

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139 Using Fuzzy Controller in Induction Motor Speed Control with Constant Flux

Authors: Hassan Baghgar Bostan Abad, Ali Yazdian Varjani, Taheri Asghar

Abstract:

Variable speed drives are growing and varying. Drives expanse depend on progress in different part of science like power system, microelectronic, control methods, and so on. Artificial intelligent contains hard computation and soft computation. Artificial intelligent has found high application in most nonlinear systems same as motors drive. Because it has intelligence like human but there are no sentimental against human like angriness and.... Artificial intelligent is used for various points like approximation, control, and monitoring. Because artificial intelligent techniques can use as controller for any system without requirement to system mathematical model, it has been used in electrical drive control. With this manner, efficiency and reliability of drives increase and volume, weight and cost of them decrease.

Keywords: Artificial intelligent, electrical motor, intelligent drive and control,

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138 A Machine Learning-based Analysis of Autism Prevalence Rates across US States against Multiple Potential Explanatory Variables

Authors: Ronit Chakraborty, Sugata Banerji

Abstract:

There has been a marked increase in the reported prevalence of Autism Spectrum Disorder (ASD) among children in the US over the past two decades. This research has analyzed the growth in state-level ASD prevalence against 45 different potentially explanatory factors including socio-economic, demographic, healthcare, public policy and political factors. The goal was to understand if these factors have adequate predictive power in modeling the differential growth in ASD prevalence across various states, and, if they do, which factors are the most influential. The key findings of this study include (1) there is a confirmation that the chosen feature set has considerable power in predicting the growth in ASD prevalence, (2) the most influential predictive factors are identified, (3) given the nature of the most influential predictive variables, an indication that a considerable portion of the reported ASD prevalence differentials across states could be attributable to over and under diagnosis, and (4) Florida is identified as a key outlier state pointing to a potential under-diagnosis of ASD.

Keywords: Autism Spectrum Disorder, ASD, clustering, Machine Learning, predictive modeling.

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137 New Robust Approach of Direct Field Oriented Control of Induction Motor

Authors: T. Benmiloud, A. Omari

Abstract:

This paper presents a new technique of compensation of the effect of variation parameters in the direct field oriented control of induction motor. The proposed method uses an adaptive tuning of the value of synchronous speed to obtain the robustness for the field oriented control. We show that this adaptive tuning allows having robustness for direct field oriented control to changes in rotor resistance, load torque and rotational speed. The effectiveness of the proposed control scheme is verified by numerical simulations. The numerical validation results of the proposed scheme have presented good performances compared to the usual direct-field oriented control.

Keywords: Induction motor, direct field-oriented control, compensation of variation parameters, fuzzy logic controller.

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136 ANFIS Modeling of the Surface Roughness in Grinding Process

Authors: H. Baseri, G. Alinejad

Abstract:

The objective of this study is to design an adaptive neuro-fuzzy inference system (ANFIS) for estimation of surface roughness in grinding process. The Used data have been generated from experimental observations when the wheel has been dressed using a rotary diamond disc dresser. The input parameters of model are dressing speed ratio, dressing depth and dresser cross-feed rate and output parameter is surface roughness. In the experimental procedure the grinding conditions are constant and only the dressing conditions are varied. The comparison of the predicted values and the experimental data indicates that the ANFIS model has a better performance with respect to back-propagation neural network (BPNN) model which has been presented by the authors in previous work for estimation of the surface roughness.

Keywords: Grinding, ANFIS, Neural network, Disc dressing.

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135 Denoising by Spatial Domain Averaging for Wireless Local Area Network Terminal Localization

Authors: Diego Felix, Eugene Hyun, Michael McGuire, Mihai Sima

Abstract:

Terminal localization for indoor Wireless Local Area Networks (WLANs) is critical for the deployment of location-aware computing inside of buildings. A major challenge is obtaining high localization accuracy in presence of fluctuations of the received signal strength (RSS) measurements caused by multipath fading. This paper focuses on reducing the effect of the distance-varying noise by spatial filtering of the measured RSS. Two different survey point geometries are tested with the noise reduction technique: survey points arranged in sets of clusters and survey points uniformly distributed over the network area. The results show that the location accuracy improves by 16% when the filter is used and by 18% when the filter is applied to a clustered survey set as opposed to a straight-line survey set. The estimated locations are within 2 m of the true location, which indicates that clustering the survey points provides better localization accuracy due to superior noise removal.

Keywords: Position measurement, Wireless LAN, Radio navigation, Filtering

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134 Human Action Recognition Based on Ridgelet Transform and SVM

Authors: A. Ouanane, A. Serir

Abstract:

In this paper, a novel algorithm based on Ridgelet Transform and support vector machine is proposed for human action recognition. The Ridgelet transform is a directional multi-resolution transform and it is more suitable for describing the human action by performing its directional information to form spatial features vectors. The dynamic transition between the spatial features is carried out using both the Principal Component Analysis and clustering algorithm K-means. First, the Principal Component Analysis is used to reduce the dimensionality of the obtained vectors. Then, the kmeans algorithm is then used to perform the obtained vectors to form the spatio-temporal pattern, called set-of-labels, according to given periodicity of human action. Finally, a Support Machine classifier is used to discriminate between the different human actions. Different tests are conducted on popular Datasets, such as Weizmann and KTH. The obtained results show that the proposed method provides more significant accuracy rate and it drives more robustness in very challenging situations such as lighting changes, scaling and dynamic environment

Keywords: Human action, Ridgelet Transform, PCA, K-means, SVM.

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133 Construction of cDNALibrary and EST Analysis of Tenebriomolitorlarvae

Authors: JiEun Jeong, Se-Won Kang, Hee-Ju Hwang, Sung-Hwa Chae, Sang-Haeng Choi, Hong-SeogPark, YeonSoo Han, Bok-Reul Lee, Dae-Hyun Seog, Yong Seok Lee

Abstract:

Tofurther advance research on immune-related genes from T. molitor, we constructed acDNA library and analyzed expressed sequence taq (EST) sequences from 1,056 clones. After removing vector sequence and quality checkingthrough thePhred program (trim_alt 0.05 (P-score>20), 1039 sequences were generated. The average length of insert was 792 bp. In addition, we identified 162 clusters, 167 contigs and 391 contigs after clustering and assembling process using a TGICL package. EST sequences were searchedagainst NCBI nr database by local BLAST (blastx, EKeywords: EST, Innate immunity, Tenebriomolitor

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132 Model Discovery and Validation for the Qsar Problem using Association Rule Mining

Authors: Luminita Dumitriu, Cristina Segal, Marian Craciun, Adina Cocu, Lucian P. Georgescu

Abstract:

There are several approaches in trying to solve the Quantitative 1Structure-Activity Relationship (QSAR) problem. These approaches are based either on statistical methods or on predictive data mining. Among the statistical methods, one should consider regression analysis, pattern recognition (such as cluster analysis, factor analysis and principal components analysis) or partial least squares. Predictive data mining techniques use either neural networks, or genetic programming, or neuro-fuzzy knowledge. These approaches have a low explanatory capability or non at all. This paper attempts to establish a new approach in solving QSAR problems using descriptive data mining. This way, the relationship between the chemical properties and the activity of a substance would be comprehensibly modeled.

Keywords: association rules, classification, data mining, Quantitative Structure - Activity Relationship.

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131 Research of Potential Cluster Development in Pannonian Croatia

Authors: Mirjana Radman-Funarić, Katarina Potnik Galić

Abstract:

The paper presents an analysis of linkages and structures of co-operation and their intensity like the potential for the establishment of clusters in the Central and Eastern (Pannonian) Croatian. Starting from the theoretical elaboration of the need for entrepreneurs to organize through the cluster model and the terms of their self-actualization, related to the importance of traditional values in terms of benefits, social capital and assess where the company now is, in order to prove the need to create their own identity in terms of clustering. The institutional dimensions of social capital where the public sector has the best role in creating the social structure of clusters, and social dimensions of social capital in terms of trust, cooperation and networking will be analyzed to what extent the trust and coherency are present between companies in the Brod posavina and Pozega slavonia County, expressed through the readiness of inclusion in clusters in the NUTS II region - Central and Eastern (Pannonian) Croatia, as a homogeneous economic entity, with emphasis on limiting factors that stand in the way of greater competitiveness.

Keywords: Analysis of linkages, structures of co-operation, Cluster, Region

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130 A CBR System to New Product Development: An Application for Hearing Devices Design

Authors: J.L. Castro, K. Benghazi, M.V. Hurtado, M. Navarro, J.M. Zurita

Abstract:

Nowadays, quick technological changes force companies to develop innovative products in an increasingly competitive environment. Therefore, how to enhance the time of new product development is very important. This design problem often lacks the exact formula for getting it, and highly depends upon human designers- past experiences. For these reasons, in this work, a Casebased reasoning (CBR) system to assist in new product development is proposed. When a case is recovered from the case base, the system will take into account not only the attribute-s specific value and how important it is. It will also take into account if the attribute has a positive influence over the product development. Hence the manufacturing time will be improved. This information will be introduced as a new concept called “adaptability". An application to this method for hearing instrument new design illustrates the proposed approach.

Keywords: Case based reasoning, Fuzzy logic, New product development, Retrieval stage, Similarity.

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129 PSO-based Possibilistic Portfolio Model with Transaction Costs

Authors: Wei Chen, Cui-you Yao, Yue Qiu

Abstract:

This paper deals with a portfolio selection problem based on the possibility theory under the assumption that the returns of assets are LR-type fuzzy numbers. A possibilistic portfolio model with transaction costs is proposed, in which the possibilistic mean value of the return is termed measure of investment return, and the possibilistic variance of the return is termed measure of investment risk. Due to considering transaction costs, the existing traditional optimization algorithms usually fail to find the optimal solution efficiently and heuristic algorithms can be the best method. Therefore, a particle swarm optimization is designed to solve the corresponding optimization problem. At last, a numerical example is given to illustrate our proposed effective means and approaches.

Keywords: Possibility theory, portfolio selection, transaction costs, particle swarm optimization.

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128 Feature Selection with Kohonen Self Organizing Classification Algorithm

Authors: Francesco Maiorana

Abstract:

In this paper a one-dimension Self Organizing Map algorithm (SOM) to perform feature selection is presented. The algorithm is based on a first classification of the input dataset on a similarity space. From this classification for each class a set of positive and negative features is computed. This set of features is selected as result of the procedure. The procedure is evaluated on an in-house dataset from a Knowledge Discovery from Text (KDT) application and on a set of publicly available datasets used in international feature selection competitions. These datasets come from KDT applications, drug discovery as well as other applications. The knowledge of the correct classification available for the training and validation datasets is used to optimize the parameters for positive and negative feature extractions. The process becomes feasible for large and sparse datasets, as the ones obtained in KDT applications, by using both compression techniques to store the similarity matrix and speed up techniques of the Kohonen algorithm that take advantage of the sparsity of the input matrix. These improvements make it feasible, by using the grid, the application of the methodology to massive datasets.

Keywords: Clustering algorithm, Data mining, Feature selection, Grid, Kohonen Self Organizing Map.

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