A Study of Panel Logit Model and Adaptive Neuro-Fuzzy Inference System in the Prediction of Financial Distress Periods

The purpose of this paper is to present two different approaches of financial distress pre-warning models appropriate for risk supervisors, investors and policy makers. We examine a sample of the financial institutions and electronic companies of Taiwan Security Exchange (TSE) market from 2002 through 2008. We present a binary logistic regression with paned data analysis. With the pooled binary logistic regression we build a model including more variables in the regression than with random effects, while the in-sample and out-sample forecasting performance is higher in random effects estimation than in pooled regression. On the other hand we estimate an Adaptive Neuro-Fuzzy Inference System (ANFIS) with Gaussian and Generalized Bell (Gbell) functions and we find that ANFIS outperforms significant Logit regressions in both in-sample and out-of-sample periods, indicating that ANFIS is a more appropriate tool for financial risk managers and for the economic policy makers in central banks and national statistical services.

Qualitative Modelling for Ferromagnetic Hysteresis Cycle

In determining the electromagnetic properties of magnetic materials, hysteresis modeling is of high importance. Many models are available to investigate those characteristics but they tend to be complex and difficult to implement. In this paper a new qualitative hysteresis model for ferromagnetic core is presented, based on the function approximation capabilities of adaptive neuro fuzzy inference system (ANFIS). The proposed ANFIS model combined the neural network adaptive capabilities and the fuzzy logic qualitative approach can restored the hysteresis curve with a little RMS error. The model accuracy is good and can be easily adapted to the requirements of the application by extending or reducing the network training set and thus the required amount of measurement data.

Mamdani Model based Adaptive Neural Fuzzy Inference System and its Application

Hybrid algorithm is the hot issue in Computational Intelligence (CI) study. From in-depth discussion on Simulation Mechanism Based (SMB) classification method and composite patterns, this paper presents the Mamdani model based Adaptive Neural Fuzzy Inference System (M-ANFIS) and weight updating formula in consideration with qualitative representation of inference consequent parts in fuzzy neural networks. M-ANFIS model adopts Mamdani fuzzy inference system which has advantages in consequent part. Experiment results of applying M-ANFIS to evaluate traffic Level of service show that M-ANFIS, as a new hybrid algorithm in computational intelligence, has great advantages in non-linear modeling, membership functions in consequent parts, scale of training data and amount of adjusted parameters.

Combining Fuzzy Logic and Neural Networks in Modeling Landfill Gas Production

Heterogeneity of solid waste characteristics as well as the complex processes taking place within the landfill ecosystem motivated the implementation of soft computing methodologies such as artificial neural networks (ANN), fuzzy logic (FL), and their combination. The present work uses a hybrid ANN-FL model that employs knowledge-based FL to describe the process qualitatively and implements the learning algorithm of ANN to optimize model parameters. The model was developed to simulate and predict the landfill gas production at a given time based on operational parameters. The experimental data used were compiled from lab-scale experiment that involved various operating scenarios. The developed model was validated and statistically analyzed using F-test, linear regression between actual and predicted data, and mean squared error measures. Overall, the simulated landfill gas production rates demonstrated reasonable agreement with actual data. The discussion focused on the effect of the size of training datasets and number of training epochs.

ANFIS Modeling of the Surface Roughness in Grinding Process

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.

Fuzzy Rules Generation and Extraction from Support Vector Machine Based on Kernel Function Firing Signals

Our study proposes an alternative method in building Fuzzy Rule-Based System (FRB) from Support Vector Machine (SVM). The first set of fuzzy IF-THEN rules is obtained through an equivalence of the SVM decision network and the zero-ordered Sugeno FRB type of the Adaptive Network Fuzzy Inference System (ANFIS). The second set of rules is generated by combining the first set based on strength of firing signals of support vectors using Gaussian kernel. The final set of rules is then obtained from the second set through input scatter partitioning. A distinctive advantage of our method is the guarantee that the number of final fuzzy IFTHEN rules is not more than the number of support vectors in the trained SVM. The final FRB system obtained is capable of performing classification with results comparable to its SVM counterpart, but it has an advantage over the black-boxed SVM in that it may reveal human comprehensible patterns.

Fuzzy Control of the Air Conditioning System at Different Operating Pressures

The present work demonstrates the design and simulation of a fuzzy control of an air conditioning system at different pressures. The first order Sugeno fuzzy inference system is utilized to model the system and create the controller. In addition, an estimation of the heat transfer rate and water mass flow rate injection into or withdraw from the air conditioning system is determined by the fuzzy IF-THEN rules. The approach starts by generating the input/output data. Then, the subtractive clustering algorithm along with least square estimation (LSE) generates the fuzzy rules that describe the relationship between input/output data. The fuzzy rules are tuned by Adaptive Neuro-Fuzzy Inference System (ANFIS). The results show that when the pressure increases the amount of water flow rate and heat transfer rate decrease within the lower ranges of inlet dry bulb temperatures. On the other hand, and as pressure increases the amount of water flow rate and heat transfer rate increases within the higher ranges of inlet dry bulb temperatures. The inflection in the pressure effect trend occurs at lower temperatures as the inlet air humidity increases.

Comparison of ANFIS and ANN for Estimation of Biochemical Oxygen Demand Parameter in Surface Water

Nowadays, several techniques such as; Fuzzy Inference System (FIS) and Neural Network (NN) are employed for developing of the predictive models to estimate parameters of water quality. The main objective of this study is to compare between the predictive ability of the Adaptive Neuro-Fuzzy Inference System (ANFIS) model and Artificial Neural Network (ANN) model to estimate the Biochemical Oxygen Demand (BOD) on data from 11 sampling sites of Saen Saep canal in Bangkok, Thailand. The data is obtained from the Department of Drainage and Sewerage, Bangkok Metropolitan Administration, during 2004-2011. The five parameters of water quality namely Dissolved Oxygen (DO), Chemical Oxygen Demand (COD), Ammonia Nitrogen (NH3N), Nitrate Nitrogen (NO3N), and Total Coliform bacteria (T-coliform) are used as the input of the models. These water quality indices affect the biochemical oxygen demand. The experimental results indicate that the ANN model provides a higher correlation coefficient (R=0.73) and a lower root mean square error (RMSE=4.53) than the corresponding ANFIS model.

Evolving a Fuzzy Rule-Base for Image Segmentation

A new method for color image segmentation using fuzzy logic is proposed in this paper. Our aim here is to automatically produce a fuzzy system for color classification and image segmentation with least number of rules and minimum error rate. Particle swarm optimization is a sub class of evolutionary algorithms that has been inspired from social behavior of fishes, bees, birds, etc, that live together in colonies. We use comprehensive learning particle swarm optimization (CLPSO) technique to find optimal fuzzy rules and membership functions because it discourages premature convergence. Here each particle of the swarm codes a set of fuzzy rules. During evolution, a population member tries to maximize a fitness criterion which is here high classification rate and small number of rules. Finally, particle with the highest fitness value is selected as the best set of fuzzy rules for image segmentation. Our results, using this method for soccer field image segmentation in Robocop contests shows 89% performance. Less computational load is needed when using this method compared with other methods like ANFIS, because it generates a smaller number of fuzzy rules. Large train dataset and its variety, makes the proposed method invariant to illumination noise

Soft-Sensor for Estimation of Gasoline Octane Number in Platforming Processes with Adaptive Neuro-Fuzzy Inference Systems (ANFIS)

Gasoline Octane Number is the standard measure of the anti-knock properties of a motor in platforming processes, that is one of the important unit operations for oil refineries and can be determined with online measurement or use CFR (Cooperative Fuel Research) engines. Online measurements of the Octane number can be done using direct octane number analyzers, that it is too expensive, so we have to find feasible analyzer, like ANFIS estimators. ANFIS is the systems that neural network incorporated in fuzzy systems, using data automatically by learning algorithms of NNs. ANFIS constructs an input-output mapping based both on human knowledge and on generated input-output data pairs. In this research, 31 industrial data sets are used (21 data for training and the rest of the data used for generalization). Results show that, according to this simulation, hybrid method training algorithm in ANFIS has good agreements between industrial data and simulated results.

Designing a Fuzzy Logic Controller to Enhance Directional Stability of Vehicles under Difficult Maneuvers

Vehicle which are turning or maneuvering at high speeds are susceptible to sliding and subsequently deviate from desired path. In this paper the dynamics governing the Yaw/Roll behavior of a vehicle has been simulated. Two different simulations have been used one for the real vehicle, for which a fuzzy controller is designed to increase its directional stability property. The other simulation is for a hypothetical vehicle with much higher tire cornering stiffness which is capable of developing the required lateral forces at the tire-ground patch contact to attain the desired lateral acceleration for the vehicle to follow the desired path without slippage. This simulation model is our reference model. The logic for keeping the vehicle on the desired track in the cornering or maneuvering state is to have some braking forces on the inner or outer tires based on the direction of vehicle deviation from the desired path. The inputs to our vehicle simulation model is steer angle δ and vehicle velocity V , and the outputs can be any kinematical parameters like yaw rate, yaw acceleration, side slip angle, rate of side slip angle and so on. The proposed fuzzy controller is a feed forward controller. This controller has two inputs which are steer angle δ and vehicle velocity V, and the output of the controller is the correcting moment M, which guides the vehicle back to the desired track. To develop the membership functions for the controller inputs and output and the fuzzy rules, the vehicle simulation has been run for 1000 times and the correcting moment have been determined by trial and error. Results of the vehicle simulation with fuzzy controller are very promising and show the vehicle performance is enhanced greatly over the vehicle without the controller. In fact the vehicle performance with the controller is very near the performance of the reference ideal model.

Neural Networks Approaches for Computing the Forward Kinematics of a Redundant Parallel Manipulator

In this paper, different approaches to solve the forward kinematics of a three DOF actuator redundant hydraulic parallel manipulator are presented. On the contrary to series manipulators, the forward kinematic map of parallel manipulators involves highly coupled nonlinear equations, which are almost impossible to solve analytically. The proposed methods are using neural networks identification with different structures to solve the problem. The accuracy of the results of each method is analyzed in detail and the advantages and the disadvantages of them in computing the forward kinematic map of the given mechanism is discussed in detail. It is concluded that ANFIS presents the best performance compared to MLP, RBF and PNN networks in this particular application.

Estimation of Real Power Transfer Allocation Using Intelligent Systems

This paper presents application artificial intelligent (AI) techniques, namely artificial neural network (ANN), adaptive neuro fuzzy interface system (ANFIS), to estimate the real power transfer between generators and loads. Since these AI techniques adopt supervised learning, it first uses modified nodal equation method (MNE) to determine real power contribution from each generator to loads. Then the results of MNE method and load flow information are utilized to estimate the power transfer using AI techniques. The 25-bus equivalent system of south Malaysia is utilized as a test system to illustrate the effectiveness of both AI methods compared to that of the MNE method. The mean squared error of the estimate of ANN and ANFIS power transfer allocation methods are 1.19E-05 and 2.97E-05, respectively. Furthermore, when compared to MNE method, ANN and ANFIS methods computes generator contribution to loads within 20.99 and 39.37msec respectively whereas the MNE method took 360msec for the calculation of same real power transfer allocation. 

Performance Evaluation of an ANC-based Hybrid Algorithm for Multi-target Wideband Active Sonar Echolocation System

This paper evaluates performances of an adaptive noise cancelling (ANC) based target detection algorithm on a set of real test data supported by the Defense Evaluation Research Agency (DERA UK) for multi-target wideband active sonar echolocation system. The hybrid algorithm proposed is a combination of an adaptive ANC neuro-fuzzy scheme in the first instance and followed by an iterative optimum target motion estimation (TME) scheme. The neuro-fuzzy scheme is based on the adaptive noise cancelling concept with the core processor of ANFIS (adaptive neuro-fuzzy inference system) to provide an effective fine tuned signal. The resultant output is then sent as an input to the optimum TME scheme composed of twogauge trimmed-mean (TM) levelization, discrete wavelet denoising (WDeN), and optimal continuous wavelet transform (CWT) for further denosing and targets identification. Its aim is to recover the contact signals in an effective and efficient manner and then determine the Doppler motion (radial range, velocity and acceleration) at very low signal-to-noise ratio (SNR). Quantitative results have shown that the hybrid algorithm have excellent performance in predicting targets- Doppler motion within various target strength with the maximum false detection of 1.5%.