Abstract: The Kansei engineering is a technology which
converts human feelings into quantitative terms and helps designers
develop new products that meet customers- expectation. Standard
Kansei engineering procedure involves finding relationships between
human feelings and design elements of which many researchers have
found forward and backward relationship through various soft
computing techniques. In this paper, we proposed the framework of
Kansei engineering linking relationship not only between human
feelings and design elements, but also the whole part of product, by
constructing association rules. In this experiment, we obtain input
from emotion score that subjects rate when they see the whole part of
the product by applying semantic differentials. Then, association
rules are constructed to discover the combination of design element
which affects the human feeling. The results of our experiment
suggest the pattern of relationship of design elements according to
human feelings which can be derived from the whole part of product.
Abstract: Intrusion Detection System is significant in network
security. It detects and identifies intrusion behavior or intrusion
attempts in a computer system by monitoring and analyzing the
network packets in real time. In the recent year, intelligent algorithms
applied in the intrusion detection system (IDS) have been an
increasing concern with the rapid growth of the network security.
IDS data deals with a huge amount of data which contains irrelevant
and redundant features causing slow training and testing process,
higher resource consumption as well as poor detection rate. Since the
amount of audit data that an IDS needs to examine is very large even
for a small network, classification by hand is impossible. Hence, the
primary objective of this review is to review the techniques prior to
classification process suit to IDS data.
Abstract: This paper is motivated by the aspect of uncertainty in
financial decision making, and how artificial intelligence and soft
computing, with its uncertainty reducing aspects can be used for
algorithmic trading applications that trade in high frequency.
This paper presents an optimized high frequency trading system that
has been combined with various moving averages to produce a hybrid
system that outperforms trading systems that rely solely on moving
averages. The paper optimizes an adaptive neuro-fuzzy inference
system that takes both the price and its moving average as input,
learns to predict price movements from training data consisting of
intraday data, dynamically switches between the best performing
moving averages, and performs decision making of when to buy or
sell a certain currency in high frequency.