Abstract: 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.
Abstract: 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.
Abstract: 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.
Abstract: In recent years the large scale use of the power electronic equipment has led to an increase of harmonics in the power system. The harmonics results into a poor power quality and have great adverse economical impact on the utilities and customers. Current harmonics are one of the most common power quality problems and are usually resolved by using shunt active filter (SHAF). The main objective of this work is to develop PI and Fuzzy logic controllers (FLC) to analyze the performance of Shunt Active Filter for mitigating current harmonics under balanced and unbalanced sinusoidal source voltage conditions for normal load and increased load. When the supply voltages are ideal (balanced), both PI and FLC are converging to the same compensation characteristics. However, the supply voltages are non-ideal (unbalanced), FLC offers outstanding results. Simulation results validate the superiority of FLC with triangular membership function over the PI controller.
Abstract: In this paper, we propose a novel spatiotemporal fuzzy
based algorithm for noise filtering of image sequences. Our proposed algorithm uses adaptive weights based on a triangular membership
functions. In this algorithm median filter is used to suppress noise.
Experimental results show when the images are corrupted by highdensity
Salt and Pepper noise, our fuzzy based algorithm for noise filtering of image sequences, are much more effective in suppressing
noise and preserving edges than the previously reported algorithms such as [1-7]. Indeed, assigned weights to noisy pixels are very
adaptive so that they well make use of correlation of pixels. On the other hand, the motion estimation methods are erroneous and in highdensity noise they may degrade the filter performance. Therefore, our
proposed fuzzy algorithm doesn-t need any estimation of motion trajectory. The proposed algorithm admissibly removes noise without having any knowledge of Salt and Pepper noise density.