Search results for: fuzzy time series.

Authors: Maria C. Mariani, Md Al Masum Bhuiyan, Osei K. Tweneboah, Hector G. Huizar

Abstract:

This work is devoted to the study of modeling geophysical time series. A stochastic technique with time-varying parameters is used to forecast the volatility of data arising in geophysics. In this study, the volatility is defined as a logarithmic first-order autoregressive process. We observe that the inclusion of log-volatility into the time-varying parameter estimation significantly improves forecasting which is facilitated via maximum likelihood estimation. This allows us to conclude that the estimation algorithm for the corresponding one-step-ahead suggested volatility (with ±2 standard prediction errors) is very feasible since it possesses good convergence properties.

Keywords: Augmented Dickey Fuller Test, geophysical time series, maximum likelihood estimation, stochastic volatility model.

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Authors: Peng Li, Chuanri Li, Tao Li

Abstract:

Reliability allocation is quite important during early design and development stages for a system to apportion its specified reliability goal to subsystems. This paper improves the reliability fuzzy allocation method, and gives concrete processes on determining the factor and sub-factor sets, weight sets, judgment set, and multi-stage fuzzy evaluation. To determine the weight of factor and sub-factor sets, the modified trapezoidal numbers are proposed to reduce errors caused by subjective factors. To decrease the fuzziness in fuzzy division, an approximation method based on linear programming is employed. To compute the explicit values of fuzzy numbers, centroid method of defuzzification is considered. An example is provided to illustrate the application of the proposed reliability allocation method based on fuzzy arithmetic.

Keywords: Reliability allocation, fuzzy arithmetic, allocation weight.

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Authors: C. Ardil

Abstract:

Intuitionistic fuzzy sets (IFS), Pythagorean fuzzy sets (PyFS), Picture fuzzy sets (PFS), q-rung orthopair fuzzy sets (q-ROF), Spherical fuzzy sets (SFS), T-spherical FS, and Neutrosophic sets (NS) are reviewed as multidimensional extensions of fuzzy sets in order to more explicitly and informatively describe the opinions of decision-making experts under uncertainty. To handle operations with standard fuzzy sets (SFS), the necessary operators; weighted arithmetic mean (WAM), weighted geometric mean (WGM), and Minkowski distance function are defined. The algorithm of the proposed proximity measure method (PMM) is provided with a multiple criteria group decision making method (MCDM) for use in a standard fuzzy set environment. To demonstrate the feasibility of the proposed method, the problem of selecting the best drone for an Air Force procurement request is used. The proximity measure method (PMM) based multidimensional standard fuzzy sets (SFS) is introduced to demonstrate its use with an issue involving unmanned combat aircraft selection.

Keywords: standard fuzzy sets (SFS), unmanned combat aircraft selection, multiple criteria decision making (MCDM), proximity measure method (PMM).

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Authors: Rahib Hidayat Abiyev

Abstract:

This paper presents the development of recurrent neural network based fuzzy inference system for identification and control of dynamic nonlinear plant. The structure and algorithms of fuzzy system based on recurrent neural network are described. To train unknown parameters of the system the supervised learning algorithm is used. As a result of learning, the rules of neuro-fuzzy system are formed. The neuro-fuzzy system is used for the identification and control of nonlinear dynamic plant. The simulation results of identification and control systems based on recurrent neuro-fuzzy network are compared with the simulation results of other neural systems. It is found that the recurrent neuro-fuzzy based system has better performance than the others.

Keywords: Fuzzy logic, neural network, neuro-fuzzy system, control system.

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Authors: N. Z. A. Hamid, M. S. M. Noorani

Abstract:

This study is focused on the development of prediction models of the Ozone concentration time series. Prediction model is built based on chaotic approach. Firstly, the chaotic nature of the time series is detected by means of phase space plot and the Cao method. Then, the prediction model is built and the local linear approximation method is used for the forecasting purposes. Traditional prediction of autoregressive linear model is also built. Moreover, an improvement in local linear approximation method is also performed. Prediction models are applied to the hourly Ozone time series observed at the benchmark station in Malaysia. Comparison of all models through the calculation of mean absolute error, root mean squared error and correlation coefficient shows that the one with improved prediction method is the best. Thus, chaotic approach is a good approach to be used to develop a prediction model for the Ozone concentration time series.

Keywords: Chaotic approach, phase space, Cao method, local linear approximation method.

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Authors: Chee Peng Lim, Wei Yee Goh

Abstract:

In this paper, the application of multiple Elman neural networks to time series data regression problems is studied. An ensemble of Elman networks is formed by boosting to enhance the performance of the individual networks. A modified version of the AdaBoost algorithm is employed to integrate the predictions from multiple networks. Two benchmark time series data sets, i.e., the Sunspot and Box-Jenkins gas furnace problems, are used to assess the effectiveness of the proposed system. The simulation results reveal that an ensemble of boosted Elman networks can achieve a higher degree of generalization as well as performance than that of the individual networks. The results are compared with those from other learning systems, and implications of the performance are discussed.

Keywords: AdaBoost, Elman network, neural network ensemble, time series regression.

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Authors: Amit Kumar, Pushpinder Singh, Parampreet Kaur, Amarpreet Kaur

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Ranking of fuzzy numbers play an important role in decision making, optimization, forecasting etc. Fuzzy numbers must be ranked before an action is taken by a decision maker. In this paper, with the help of several counter examples it is proved that ranking method proposed by Chen and Chen (Expert Systems with Applications 36 (2009) 6833-6842) is incorrect. The main aim of this paper is to propose a new approach for the ranking of generalized trapezoidal fuzzy numbers. The main advantage of the proposed approach is that the proposed approach provide the correct ordering of generalized and normal trapezoidal fuzzy numbers and also the proposed approach is very simple and easy to apply in the real life problems. It is shown that proposed ranking function satisfies all the reasonable properties of fuzzy quantities proposed by Wang and Kerre (Fuzzy Sets and Systems 118 (2001) 375-385).

Keywords: Ranking function, Generalized trapezoidal fuzzy numbers

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Authors: Ahmad Habibizad Navin, Mehdi Naghian Fesharaki, Mohamad Teshnelab, Ehsan Shahamatnia

Abstract:

The anti-lock braking systems installed on vehicles for safe and effective braking, are high-order nonlinear and timevariant. Using fuzzy logic controllers increase efficiency of such systems, but impose a high computational complexity as well. The main concept introduced by this paper is reducing computational complexity of fuzzy controllers by deploying problem-solution data structure. Unlike conventional methods that are based on calculations, this approach is based on data oriented modeling.

Keywords: ABS, Fuzzy controller, PSDS, Time-Memory tradeoff, Data oriented modeling.

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Authors: Payam Nabhani, Sima Radmanesh

Abstract:

Opportunistic network is a kind of Delay Tolerant Networks (DTN) where the nodes in this network come into contact with each other opportunistically and communicate wirelessly and, an end-to-end path between source and destination may have never existed, and disconnection and reconnection is common in the network. In such a network, because of the nature of opportunistic network, perhaps there is no a complete path from source to destination for most of the time and even if there is a path; the path can be very unstable and may change or break quickly. Therefore, routing is one of the main challenges in this environment and, in order to make communication possible in an opportunistic network, the intermediate nodes have to play important role in the opportunistic routing protocols. In this paper we proposed an Adaptive Fuzzy Routing in opportunistic network (AFRON). This protocol is using the simple parameters as input parameters to find the path to the destination node. Using Message Transmission Count, Message Size and Time To Live parameters as input fuzzy to increase delivery ratio and decrease the buffer consumption in the all nodes of network.

Keywords: Opportunistic Routing, Fuzzy Routing, Opportunistic Network, Message Routing.

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Authors: Seyed Habib A. Rahmati, Mohsen Sadegh Amalnick

Abstract:

Different terms of the Statistical Process Control (SPC) has sketch in the fuzzy environment. However, Measurement System Analysis (MSA), as a main branch of the SPC, is rarely investigated in fuzzy area. This procedure assesses the suitability of the data to be used in later stages or decisions of the SPC. Therefore, this research focuses on some important measures of MSA and through a new method introduces the measures in fuzzy environment. In this method, which works based on Buckley approach, imprecision and vagueness nature of the real world measurement are considered simultaneously. To do so, fuzzy version of the gauge capability (Cg and Cgk) are introduced. The method is also explained through example clearly.

Keywords: SPC, MSA, gauge capability, Cg, Cgk.

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Authors: S. J. Hosseini Ghoncheh, M. Paripour

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In this paper the Huang-s method for solving a m×n fuzzy linear system when, m≤ n, is considered. The method in detail is discussed and illustrated by solving some numerical examples.

Keywords: Fuzzy number, fuzzy linear systems, Huang's method.

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Authors: Shih-Pin Chen, Shih-Syuan You

Abstract:

Fuzzy regression models are useful for investigating the relationship between explanatory variables and responses in fuzzy environments. To overcome the deficiencies of previous models and increase the explanatory power of fuzzy data, the graded mean integration (GMI) representation is applied to determine representative crisp regression coefficients. A fuzzy regression model is constructed based on the modified dissemblance index (MDI), which can precisely measure the actual total error. Compared with previous studies based on the proposed MDI and distance criterion, the results from commonly used test examples show that the proposed fuzzy linear regression model has higher explanatory power and forecasting accuracy.

Keywords: Dissemblance index, fuzzy linear regression, graded mean integration, mathematical programming.

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Authors: Samit Kumar Majumder

Abstract:

In this paper the concept of Q-fuzzification of ideals of Γ-semigroups has been introduced and some important properties have been investigated. A characterization of regular Γ-semigroup in terms of Q-fuzzy ideals has been obtained. Operator semigroups of a Γ-semigroup has been made to work by obtaining various relationships between Q-fuzzy ideals of a Γ-semigroup and that of its operator semigroups.

Keywords: Q-Fuzzy set, Γ-semigroup, Regular Γ-semigroup, Q-Fuzzy left(right) ideal, Operator semigroups.

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Authors: Imran C.T., Syibrah M.N., Mohd Lazim A.

Abstract:

Fuzzy sets theory affirmed that the linguistic value for every contraries relation is complementary. It was stressed in the intuitionistic fuzzy sets (IFS) that the conditions for contraries relations, which are the fuzzy values, cannot be greater than one. However, complementary in two contradict phenomena are not always true. This paper proposes a new idea condition for conflicting bifuzzy sets by relaxing the condition of intuitionistic fuzzy sets. Here, we will critically forward examples using triangular fuzzy number in formulating a new condition for conflicting bifuzzy sets (CBFS). Evaluation of positive and negative in conflicting phenomena were calculated concurrently by relaxing the condition in IFS. The hypothetical illustration showed the applicability of the new condition in CBFS for solving non-complement contraries intuitionistic evaluation. This approach can be applied to any decision making where conflicting is very much exist.

Keywords: Conflicting bifuzzy set, conflicting degree, fuzzy sets, fuzzy numbers.

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Authors: K. A. Sumithradevi, Vijayalakshmi. M. N., Annamma Abraham., Dr. Vasanta

Abstract:

The various applications of VLSI circuits in highperformance computing, telecommunications, and consumer electronics has been expanding progressively, and at a very hasty pace. This paper describes a new model for partitioning a circuit using DBSCAN and fuzzy ARTMAP neural network. The first step is concerned with feature extraction, where we had make use DBSCAN algorithm. The second step is the classification and is composed of a fuzzy ARTMAP neural network. The performance of both approaches is compared using benchmark data provided by MCNC standard cell placement benchmark netlists. Analysis of the investigational results proved that the fuzzy ARTMAP with DBSCAN model achieves greater performance then only fuzzy ARTMAP in recognizing sub-circuits with lowest amount of interconnections between them The recognition rate using fuzzy ARTMAP with DBSCAN is 97.7% compared to only fuzzy ARTMAP.

Keywords: VLSI, Circuit partitioning, DBSCAN, fuzzyARTMAP.

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Authors: C. Ardil

Abstract:

This study uses two-dimensional standard fuzzy sets to enhance multiple criteria decision-making analysis for passenger aircraft selection, allowing decision-makers to express judgments with uncertain and vague information. Using two-dimensional fuzzy numbers, three decision makers evaluated three aircraft alternatives according to seven decision criteria. A validity analysis based on two-dimensional standard fuzzy weighted geometric (SFWG) and two-dimensional standard fuzzy weighted average (SFGA) operators is conducted to test the proposed approach's robustness and effectiveness in the fuzzy multiple criteria decision making (MCDM) evaluation process. 

Keywords: Standard fuzzy sets (SFSs), aircraft selection, multiple criteria decision making, intuitionistic fuzzy sets (IFSs), SFWG, SFGA, MCDM

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Authors: Shouzhen Zeng

Abstract:

We present a new intuitionistic fuzzy aggregation operator called the intuitionistic fuzzy ordered weighted averaging-weighted average (IFOWAWA) operator. The main advantage of the IFOWAWA operator is that it unifies the OWA operator with the WA in the same formulation considering the degree of importance that each concept has in the aggregation. Moreover, it is able to deal with an uncertain environment that can be assessed with intuitionistic fuzzy numbers. We study some of its main properties and we see that it has a lot of particular cases such as the intuitionistic fuzzy weighted average (IFWA) and the intuitionistic fuzzy OWA (IFOWA) operator. Finally, we study the applicability of the new approach on a financial decision making problem concerning the selection of financial strategies.

Keywords: Intuitionistic fuzzy numbers, Weighted average, OWA operator, Financial decision making

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Authors: Aarthi Chandramohan, M. V. C. Rao

Abstract:

This paper presents three new methodologies for the basic operations, which aim at finding new ways of computing union (maximum) and intersection (minimum) membership values by taking into effect the entire membership values in a fuzzy set. The new methodologies are conceptually simple and easy from the application point of view and are illustrated with a variety of problems such as Cartesian product of two fuzzy sets, max –min composition of two fuzzy sets in different product spaces and an application of an inverted pendulum to determine the impact of the new methodologies. The results clearly indicate a difference based on the nature of the fuzzy sets under consideration and hence will be highly useful in quite a few applications where different values have significant impact on the behavior of the system.

Keywords: Centroid, fuzzy set operations, intersection, triangular norms , triangular S-norms, union.

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Authors: Mustafa Resa Becan

Abstract:

The performance of a type of fuzzy sliding mode control is researched by considering the nonlinear characteristic of a missile-target interception problem to obtain a robust interception process. The variable boundary layer by using fuzzy logic is proposed to reduce the chattering around the switching surface then is applied to the interception model which was derived. The performances of the sliding mode control with constant and fuzzy boundary layer are compared at the end of the study and the results are evaluated.

Keywords: Sliding mode control, fuzzy, boundary layer, interception problem.

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Authors: Joseph C. Chen, Venkata Mohan Kudapa

Abstract:

Development of two real-time surface roughness (Ra) prediction systems for milling operations was attempted. The systems used not only cutting parameters, such as feed rate and spindle speed, but also the cutting current generated and corrected by a clamp type energy sensor. Two different approaches were developed. First, a fuzzy inference system (FIS), in which the fuzzy logic rules are generated by experts in the milling processes, was used to conduct prediction modeling using current cutting data. Second, a neuro-fuzzy system (ANFIS) was explored. Neuro-fuzzy systems are adaptive techniques in which data are collected on the network, processed, and rules are generated by the system. The inference system then uses these rules to predict Ra as the output. Experimental results showed that the parameters of spindle speed, feed rate, depth of cut, and input current variation could predict Ra. These two systems enable the prediction of Ra during the milling operation with an average of 91.83% and 94.48% accuracy by FIS and ANFIS systems, respectively. Statistically, the ANFIS system provided better prediction accuracy than that of the FIS system.

Keywords: Surface roughness, input current, fuzzy logic, neuro-fuzzy, milling operations.

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Authors: Nabilah Filzah Mohd Radzuan, Zalinda Othman, Azuraliza Abu Bakar, Abdul Razak Hamdan

Abstract:

Uncertain data is believed to be an important issue in building up a prediction model. The main objective in the time series uncertainty analysis is to formulate uncertain data in order to gain knowledge and fit low dimensional model prior to a prediction task. This paper discusses the performance of a number of techniques in dealing with uncertain data specifically those which solve uncertain data condition by minimizing the loss of compression properties.

Keywords: Compression properties, uncertainty, uncertain time series, mining technique, weather prediction.

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Authors: Muzaffar Bashir, Jürgen Kempf

Abstract:

The purpose of this paper is to present a Dynamic Time Warping technique which reduces significantly the data processing time and memory size of multi-dimensional time series sampled by the biometric smart pen device BiSP. The acquisition device is a novel ballpoint pen equipped with a diversity of sensors for monitoring the kinematics and dynamics of handwriting movement. The DTW algorithm has been applied for time series analysis of five different sensor channels providing pressure, acceleration and tilt data of the pen generated during handwriting on a paper pad. But the standard DTW has processing time and memory space problems which limit its practical use for online handwriting recognition. To face with this problem the DTW has been applied to the sum of the five sensor signals after an adequate down-sampling of the data. Preliminary results have shown that processing time and memory size could significantly be reduced without deterioration of performance in single character and word recognition. Further excellent accuracy in recognition was achieved which is mainly due to the reduced dynamic time warping RDTW technique and a novel pen device BiSP.

Keywords: Biometric character recognition, biometric person authentication, biometric smart pen BiSP, dynamic time warping DTW, online-handwriting recognition, multidimensional time series.

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Authors: N. A. Muhamad, S.A.M. Ali

Abstract:

Condition monitoring of electrical power equipment has attracted considerable attention for many years. The aim of this paper is to use Labview with Fuzzy Logic controller to build a simulation system to diagnose transformer faults and monitor its condition. The front panel of the system was designed using LabVIEW to enable computer to act as customer-designed instrument. The dissolved gas-in-oil analysis (DGA) method was used as technique for oil type transformer diagnosis; meanwhile terminal voltages and currents analysis method was used for dry type transformer. Fuzzy Logic was used as expert system that assesses all information keyed in at the front panel to diagnose and predict the condition of the transformer. The outcome of the Fuzzy Logic interpretation will be displayed at front panel of LabVIEW to show the user the conditions of the transformer at any time.

Keywords: LabVIEW, Fuzzy Logic, condition monitoring, oiltransformer, dry transformer, DGA, terminal values.

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Authors: Mustafa Bayram Gücen, Coşkun Yakar

Abstract:

In this study, we have investigated the strict stability of fuzzy differential systems and we compare the classical notion of strict stability criteria of ordinary differential equations and the notion of strict stability of fuzzy differential systems. In addition that, we present definitions of stability and strict stability of fuzzy differential equations and also we have some theorems and comparison results. Strict Stability is a different stability definition and this stability type can give us an information about the rate of decay of the solutions. Lyapunov’s second method is a standard technique used in the study of the qualitative behavior of fuzzy differential systems along with a comparison result that allows the prediction of behavior of a fuzzy differential system when the behavior of the null solution of a fuzzy comparison system is known. This method is a usefull for investigating strict stability of fuzzy systems. First of all, we present definitions and necessary background material. Secondly, we discuss and compare the differences between the classical notion of stability and the recent notion of strict stability. And then, we have a comparison result in which the stability properties of the null solution of the comparison system imply the corresponding stability properties of the fuzzy differential system. Consequently, we give the strict stability results and a comparison theorem. We have used Lyapunov second method and we have proved a comparison result with scalar differential equations.

Keywords: Fuzzy systems, fuzzy differential equations, fuzzy stability, strict stability.

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Authors: S. Sadi-Nezhad, K. Khalili Damghani, N. Pilevari

Abstract:

In this article, a mathematical programming model for choosing an optimum portfolio of investments is developed. The investments are considered as investment projects. The uncertainties of the real world are associated through fuzzy concepts for coefficients of the proposed model (i. e. initial investment costs, profits, resource requirement, and total available budget). Model has been coded by using LINGO 11.0 solver. The results of a full analysis of optimistic and pessimistic derivative models are promising for selecting an optimum portfolio of projects in presence of uncertainty.

Keywords: Fuzzy Programming, Fuzzy Knapsack, FuzzyCapital Budgeting, Fuzzy Project Selection

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Authors: Phruksaphanrat B.

Abstract:

This research presents a fuzzy multi-objective model for a machine selection problem in a flexible manufacturing system of a tire company. Two main objectives are minimization of an average machine error and minimization of the total setup time. Conventionally, the working team uses trial and error in selecting a pressing machine for each task due to the complexity and constraints of the problem. So, both objectives may not satisfy. Moreover, trial and error takes a lot of time to get the final decision. Therefore, in this research preemptive fuzzy goal programming model is developed for solving this multi-objective problem. The proposed model can obtain the appropriate results that the Decision Making (DM) is satisfied for both objectives. Besides, alternative choice can be easily generated by varying the satisfaction level. Additionally, decision time can be reduced by using the model, which includes all constraints of the system to generate the solutions. A numerical example is also illustrated to show the effectiveness of the proposed model.

Keywords: Machine Selection, Preemptive Fuzzy Goal Programming, Mixed Integer Programming, Application of Tire Industry.

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Authors: H. Nemmour, Y. Chibani

Abstract:

Decision fusion is one of hot research topics in classification area, which aims to achieve the best possible performance for the task at hand. In this paper, we investigate the usefulness of this concept to improve change detection accuracy in remote sensing. Thereby, outputs of two fuzzy change detectors based respectively on simultaneous and comparative analysis of multitemporal data are fused by using fuzzy integral operators. This method fuses the objective evidences produced by the change detectors with respect to fuzzy measures that express the difference of performance between them. The proposed fusion framework is evaluated in comparison with some ordinary fuzzy aggregation operators. Experiments carried out on two SPOT images showed that the fuzzy integral was the best performing. It improves the change detection accuracy while attempting to equalize the accuracy rate in both change and no change classes.

Keywords: change detection, decision fusion, fuzzy logic, remote sensing.

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Authors: Spiros Mazarakis, George Matzavinos, Peter P. Groumpos

Abstract:

Economic models are complex dynamic systems with a lot of uncertainties and fuzzy data. Conventional modeling approaches using well known methods and techniques cannot provide realistic and satisfactory answers to today-s challenging economic problems. Qualitative modeling using fuzzy logic and intelligent system theories can be used to model macroeconomic models. Fuzzy Cognitive maps (FCM) is a new method been used to model the dynamic behavior of complex systems. For the first time FCMs and the Mamdani Model of Intelligent control is used to model macroeconomic models. This new model is referred as the Mamdani Rule-Based Fuzzy Cognitive Map (MBFCM) and provides the academic and research community with a new promising integrated advanced computational model. A new economic model is developed for a qualitative approach to Macroeconomic modeling. Fuzzy Controllers for such models are designed. Simulation results for an economic scenario are provided and extensively discussed

Keywords: Macroeconomic Models, Mamdani Rule Based- FCMs(MBFCMs), Qualitative and Dynamics System, Simulation.

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Authors: S.R. Khuntia, K.B. Mohanty, S. Panda, C. Ardil

Abstract:

This paper presents a comparative study of various controllers for the speed control of DC motor. The most commonly used controller for the speed control of dc motor is Proportional- Integral (P-I) controller. However, the P-I controller has some disadvantages such as: the high starting overshoot, sensitivity to controller gains and sluggish response due to sudden disturbance. So, the relatively new Integral-Proportional (I-P) controller is proposed to overcome the disadvantages of the P-I controller. Further, two Fuzzy logic based controllers namely; Fuzzy control and Neuro-fuzzy control are proposed and the performance these controllers are compared with both P-I and I-P controllers. Simulation results are presented and analyzed for all the controllers. It is observed that fuzzy logic based controllers give better responses than the traditional P-I as well as I-P controller for the speed control of dc motor drives.

Keywords: Proportional-Integral (P-I) controller, Integral- Proportional (I-P) controller, Fuzzy logic control, Neuro-fuzzy control, Speed control, DC Motor drive.

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Authors: Hamed Vahdat Nejad, Hameed Reza Pourreza, Hasan Ebrahimi

Abstract:

A new fuzzy filter is presented for noise reduction of images corrupted with additive noise. The filter consists of two stages. In the first stage, all the pixels of image are processed for determining noisy pixels. For this, a fuzzy rule based system associates a degree to each pixel. The degree of a pixel is a real number in the range [0,1], which denotes a probability that the pixel is not considered as a noisy pixel. In the second stage, another fuzzy rule based system is employed. It uses the output of the previous fuzzy system to perform fuzzy smoothing by weighting the contributions of neighboring pixel values. Experimental results are obtained to show the feasibility of the proposed filter. These results are also compared to other filters by numerical measure and visual inspection.

Keywords: Additive noise, Fuzzy logic, Image processing, Noise reduction.

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