Application of Adaptive Network-Based Fuzzy Inference System in Macroeconomic Variables Forecasting

In this paper we apply an Adaptive Network-Based Fuzzy Inference System (ANFIS) with one input, the dependent variable with one lag, for the forecasting of four macroeconomic variables of US economy, the Gross Domestic Product, the inflation rate, six monthly treasury bills interest rates and unemployment rate. We compare the forecasting performance of ANFIS with those of the widely used linear autoregressive and nonlinear smoothing transition autoregressive (STAR) models. The results are greatly in favour of ANFIS indicating that is an effective tool for macroeconomic forecasting used in academic research and in research and application by the governmental and other institutions

Generation of Artificial Earthquake Accelerogram Compatible with Spectrum using the Wavelet Packet Transform and Nero-Fuzzy Networks

The principal purpose of this article is to present a new method based on Adaptive Neural Network Fuzzy Inference System (ANFIS) to generate additional artificial earthquake accelerograms from presented data, which are compatible with specified response spectra. The proposed method uses the learning abilities of ANFIS to develop the knowledge of the inverse mapping from response spectrum to earthquake records. In addition, wavelet packet transform is used to decompose specified earthquake records and then ANFISs are trained to relate the response spectrum of records to their wavelet packet coefficients. Finally, an interpretive example is presented which uses an ensemble of recorded accelerograms to demonstrate the effectiveness of the proposed method.

Performance Analysis of Fuzzy Logic Based Unified Power Flow Controller

FACTS devices are used to control the power flow, to increase the transmission capacity and to optimize the stability of the power system. One of the most widely used FACTS devices is Unified Power Flow Controller (UPFC). The controller used in the control mechanism has a significantly effects on controlling of the power flow and enhancing the system stability of UPFC. According to this, the capability of UPFC is observed by using different control mechanisms based on P, PI, PID and fuzzy logic controllers (FLC) in this study. FLC was developed by taking consideration of Takagi- Sugeno inference system in the decision process and Sugeno-s weighted average method in the defuzzification process. Case studies with different operating conditions are applied to prove the ability of UPFC on controlling the power flow and the effectiveness of controllers on the performance of UPFC. PSCAD/EMTDC program is used to create the FLC and to simulate UPFC model.

Performance Evaluation of Hybrid Intelligent Controllers in Load Frequency Control of Multi Area Interconnected Power Systems

This paper deals with the application of artificial neural network (ANN) and fuzzy based Adaptive Neuro Fuzzy Inference System(ANFIS) approach to Load Frequency Control (LFC) of multi unequal area hydro-thermal interconnected power system. The proposed ANFIS controller combines the advantages of fuzzy controller as well as quick response and adaptability nature of ANN. Area-1 and area-2 consists of thermal reheat power plant whereas area-3 and area-4 consists of hydro power plant with electric governor. Performance evaluation is carried out by using intelligent controller like ANFIS, ANN and Fuzzy controllers and conventional PI and PID control approaches. To enhance the performance of intelligent and conventional controller sliding surface is included. The performances of the controllers are simulated using MATLAB/SIMULINK package. A comparison of ANFIS, ANN, Fuzzy, PI and PID based approaches shows the superiority of proposed ANFIS over ANN & fuzzy, PI and PID controller for 1% step load variation.

RANFIS : Rough Adaptive Neuro-Fuzzy Inference System

The paper presents a new hybridization methodology involving Neural, Fuzzy and Rough Computing. A Rough Sets based approximation technique has been proposed based on a certain Neuro – Fuzzy architecture. A New Rough Neuron composition consisting of a combination of a Lower Bound neuron and a Boundary neuron has also been described. The conventional convergence of error in back propagation has been given away for a new framework based on 'Output Excitation Factor' and an inverse input transfer function. The paper also presents a brief comparison of performances, of the existing Rough Neural Networks and ANFIS architecture against the proposed methodology. It can be observed that the rough approximation based neuro-fuzzy architecture is superior to its counterparts.

Genetic Algorithm based Optimization approach for MR Dampers Fuzzy Modeling

Magneto-rheological (MR) fluid damper is a semiactive control device that has recently received more attention by the vibration control community. But inherent hysteretic and highly nonlinear dynamics of MR fluid damper is one of the challenging aspects to employ its unique characteristics. The combination of artificial neural network (ANN) and fuzzy logic system (FLS) have been used to imitate more precisely the behavior of this device. However, the derivative-based nature of adaptive networks causes some deficiencies. Therefore, in this paper, a novel approach that employ genetic algorithm, as a free-derivative algorithm, to enhance the capability of fuzzy systems, is proposed. The proposed method used to model MR damper. The results will be compared with adaptive neuro-fuzzy inference system (ANFIS) model, which is one of the well-known approaches in soft computing framework, and two best parametric models of MR damper. Data are generated based on benchmark program by applying a number of famous earthquake records.

Seed-Based Region Growing (SBRG) vs Adaptive Network-Based Inference System (ANFIS) vs Fuzzyc-Means (FCM): Brain Abnormalities Segmentation

Segmentation of Magnetic Resonance Imaging (MRI) images is the most challenging problems in medical imaging. This paper compares the performances of Seed-Based Region Growing (SBRG), Adaptive Network-Based Fuzzy Inference System (ANFIS) and Fuzzy c-Means (FCM) in brain abnormalities segmentation. Controlled experimental data is used, which designed in such a way that prior knowledge of the size of the abnormalities are known. This is done by cutting various sizes of abnormalities and pasting it onto normal brain tissues. The normal tissues or the background are divided into three different categories. The segmentation is done with fifty seven data of each category. The knowledge of the size of the abnormalities by the number of pixels are then compared with segmentation results of three techniques proposed. It was proven that the ANFIS returns the best segmentation performances in light abnormalities, whereas the SBRG on the other hand performed well in dark abnormalities segmentation.

Optimized Data Fusion in an Intelligent Integrated GPS/INS System Using Genetic Algorithm

Most integrated inertial navigation systems (INS) and global positioning systems (GPS) have been implemented using the Kalman filtering technique with its drawbacks related to the need for predefined INS error model and observability of at least four satellites. Most recently, a method using a hybrid-adaptive network based fuzzy inference system (ANFIS) has been proposed which is trained during the availability of GPS signal to map the error between the GPS and the INS. Then it will be used to predict the error of the INS position components during GPS signal blockage. This paper introduces a genetic optimization algorithm that is used to update the ANFIS parameters with respect to the INS/GPS error function used as the objective function to be minimized. The results demonstrate the advantages of the genetically optimized ANFIS for INS/GPS integration in comparison with conventional ANFIS specially in the cases of satellites- outages. Coping with this problem plays an important role in assessment of the fusion approach in land navigation.

Automatic Reusability Appraisal of Software Components using Neuro-fuzzy Approach

Automatic reusability appraisal could be helpful in evaluating the quality of developed or developing reusable software components and in identification of reusable components from existing legacy systems; that can save cost of developing the software from scratch. But the issue of how to identify reusable components from existing systems has remained relatively unexplored. In this paper, we have mentioned two-tier approach by studying the structural attributes as well as usability or relevancy of the component to a particular domain. Latent semantic analysis is used for the feature vector representation of various software domains. It exploits the fact that FeatureVector codes can be seen as documents containing terms -the idenifiers present in the components- and so text modeling methods that capture co-occurrence information in low-dimensional spaces can be used. Further, we devised Neuro- Fuzzy hybrid Inference System, which takes structural metric values as input and calculates the reusability of the software component. Decision tree algorithm is used to decide initial set of fuzzy rules for the Neuro-fuzzy system. The results obtained are convincing enough to propose the system for economical identification and retrieval of reusable software components.

Intelligent Automatic Generation Control of Two Area Interconnected Power System using Hybrid Neuro Fuzzy Controller

This paper presents the development and application of an adaptive neuro fuzzy inference system (ANFIS) based intelligent hybrid neuro fuzzy controller for automatic generation control (AGC) of two-area interconnected thermal power system with reheat non linearity. The dynamic response of the system has been studied for 1% step load perturbation in area-1. The performance of the proposed neuro fuzzy controller is compared against conventional proportional-integral (PI) controller, state feedback linear quadratic regulator (LQR) controller and fuzzy gain scheduled proportionalintegral (FGSPI) controller. Comparative analysis demonstrates that the proposed intelligent neuro fuzzy controller is the most effective of all in improving the transients of frequency and tie-line power deviations against small step load disturbances. Simulations have been performed using Matlab®.

Trajectory Estimation and Control of Vehicle using Neuro-Fuzzy Technique

Nonlinear system identification is becoming an important tool which can be used to improve control performance. This paper describes the application of adaptive neuro-fuzzy inference system (ANFIS) model for controlling a car. The vehicle must follow a predefined path by supervised learning. Backpropagation gradient descent method was performed to train the ANFIS system. The performance of the ANFIS model was evaluated in terms of training performance and classification accuracies and the results confirmed that the proposed ANFIS model has potential in controlling the non linear system.

Stock Price Forecast by Using Neuro-Fuzzy Inference System

In this research, the researchers have managed to design a model to investigate the current trend of stock price of the "IRAN KHODRO corporation" at Tehran Stock Exchange by utilizing an Adaptive Neuro - Fuzzy Inference system. For the Longterm Period, a Neuro-Fuzzy with two Triangular membership functions and four independent Variables including trade volume, Dividend Per Share (DPS), Price to Earning Ratio (P/E), and also closing Price and Stock Price fluctuation as an dependent variable are selected as an optimal model. For the short-term Period, a neureo – fuzzy model with two triangular membership functions for the first quarter of a year, two trapezoidal membership functions for the Second quarter of a year, two Gaussian combination membership functions for the third quarter of a year and two trapezoidal membership functions for the fourth quarter of a year were selected as an optimal model for the stock price forecasting. In addition, three independent variables including trade volume, price to earning ratio, closing Stock Price and a dependent variable of stock price fluctuation were selected as an optimal model. The findings of the research demonstrate that the trend of stock price could be forecasted with the lower level of error.

DJess A Knowledge-Sharing Middleware to Deploy Distributed Inference Systems

In this paper DJess is presented, a novel distributed production system that provides an infrastructure for factual and procedural knowledge sharing. DJess is a Java package that provides programmers with a lightweight middleware by which inference systems implemented in Jess and running on different nodes of a network can communicate. Communication and coordination among inference systems (agents) is achieved through the ability of each agent to transparently and asynchronously reason on inferred knowledge (facts) that might be collected and asserted by other agents on the basis of inference code (rules) that might be either local or transmitted by any node to any other node.

Adaptive Neuro-Fuzzy Inference System for Financial Trading using Intraday Seasonality Observation Model

The prediction of financial time series is a very complicated process. If the efficient market hypothesis holds, then the predictability of most financial time series would be a rather controversial issue, due to the fact that the current price contains already all available information in the market. This paper extends the Adaptive Neuro Fuzzy Inference System for High Frequency Trading which is an expert system that is capable of using fuzzy reasoning combined with the pattern recognition capability of neural networks to be used in financial forecasting and trading in high frequency. However, in order to eliminate unnecessary input in the training phase a new event based volatility model was proposed. Taking volatility and the scaling laws of financial time series into consideration has brought about the development of the Intraday Seasonality Observation Model. This new model allows the observation of specific events and seasonalities in data and subsequently removes any unnecessary data. This new event based volatility model provides the ANFIS system with more accurate input and has increased the overall performance of the system.

Application of Adaptive Neuro-Fuzzy Inference System in the Prediction of Economic Crisis Periods in USA

In this paper discrete choice models, Logit and Probit are examined in order to predict the economic recession or expansion periods in USA. Additionally we propose an adaptive neuro-fuzzy inference system with triangular membership function. We examine the in-sample period 1947-2005 and we test the models in the out-of sample period 2006-2009. The forecasting results indicate that the Adaptive Neuro-fuzzy Inference System (ANFIS) model outperforms significant the Logit and Probit models in the out-of sample period. This indicates that neuro-fuzzy model provides a better and more reliable signal on whether or not a financial crisis will take place.

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.

A Model for Estimation of Efforts in Development of Software Systems

Software effort estimation is the process of predicting the most realistic use of effort required to develop or maintain software based on incomplete, uncertain and/or noisy input. Effort estimates may be used as input to project plans, iteration plans, budgets. There are various models like Halstead, Walston-Felix, Bailey-Basili, Doty and GA Based models which have already used to estimate the software effort for projects. In this study Statistical Models, Fuzzy-GA and Neuro-Fuzzy (NF) Inference Systems are experimented to estimate the software effort for projects. The performances of the developed models were tested on NASA software project datasets and results are compared with the Halstead, Walston-Felix, Bailey-Basili, Doty and Genetic Algorithm Based models mentioned in the literature. The result shows that the NF Model has the lowest MMRE and RMSE values. The NF Model shows the best results as compared with the Fuzzy-GA based hybrid Inference System and other existing Models that are being used for the Effort Prediction with lowest MMRE and RMSE values.

Intelligent Agent System Simulation Using Fear Emotion

In this paper I have developed a system for evaluating the degree of fear emotion that the intelligent agent-based system may feel when it encounters to a persecuting event. In this paper I want to describe behaviors of emotional agents using human behavior in terms of the way their emotional states evolve over time. I have implemented a fuzzy inference system using Java environment. As the inputs of this system, I have considered three parameters related on human fear emotion. The system outputs can be used in agent decision making process or choosing a person for team working systems by combination the intensity of fear to other emotion intensities.

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.

Towards Automatic Recognition and Grading of Ganoderma Infection Pattern Using Fuzzy Systems

This paper deals with the extraction of information from the experts to automatically identify and recognize Ganoderma infection in oil palm stem using tomography images. Expert-s knowledge are used as rules in a Fuzzy Inference Systems to classify each individual patterns observed in he tomography image. The classification is done by defining membership functions which assigned a set of three possible hypotheses : Ganoderma infection (G), non Ganoderma infection (N) or intact stem tissue (I) to every abnormalities pattern found in the tomography image. A complete comparison between Mamdani and Sugeno style,triangular, trapezoids and mixed triangular-trapezoids membership functions and different methods of aggregation and defuzzification is also presented and analyzed to select suitable Fuzzy Inference System methods to perform the above mentioned task. The results showed that seven out of 30 initial possible combination of available Fuzzy Inference methods in MATLAB Fuzzy Toolbox were observed giving result close to the experts estimation.