Search results for: triangular membership function
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2296

Search results for: triangular membership function

2206 Optimization of Fuzzy Cluster Nodes in Cellular Multimedia Networks

Authors: J. D. Mallapur, Supriya H., Santosh B. K., Tej H.

Abstract:

The cellular network is one of the emerging areas of communication, in which the mobile nodes act as member for one base station. The cluster based communication is now an emerging area of wireless cellular multimedia networks. The cluster renders fast communication and also a convenient way to work with connectivity. In our scheme we have proposed an optimization technique for the fuzzy cluster nodes, by categorizing the group members into three categories like long refreshable member, medium refreshable member and short refreshable member. By considering long refreshable nodes as static nodes, we compute the new membership values for the other nodes in the cluster. We compare their previous and present membership value with the threshold value to categorize them into three different members. By which, we optimize the nodes in the fuzzy clusters. The simulation results show that there is reduction in the cluster computational time and iterational time after optimization.

Keywords: Clusters, fuzzy and optimization.

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2205 Studying Mistaken Theory of Calendar Function of Iran-s Cross-Vaults

Authors: Ali Salehipour

Abstract:

After presenting the theory of calendar function of Iran-s cross-vaults especially “Niasar" cross-vault in recent years, there has been lots of doubts and uncertainty about this theory by astrologists and archaeologists. According to this theory “Niasar cross-vault and other cross-vaults of Iran has calendar function and are constructed in a way that sunrise and sunset can be seen from one of its openings in the beginning and middle of each season of year". But, mentioning historical documentaries we conclude here that the theory of calendar function of Iran-s cross-vaults does not have any strong basis and individual cross-vaults had only religious function in Iran.

Keywords: cross-vault, fire temple, Calendar function, Sassanid period

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2204 Effects of Axial Loads and Soil Density on Pile Group Subjected to Triangular Soil Movement

Authors: Ihsan Al-Abboodi, Tahsin Toma-Sabbagh

Abstract:

Laboratory tests have been carried out to investigate the response of 2x2 pile group subjected to triangular soil movement. The pile group was instrumented with displacement and tilting devices at the pile cap and strain gauges on two piles of the group. In this paper, results from four model tests were presented to study the effects of axial loads and soil density on the lateral behavior of piles. The responses in terms of bending moment, shear force, soil pressure, deflection, and rotation of piles were compared. Test results indicate that increasing the soil strength could increase the measured moment, shear, soil pressure, and pile deformations. Most importantly, adding loads to the pile cap induces additional moment to the head of front-pile row unlike the back-pile row which was influenced insignificantly.

Keywords: Pile group, passive piles, lateral soil movement, soil density, axial loads.

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2203 Dempster-Shafer Evidence Theory for Image Segmentation: Application in Cells Images

Authors: S. Ben Chaabane, M. Sayadi, F. Fnaiech, E. Brassart

Abstract:

In this paper we propose a new knowledge model using the Dempster-Shafer-s evidence theory for image segmentation and fusion. The proposed method is composed essentially of two steps. First, mass distributions in Dempster-Shafer theory are obtained from the membership degrees of each pixel covering the three image components (R, G and B). Each membership-s degree is determined by applying Fuzzy C-Means (FCM) clustering to the gray levels of the three images. Second, the fusion process consists in defining three discernment frames which are associated with the three images to be fused, and then combining them to form a new frame of discernment. The strategy used to define mass distributions in the combined framework is discussed in detail. The proposed fusion method is illustrated in the context of image segmentation. Experimental investigations and comparative studies with the other previous methods are carried out showing thus the robustness and superiority of the proposed method in terms of image segmentation.

Keywords: Fuzzy C-means, Color image, data fusion, Dempster-Shafer's evidence theory

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2202 Comparison between Beta Wavelets Neural Networks, RBF Neural Networks and Polynomial Approximation for 1D, 2DFunctions Approximation

Authors: Wajdi Bellil, Chokri Ben Amar, Adel M. Alimi

Abstract:

This paper proposes a comparison between wavelet neural networks (WNN), RBF neural network and polynomial approximation in term of 1-D and 2-D functions approximation. We present a novel wavelet neural network, based on Beta wavelets, for 1-D and 2-D functions approximation. Our purpose is to approximate an unknown function f: Rn - R from scattered samples (xi; y = f(xi)) i=1....n, where first, we have little a priori knowledge on the unknown function f: it lives in some infinite dimensional smooth function space and second the function approximation process is performed iteratively: each new measure on the function (xi; f(xi)) is used to compute a new estimate f as an approximation of the function f. Simulation results are demonstrated to validate the generalization ability and efficiency of the proposed Beta wavelet network.

Keywords: Beta wavelets networks, RBF neural network, training algorithms, MSE, 1-D, 2D function approximation.

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2201 Evaluation on Recent Committed Crypt Analysis Hash Function

Authors: A. Arul Lawrence Selvakumar, C. Suresh Ganandhas

Abstract:

This paper describes the study of cryptographic hash functions, one of the most important classes of primitives used in recent techniques in cryptography. The main aim is the development of recent crypt analysis hash function. We present different approaches to defining security properties more formally and present basic attack on hash function. We recall Merkle-Damgard security properties of iterated hash function. The Main aim of this paper is the development of recent techniques applicable to crypt Analysis hash function, mainly from SHA family. Recent proposed attacks an MD5 & SHA motivate a new hash function design. It is designed not only to have higher security but also to be faster than SHA-256. The performance of the new hash function is at least 30% better than that of SHA-256 in software. And it is secure against any known cryptographic attacks on hash functions.

Keywords: Crypt Analysis, cryptographic.

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2200 Measuring Banks’ Antifragility via Fuzzy Logic

Authors: Danielle Sandler dos Passos, Helder Coelho, Flávia Mori Sarti

Abstract:

Analysing the world banking sector, we realize that traditional risk measurement methodologies no longer reflect the actual scenario with uncertainty and leave out events that can change the dynamics of markets. Considering this, regulators and financial institutions began to search more realistic models. The aim is to include external influences and interdependencies between agents, to describe and measure the operationalization of these complex systems and their risks in a more coherent and credible way. Within this context, X-Events are more frequent than assumed and, with uncertainties and constant changes, the concept of antifragility starts to gain great prominence in comparison to others methodologies of risk management. It is very useful to analyse whether a system succumbs (fragile), resists (robust) or gets benefits (antifragile) from disorder and stress. Thus, this work proposes the creation of the Banking Antifragility Index (BAI), which is based on the calculation of a triangular fuzzy number – to "quantify" qualitative criteria linked to antifragility.

Keywords: Complex adaptive systems, X-events, risk management, antifragility, banking antifragility index, triangular fuzzy number.

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2199 Diagnosis of Multivariate Process via Nonlinear Kernel Method Combined with Qualitative Representation of Fault Patterns

Authors: Hyun-Woo Cho

Abstract:

The fault detection and diagnosis of complicated production processes is one of essential tasks needed to run the process safely with good final product quality. Unexpected events occurred in the process may have a serious impact on the process. In this work, triangular representation of process measurement data obtained in an on-line basis is evaluated using simulation process. The effect of using linear and nonlinear reduced spaces is also tested. Their diagnosis performance was demonstrated using multivariate fault data. It has shown that the nonlinear technique based diagnosis method produced more reliable results and outperforms linear method. The use of appropriate reduced space yielded better diagnosis performance. The presented diagnosis framework is different from existing ones in that it attempts to extract the fault pattern in the reduced space, not in the original process variable space. The use of reduced model space helps to mitigate the sensitivity of the fault pattern to noise.

Keywords: Real-time Fault diagnosis, triangular representation of patterns in reduced spaces, Nonlinear kernel technique, multivariate statistical modeling.

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2198 Micropower Fuzzy Linguistic-Hedges Circuit in Current-Mode Approach

Authors: E. Farshidi

Abstract:

In this paper, based on a novel synthesis, a set of new simplified circuit design to implement the linguistic-hedge operations for adjusting the fuzzy membership function set is presented. The circuits work in current-mode and employ floating-gate MOS (FGMOS) transistors that operate in weak inversion region. Compared to the other proposed circuits, these circuits feature severe reduction of the elements number, low supply voltage (0.7V), low power consumption (<200nW), immunity from body effect and wide input dynamic range (>60dB). In this paper, a set of fuzzy linguistic hedge circuits, including absolutely, very, much more, more, plus minus, more or less and slightly, has been implemented in 0.18 mm CMOS process. Simulation results by Hspice confirm the validity of the proposed design technique and show high performance of the circuits.

Keywords: Current-mode, Linguistic-Hedge, Fuzzy Logic, lowpower

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2197 Finding Fuzzy Association Rules Using FWFP-Growth with Linguistic Supports and Confidences

Authors: Chien-Hua Wang, Chin-Tzong Pang

Abstract:

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

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

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2196 The Core and Shapley Function for Games on Augmenting Systems with a Coalition Structure

Authors: Fan-Yong Meng

Abstract:

In this paper, we first introduce the model of games on augmenting systems with a coalition structure, which can be seen as an extension of games on augmenting systems. The core of games on augmenting systems with a coalition structure is defined, and an equivalent form is discussed. Meantime, the Shapley function for this type of games is given, and two axiomatic systems of the given Shapley function are researched. When the given games are quasi convex, the relationship between the core and the Shapley function is discussed, which does coincide as in classical case. Finally, a numerical example is given.

Keywords: Cooperative game, augmenting system, Shapley function, core.

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2195 A Centroid Ranking Approach Based Fuzzy MCDM Model

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

Abstract:

This paper suggests ranking alternatives under fuzzy MCDM (multiple criteria decision making) via an centroid based ranking approach, where criteria are classified to benefit qualitative, benefit quantitative and cost quantitative ones. The ratings of alternatives versus qualitative criteria and the importance weights of all criteria are assessed in linguistic values represented by fuzzy numbers. The membership function for the final fuzzy evaluation value of each alternative can be developed through α-cuts and interval arithmetic of fuzzy numbers. The distance between the original point and the relative centroid is applied to defuzzify the final fuzzy evaluation values in order to rank alternatives. Finally a numerical example demonstrates the computation procedure of the proposed model.

Keywords: Fuzzy MCDM, Criteria, Fuzzy number, Ranking, Relative centroid.

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2194 Calculation of Wave Function at the Origin (WFO) for the Ground State of Doubly Heavy Mesons Based On the Variational Method

Authors: Maryam Momeni Feili, Mahvash Zandy Navgaran

Abstract:

The wave function at the origin is an important quantity in studying many physical problems concerning heavy quarkonia. This is because that it is using for calculating spin state hyperfine splitting and also crucial to evaluating the production and decay amplitude of the heavy quarkonium. In this paper, we present the variational method by using the single-parameter wave function to estimate the WFO for the ground state of heavy mesons.

Keywords: Wave function at the origin, heavy mesons, bound states, variational method, non-relativistic quark model, potential model, trial wave function.

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2193 Motion Recognition Based On Fuzzy WP Feature Extraction Approach

Authors: Keun-Chang Kwak

Abstract:

This paper is concerned with motion recognition based fuzzy WP(Wavelet Packet) feature extraction approach from Vicon physical data sets. For this purpose, we use an efficient fuzzy mutual-information-based WP transform for feature extraction. This method estimates the required mutual information using a novel approach based on fuzzy membership function. The physical action data set includes 10 normal and 10 aggressive physical actions that measure the human activity. The data have been collected from 10 subjects using the Vicon 3D tracker. The experiments consist of running, seating, and walking as physical activity motion among various activities. The experimental results revealed that the presented feature extraction approach showed good recognition performance.

Keywords: Motion recognition, fuzzy wavelet packet, Vicon physical data.

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2192 Measuring Teachers- Beliefs about Mathematics: A Fuzzy Set Approach

Authors: M.A. Lazim, M.T.Abu Osman

Abstract:

This paper deals with the application of a fuzzy set in measuring teachers- beliefs about mathematics. The vagueness of beliefs was transformed into standard mathematical values using a fuzzy preferences model. The study employed a fuzzy approach questionnaire which consists of six attributes for measuring mathematics teachers- beliefs about mathematics. The fuzzy conjoint analysis approach based on fuzzy set theory was used to analyze the data from twenty three mathematics teachers from four secondary schools in Terengganu, Malaysia. Teachers- beliefs were recorded in form of degrees of similarity and its levels of agreement. The attribute 'Drills and practice is one of the best ways of learning mathematics' scored the highest degree of similarity at 0. 79860 with level of 'strongly agree'. The results showed that the teachers- beliefs about mathematics were varied. This is shown by different levels of agreement and degrees of similarity of the measured attributes.

Keywords: belief, membership function, degree of similarity, conjoint analysis

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2191 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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2190 A Transfer Function Representation of Thermo-Acoustic Dynamics for Combustors

Authors: Myunggon Yoon, Jung-Ho Moon

Abstract:

In this paper, we present a transfer function representation of a general one-dimensional combustor. The input of the transfer function is a heat rate perturbation of a burner and the output is a flow velocity perturbation at the burner. This paper considers a general combustor model composed of multiple cans with different cross sectional areas, along with a non-zero flow rate.

Keywords: Thermoacoustics, dynamics, combustor, transfer function.

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2189 Predicting Protein Function using Decision Tree

Authors: Manpreet Singh, Parminder Kaur Wadhwa, Surinder Kaur

Abstract:

The drug discovery process starts with protein identification because proteins are responsible for many functions required for maintenance of life. Protein identification further needs determination of protein function. Proposed method develops a classifier for human protein function prediction. The model uses decision tree for classification process. The protein function is predicted on the basis of matched sequence derived features per each protein function. The research work includes the development of a tool which determines sequence derived features by analyzing different parameters. The other sequence derived features are determined using various web based tools.

Keywords: Sequence Derived Features, decision tree.

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2188 Assessing the Function of Light and Colorin Architectural View

Authors: Gholam Hossein Naseri, Manucher Tamizi

Abstract:

Light is one of the most important qualitative and symbolic factors and has a special position in architecture and urban development in regard to practical function. The main function of light, either natural or artificial, is lighting up the environment and the constructional forms which is called lighting. However, light is used to redefine the urban spaces by architectural genius with regard to three aesthetic, conceptual and symbolic factors. In architecture and urban development, light has a function beyond lighting up the environment, and the designers consider it as one of the basic components. The present research aims at studying the function of light and color in architectural view and their effects in buildings.

Keywords: Architectural View , Color , Light

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2187 Particle Swarm Optimization and Quantum Particle Swarm Optimization to Multidimensional Function Approximation

Authors: Diogo Silva, Fadul Rodor, Carlos Moraes

Abstract:

This work compares the results of multidimensional function approximation using two algorithms: the classical Particle Swarm Optimization (PSO) and the Quantum Particle Swarm Optimization (QPSO). These algorithms were both tested on three functions - The Rosenbrock, the Rastrigin, and the sphere functions - with different characteristics by increasing their number of dimensions. As a result, this study shows that the higher the function space, i.e. the larger the function dimension, the more evident the advantages of using the QPSO method compared to the PSO method in terms of performance and number of necessary iterations to reach the stop criterion.

Keywords: PSO, QPSO, function approximation, AI, optimization, multidimensional functions.

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2186 Transient Stability Assessment Using Fuzzy SVM and Modified Preventive Control

Authors: B. Dora Arul Selvi, .N. Kamaraj

Abstract:

Transient Stability is an important issue in power systems planning, operation and extension. The objective of transient stability analysis problem is not satisfied with mere transient instability detection or evaluation and it is most important to complement it by defining fast and efficient control measures in order to ensure system security. This paper presents a new Fuzzy Support Vector Machines (FSVM) to investigate the stability status of power systems and a modified generation rescheduling scheme to bring back the identified unstable cases to a more economical and stable operating point. FSVM improves the traditional SVM (Support Vector Machines) by adding fuzzy membership to each training sample to indicate the degree of membership of this sample to different classes. The preventive control based on economic generator rescheduling avoids the instability of the power systems with minimum change in operating cost under disturbed conditions. Numerical results on the New England 39 bus test system show the effectiveness of the proposed method.

Keywords: Fuzzy Support Vector Machine (FSVM), Incremental Cost, Preventive Control, Transient stability

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2185 A Finite Element Solution of the Mathematical Model for Smoke Dispersion from Two Sources

Authors: Nopparat Pochai

Abstract:

Smoke discharging is a main reason of air pollution problem from industrial plants. The obstacle of a building has an affect with the air pollutant discharge. In this research, a mathematical model of the smoke dispersion from two sources and one source with a structural obstacle is considered. The governing equation of the model is an isothermal mass transfer model in a viscous fluid. The finite element method is used to approximate the solutions of the model. The triangular linear elements have been used for discretising the domain, and time integration has been carried out by semi-implicit finite difference method. The simulations of smoke dispersion in cases of one chimney and two chimneys are presented. The maximum calculated smoke concentration of both cases are compared. It is then used to make the decision for smoke discharging and air pollutant control problems on industrial area.

Keywords: Air pollution, Smoke dispersion, Finite element method, Stream function, Vorticity equation, Convection-diffusion equation, Semi-implicit method

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2184 Intelligent Heart Disease Prediction System Using CANFIS and Genetic Algorithm

Authors: Latha Parthiban, R. Subramanian

Abstract:

Heart disease (HD) is a major cause of morbidity and mortality in the modern society. Medical diagnosis is an important but complicated task that should be performed accurately and efficiently and its automation would be very useful. All doctors are unfortunately not equally skilled in every sub specialty and they are in many places a scarce resource. A system for automated medical diagnosis would enhance medical care and reduce costs. In this paper, a new approach based on coactive neuro-fuzzy inference system (CANFIS) was presented for prediction of heart disease. The proposed CANFIS model combined the neural network adaptive capabilities and the fuzzy logic qualitative approach which is then integrated with genetic algorithm to diagnose the presence of the disease. The performances of the CANFIS model were evaluated in terms of training performances and classification accuracies and the results showed that the proposed CANFIS model has great potential in predicting the heart disease.

Keywords: CANFIS, genetic algorithms, heart disease, membership function.

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2183 Statistical Approach to Basis Function Truncation in Digital Interpolation Filters

Authors: F. Castillo, J. Arellano, S. Sánchez

Abstract:

In this paper an alternative analysis in the time domain is described and the results of the interpolation process are presented by means of functions that are based on the rule of conditional mathematical expectation and the covariance function. A comparison between the interpolation error caused by low order filters and the classic sinc(t) truncated function is also presented. When fewer samples are used, low-order filters have less error. If the number of samples increases, the sinc(t) type functions are a better alternative. Generally speaking there is an optimal filter for each input signal which depends on the filter length and covariance function of the signal. A novel scheme of work for adaptive interpolation filters is also presented.

Keywords: Interpolation, basis function, over-sampling.

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2182 A Case Study to Assess the Validity of Function Points

Authors: Neelam Bawane nee' Singhal, C. V. Srikrishna

Abstract:

Many metrics were proposed to evaluate the characteristics of the analysis and design model of a given product which in turn help to assess the quality of the product. Function point metric is a measure of the 'functionality' delivery by the software. This paper presents an analysis of a set of programs of a project developed in Cµ through Function Points metric. Function points are measured for a Data Flow Diagram (DFD) of the case developed at initial stage. Lines of Codes (LOCs) and possible errors are calculated with the help of measured Function Points (FPs). The calculations are performed using suitable established functions. Calculated LOCs and errors are compared with actual LOCs and errors found at the time of analysis & design review, implementation and testing. It has been observed that actual found errors are more than calculated errors. On the basis of analysis and observations, authors conclude that function point provides useful insight and helps to analyze the drawbacks in the development process.

Keywords: Function Points, Data Flow Diagram, Lines ofCodes.

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2181 Time and Frequency Domain Analysis of Heart Rate Variability and their Correlations in Diabetes Mellitus

Authors: P. T. Ahamed Seyd, V. I. Thajudin Ahamed, Jeevamma Jacob, Paul Joseph K

Abstract:

Diabetes mellitus (DM) is frequently characterized by autonomic nervous dysfunction. Analysis of heart rate variability (HRV) has become a popular noninvasive tool for assessing the activities of autonomic nervous system (ANS). In this paper, changes in ANS activity are quantified by means of frequency and time domain analysis of R-R interval variability. Electrocardiograms (ECG) of 16 patients suffering from DM and of 16 healthy volunteers were recorded. Frequency domain analysis of extracted normal to normal interval (NN interval) data indicates significant difference in very low frequency (VLF) power, low frequency (LF) power and high frequency (HF) power, between the DM patients and control group. Time domain measures, standard deviation of NN interval (SDNN), root mean square of successive NN interval differences (RMSSD), successive NN intervals differing more than 50 ms (NN50 Count), percentage value of NN50 count (pNN50), HRV triangular index and triangular interpolation of NN intervals (TINN) also show significant difference between the DM patients and control group.

Keywords: Autonomic nervous system, diabetes mellitus, frequency domain and time domain analysis, heart rate variability.

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2180 Characteristic Function in Estimation of Probability Distribution Moments

Authors: Vladimir S. Timofeev

Abstract:

In this article the problem of distributional moments estimation is considered. The new approach of moments estimation based on usage of the characteristic function is proposed. By statistical simulation technique author shows that new approach has some robust properties. For calculation of the derivatives of characteristic function there is used numerical differentiation. Obtained results confirmed that author’s idea has a certain working efficiency and it can be recommended for any statistical applications.

Keywords: Characteristic function, distributional moments, robustness, outlier, statistical estimation problem, statistical simulation.

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2179 Subclasses of Bi-Univalent Functions Associated with Hohlov Operator

Authors: Rashidah Omar, Suzeini Abdul Halim, Aini Janteng

Abstract:

The coefficients estimate problem for Taylor-Maclaurin series is still an open problem especially for a function in the subclass of bi-univalent functions. A function f ϵ A is said to be bi-univalent in the open unit disk D if both f and f-1 are univalent in D. The symbol A denotes the class of all analytic functions f in D and it is normalized by the conditions f(0) = f’(0) – 1=0. The class of bi-univalent is denoted by  The subordination concept is used in determining second and third Taylor-Maclaurin coefficients. The upper bound for second and third coefficients is estimated for functions in the subclasses of bi-univalent functions which are subordinated to the function φ. An analytic function f is subordinate to an analytic function g if there is an analytic function w defined on D with w(0) = 0 and |w(z)| < 1 satisfying f(z) = g[w(z)]. In this paper, two subclasses of bi-univalent functions associated with Hohlov operator are introduced. The bound for second and third coefficients of functions in these subclasses is determined using subordination. The findings would generalize the previous related works of several earlier authors.

Keywords: Analytic functions, bi-univalent functions, Hohlov operator, subordination.

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2178 Explicit Chain Homotopic Function to Compute Hochschild Homology of the Polynomial Algebra

Authors: Z. Altawallbeh

Abstract:

In this paper, an explicit homotopic function is constructed to compute the Hochschild homology of a finite dimensional free k-module V. Because the polynomial algebra is of course fundamental in the computation of the Hochschild homology HH and the cyclic homology CH of commutative algebras, we concentrate our work to compute HH of the polynomial algebra, by providing certain homotopic function.

Keywords: Exterior algebra, free resolution, free and projective modules, Hochschild homology, homotopic function, symmetric algebra.

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2177 A New Quantile Based Fuzzy Time Series Forecasting Model

Authors: Tahseen A. Jilani, Aqil S. Burney, C. Ardil

Abstract:

Time series models have been used to make predictions of academic enrollments, weather, road accident, casualties and stock prices, etc. Based on the concepts of quartile regression models, we have developed a simple time variant quantile based fuzzy time series forecasting method. The proposed method bases the forecast using prediction of future trend of the data. In place of actual quantiles of the data at each point, we have converted the statistical concept into fuzzy concept by using fuzzy quantiles using fuzzy membership function ensemble. We have given a fuzzy metric to use the trend forecast and calculate the future value. The proposed model is applied for TAIFEX forecasting. It is shown that proposed method work best as compared to other models when compared with respect to model complexity and forecasting accuracy.

Keywords: Quantile Regression, Fuzzy time series, fuzzy logicalrelationship groups, heuristic trend prediction.

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