A New Quantile Based Fuzzy Time Series Forecasting Model

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.

Intelligent Heart Disease Prediction System Using CANFIS and Genetic Algorithm

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.

Monte Carlo Analysis and Fuzzy Sets for Uncertainty Propagation in SIS Performance Assessment

The object of this work is the probabilistic performance evaluation of safety instrumented systems (SIS), i.e. the average probability of dangerous failure on demand (PFDavg) and the average frequency of failure (PFH), taking into account the uncertainties related to the different parameters that come into play: failure rate (λ), common cause failure proportion (β), diagnostic coverage (DC)... This leads to an accurate and safe assessment of the safety integrity level (SIL) inherent to the safety function performed by such systems. This aim is in keeping with the requirement of the IEC 61508 standard with respect to handling uncertainty. To do this, we propose an approach that combines (1) Monte Carlo simulation and (2) fuzzy sets. Indeed, the first method is appropriate where representative statistical data are available (using pdf of the relating parameters), while the latter applies in the case characterized by vague and subjective information (using membership function). The proposed approach is fully supported with a suitable computer code.

Roll of Membership functions in Fuzzy Logic for Prediction of Shoot Length of Mustard Plant Based on Residual Analysis

The selection for plantation of a particular type of mustard plant depending on its productivity (pod yield) at the stage of maturity. The growth of mustard plant dependent on some parameters of that plant, these are shoot length, number of leaves, number of roots and roots length etc. As the plant is growing, some leaves may be fall down and some new leaves may come, so it can not gives the idea to develop the relationship with the seeds weight at mature stage of that plant. It is not possible to find the number of roots and root length of mustard plant at growing stage that will be harmful of this plant as roots goes deeper to deeper inside the land. Only the value of shoot length which increases in course of time can be measured at different time instances. Weather parameters are maximum and minimum humidity, rain fall, maximum and minimum temperature may effect the growth of the plant. The parameters of pollution, water, soil, distance and crop management may be dominant factors of growth of plant and its productivity. Considering all parameters, the growth of the plant is very uncertain, fuzzy environment can be considered for the prediction of shoot length at maturity of the plant. Fuzzification plays a greater role for fuzzification of data, which is based on certain membership functions. Here an effort has been made to fuzzify the original data based on gaussian function, triangular function, s-function, Trapezoidal and L –function. After that all fuzzified data are defuzzified to get normal form. Finally the error analysis (calculation of forecasting error and average error) indicates the membership function appropriate for fuzzification of data and use to predict the shoot length at maturity. The result is also verified using residual (Absolute Residual, Maximum of Absolute Residual, Mean Absolute Residual, Mean of Mean Absolute Residual, Median of Absolute Residual and Standard Deviation) analysis.

Measuring Teachers- Beliefs about Mathematics: A Fuzzy Set Approach

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.

Multipath Routing Sensor Network for Finding Crack in Metallic Structure Using Fuzzy Logic

For collecting data from all sensor nodes, some changes in Dynamic Source Routing (DSR) protocol is proposed. At each hop level, route-ranking technique is used for distributing packets to different selected routes dynamically. For calculating rank of a route, different parameters like: delay, residual energy and probability of packet loss are used. A hybrid topology of DMPR(Disjoint Multi Path Routing) and MMPR(Meshed Multi Path Routing) is formed, where braided topology is used in different faulty zones of network. For reducing energy consumption, variant transmission ranges is used instead of fixed transmission range. For reducing number of packet drop, a fuzzy logic inference scheme is used to insert different types of delays dynamically. A rule based system infers membership function strength which is used to calculate the final delay amount to be inserted into each of the node at different clusters. In braided path, a proposed 'Dual Line ACK Link'scheme is proposed for sending ACK signal from a damaged node or link to a parent node to ensure that any error in link or any node-failure message may not be lost anyway. This paper tries to design the theoretical aspects of a model which may be applied for collecting data from any large hanging iron structure with the help of wireless sensor network. But analyzing these data is the subject of material science and civil structural construction technology, that part is out of scope of this paper.

Fuzzy Logic Approach to Robust Regression Models of Uncertain Medical Categories

Dichotomization of the outcome by a single cut-off point is an important part of various medical studies. Usually the relationship between the resulted dichotomized dependent variable and explanatory variables is analyzed with linear regression, probit regression or logistic regression. However, in many real-life situations, a certain cut-off point dividing the outcome into two groups is unknown and can be specified only approximately, i.e. surrounded by some (small) uncertainty. It means that in order to have any practical meaning the regression model must be robust to this uncertainty. In this paper, we show that neither the beta in the linear regression model, nor its significance level is robust to the small variations in the dichotomization cut-off point. As an alternative robust approach to the problem of uncertain medical categories, we propose to use the linear regression model with the fuzzy membership function as a dependent variable. This fuzzy membership function denotes to what degree the value of the underlying (continuous) outcome falls below or above the dichotomization cut-off point. In the paper, we demonstrate that the linear regression model of the fuzzy dependent variable can be insensitive against the uncertainty in the cut-off point location. In the paper we present the modeling results from the real study of low hemoglobin levels in infants. We systematically test the robustness of the binomial regression model and the linear regression model with the fuzzy dependent variable by changing the boundary for the category Anemia and show that the behavior of the latter model persists over a quite wide interval.

Applying Fuzzy FP-Growth to Mine Fuzzy Association Rules

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.

On Generalizing Rough Set Theory via using a Filter

The theory of rough sets is generalized by using a filter. The filter is induced by binary relations and it is used to generalize the basic rough set concepts. The knowledge representations and processing of binary relations in the style of rough set theory are investigated.

Fuzzy Hyperbolization Image Enhancement and Artificial Neural Network for Anomaly Detection

A prototype of an anomaly detection system was developed to automate process of recognizing an anomaly of roentgen image by utilizing fuzzy histogram hyperbolization image enhancement and back propagation artificial neural network. The system consists of image acquisition, pre-processor, feature extractor, response selector and output. Fuzzy Histogram Hyperbolization is chosen to improve the quality of the roentgen image. The fuzzy histogram hyperbolization steps consist of fuzzyfication, modification of values of membership functions and defuzzyfication. Image features are extracted after the the quality of the image is improved. The extracted image features are input to the artificial neural network for detecting anomaly. The number of nodes in the proposed ANN layers was made small. Experimental results indicate that the fuzzy histogram hyperbolization method can be used to improve the quality of the image. The system is capable to detect the anomaly in the roentgen image.

Micropower Fuzzy Linguistic-Hedges Circuit in Current-Mode Approach

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 (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.

I-Vague Normal Groups

The notions of I-vague normal groups with membership and non-membership functions taking values in an involutary dually residuated lattice ordered semigroup are introduced which generalize the notions with truth values in a Boolean algebra as well as those usual vague sets whose membership and non-membership functions taking values in the unit interval [0, 1]. Various operations and properties are established.

Proposal of Additional Fuzzy Membership Functions in Smoothing Transition Autoregressive Models

In this paper we present, propose and examine additional membership functions for the Smoothing Transition Autoregressive (STAR) models. More specifically, we present the tangent hyperbolic, Gaussian and Generalized bell functions. Because Smoothing Transition Autoregressive (STAR) models follow fuzzy logic approach, more fuzzy membership functions should be tested. Furthermore, fuzzy rules can be incorporated or other training or computational methods can be applied as the error backpropagation or genetic algorithm instead to nonlinear squares. We examine two macroeconomic variables of US economy, the inflation rate and the 6-monthly treasury bills interest rates.

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.

A New Concept for Deriving the Expected Value of Fuzzy Random Variables

Fuzzy random variables have been introduced as an imprecise concept of numeric values for characterizing the imprecise knowledge. The descriptive parameters can be used to describe the primary features of a set of fuzzy random observations. In fuzzy environments, the expected values are usually represented as fuzzy-valued, interval-valued or numeric-valued descriptive parameters using various metrics. Instead of the concept of area metric that is usually adopted in the relevant studies, the numeric expected value is proposed by the concept of distance metric in this study based on two characters (fuzziness and randomness) of FRVs. Comparing with the existing measures, although the results show that the proposed numeric expected value is same with those using the different metric, if only triangular membership functions are used. However, the proposed approach has the advantages of intuitiveness and computational efficiency, when the membership functions are not triangular types. An example with three datasets is provided for verifying the proposed approach.

Normalization and Constrained Optimization of Measures of Fuzzy Entropy

In the literature of information theory, there is necessity for comparing the different measures of fuzzy entropy and this consequently, gives rise to the need for normalizing measures of fuzzy entropy. In this paper, we have discussed this need and hence developed some normalized measures of fuzzy entropy. It is also desirable to maximize entropy and to minimize directed divergence or distance. Keeping in mind this idea, we have explained the method of optimizing different measures of fuzzy entropy.

Optimal Aggregate Production Planning with Fuzzy Data

This paper investigates the optimization problem of multi-product aggregate production planning (APP) with fuzzy data. From a comprehensive viewpoint of conserving the fuzziness of input information, this paper proposes a method that can completely describe the membership function of the performance measure. The idea is based on the well-known Zadeh-s extension principle which plays an important role in fuzzy theory. In the proposed solution procedure, a pair of mathematical programs parameterized by possibility level a is formulated to calculate the bounds of the optimal performance measure at a . Then the membership function of the optimal performance measure is constructed by enumerating different values of a . Solutions obtained from the proposed method contain more information, and can offer more chance to achieve the feasible disaggregate plan. This is helpful to the decision-maker in practical applications.

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.

Seismic Response Reduction of Structures using Smart Base Isolation System

In this study, control performance of a smart base isolation system consisting of a friction pendulum system (FPS) and a magnetorheological (MR) damper has been investigated. A fuzzy logic controller (FLC) is used to modulate the MR damper so as to minimize structural acceleration while maintaining acceptable base displacement levels. To this end, a multi-objective optimization scheme is used to optimize parameters of membership functions and find appropriate fuzzy rules. To demonstrate effectiveness of the proposed multi-objective genetic algorithm for FLC, a numerical study of a smart base isolation system is conducted using several historical earthquakes. It is shown that the proposed method can find optimal fuzzy rules and that the optimized FLC outperforms not only a passive control strategy but also a human-designed FLC and a conventional semi-active control algorithm.

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.