• Title/Summary/Keyword: Probabilistic Fuzzy Logic

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Modern Probabilistic Machine Learning and Control Methods for Portfolio Optimization

  • Park, Jooyoung;Lim, Jungdong;Lee, Wonbu;Ji, Seunghyun;Sung, Keehoon;Park, Kyungwook
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.14 no.2
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    • pp.73-83
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    • 2014
  • Many recent theoretical developments in the field of machine learning and control have rapidly expanded its relevance to a wide variety of applications. In particular, a variety of portfolio optimization problems have recently been considered as a promising application domain for machine learning and control methods. In highly uncertain and stochastic environments, portfolio optimization can be formulated as optimal decision-making problems, and for these types of problems, approaches based on probabilistic machine learning and control methods are particularly pertinent. In this paper, we consider probabilistic machine learning and control based solutions to a couple of portfolio optimization problems. Simulation results show that these solutions work well when applied to real financial market data.

Implementation issues for Uncertain Relational Databases

  • Yu, Hairong;Ramer, Arthur
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 1998.06a
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    • pp.128-133
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    • 1998
  • This paper aims to present some ideas for implementation of Uncertain Relational Databases (URD) which are extensions of classical relational databases. Our system firstly is based on possibility distribution and probability theory to represent and manipulate fuzzy and probabilistic information, secondly adopts flexible mechanisms that allow the management of uncertain data through the resources provided by both available relational database management systems and front-end interfaces, and lastly chooses dynamic SQL to enhance versatility and adjustability of systems.

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A Comparative Study on Effectiveness of Boole logic retrieval, Fuzzy retrieval and Probabilistic retrieval (불논리검색, 퍼지검색, 확률검색의 효율 비교연구)

  • 이젬마;사공철
    • Proceedings of the Korean Society for Information Management Conference
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    • 1994.12a
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    • pp.15-18
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    • 1994
  • 본 연구에서는 불논리검색의 단점을 보완하기 위한 가장 강력한 검색 모형인 퍼지검색과 확률검색의 효율을 불논리검색과 상호비교하였다. 실험데이터로 정보학 분야의 한국어 test collection인 KT Test Set을 이용하였고 색인어와 색인어의 문헌내 출현빈도를 바탕으로 퍼지시소러스를 생성하여 시소러스의 NT, BT로 탐색식을 확장한 다음 각각에 대해 3가지 검색을 행하고 검색효율을 평균재현율과 평균정확률로 측정하였다. 실험결과 검색효율은 재현율에서는 확률검색, 불논리검색, 퍼지검색 순으로. 정확률에서는 퍼지검색, 확률검색, 불논리검색 순으로 나타났다.

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A Note on Possibilistic Correlation

  • Hong, Dug-Hun
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.9 no.1
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    • pp.1-3
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    • 2009
  • Recently, Carlsson, Full\acute{e}$r and Majlender [1] presented the concept of possibilitic correlation representing an average degree of interaction between marginal distribution of a joint possibility distribution as compared to their respective dispersions. They also formulated the weak and strong forms of the possibilistic Cauchy-Schwarz inequality. In this paper, we define a new probability measure. Then the weak and strong forms of the Cauchy-Schwarz inequality are immediate consequence of probabilistic Cauchy-Schwarz inequality with respect to the new probability measure.

Efficient Extraction of Hierarchically Structured Rules Using Rough Sets

  • Lee, Chul-Heui;Seo, Seon-Hak
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.4 no.2
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    • pp.205-210
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    • 2004
  • This paper deals with rule extraction from data using rough set theory. We construct the rule base in a hierarchical granulation structure by applying core as a classification criteria at each level. When more than one core exist, the coverage is used for the selection of an appropriate one among them to increase the classification rate and accuracy. In Addition, a probabilistic approach is suggested so that the partially useful information included in inconsistent data can be contributed to knowledge reduction in order to decrease the effect of the uncertainty or vagueness of data. As a result, the proposed method yields more proper and efficient rule base in compatability and size. The simulation result shows that it gives a good performance in spite of very simple rules and short conditionals.

A Fuzzy Logic-Based False Report Detection Method in Wireless Sensor Networks (무선 센서 네트워크에서 퍼지 로직 기반의 허위 보고서 탐지 기법)

  • Kim, Mun-Su;Lee, Hae-Young;Cho, Tae-Ho
    • Journal of the Korea Society for Simulation
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    • v.17 no.3
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    • pp.27-34
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    • 2008
  • Wireless sensor networks are comprised of sensor nodes with resource-constrained hardware. Nodes in the sensor network without adequate protection may be compromised by adversaries. Such compromised nodes are vulnerable to the attacks like false reports injection attacks and false data injection attacks on legitimate reports. In false report injection attacks, an adversary injects false report into the network with the goal of deceiving the sink or the depletion of the finite amount of energy in a battery powered network. In false data injection attacks on legitimate reports, the attacker may inject a false data for every legitimate report. To address such attacks, the probabilistic voting-based filtering scheme (PVFS) has been proposed by Li and Wu. However, each cluster head in PVFS needs additional transmission device. Therefore, this paper proposes a fuzzy logic-based false report detection method (FRD) to mitigate the threat of these attacks. FRD employs the statistical en-route filtering scheme as a basis and improves upon it. We demonstrate that FRD is efficient with respect to the security it provides, and allows a tradeoff between security and energy consumption, as shown in the simulation.

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Robust multi-objective optimization of STMD device to mitigate buildings vibrations

  • Pourzeynali, Saeid;Salimi, Shide;Yousefisefat, Meysam;Kalesar, Houshyar Eimani
    • Earthquakes and Structures
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    • v.11 no.2
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    • pp.347-369
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    • 2016
  • The main objective of this paper is the robust multi-objective optimization design of semi-active tuned mass damper (STMD) system using genetic algorithms and fuzzy logic. For optimal design of this system, it is required that the uncertainties which may exist in the system be taken into account. This consideration is performed through the robust design optimization (RDO) procedure. To evaluate the optimal values of the design parameters, three non-commensurable objective functions namely: normalized values of the maximum displacement, velocity, and acceleration of each story level are considered to minimize simultaneously. For this purpose, a fast and elitist non-dominated sorting genetic algorithm (NSGA-II) approach is used to find a set of Pareto-optimal solutions. The torsional effects due to irregularities of the building and/or unsymmetrical placements of the dampers are taken into account through the 3-D modeling of the building. Finally, the comparison of the results shows that the probabilistic robust STMD system is capable of providing a reduction of about 52%, 42.5%, and 37.24% on the maximum displacement, velocity, and acceleration of the building top story, respectively.

Design and Evaluation of a Fuzzy Logic based Multi-hop Broadcast Algorithm for IoT Applications (IoT 응용을 위한 퍼지 논리 기반 멀티홉 방송 알고리즘의 설계 및 평가)

  • Bae, Ihn-han;Kim, Chil-hwa;Noh, Heung-tae
    • Journal of Internet Computing and Services
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    • v.17 no.6
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    • pp.17-23
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    • 2016
  • In the future network such as Internet of Things (IoT), the number of computing devices are expected to grow exponentially, and each of the things communicates with the others and acquires information by itself. Due to the growing interest in IoT applications, the broadcasting in Opportunistic ad-hoc networks such as Machine-to-Machine (M2M) is very important transmission strategy which allows fast data dissemination. In distributed networks for IoT, the energy efficiency of the nodes is a key factor in the network performance. In this paper, we propose a fuzzy logic based probabilistic multi-hop broadcast (FPMCAST) algorithm which statistically disseminates data accordingly to the remaining energy rate, the replication density rate of sending node, and the distance rate between sending and receiving nodes. In proposed FPMCAST, the inference engine is based the fuzzy rule base which is consists of 27 if-then rules. It maps input and output parameters to membership functions of input and output. The output of fuzzy system defines the fuzzy sets for rebroadcasting probability, and defuzzification is used to extract a numeric result from the fuzzy set. Here Center of Gravity (COG) method is used to defuzzify the fuzzy set. Then, the performance of FPMCAST is evaluated through a simulation study. From the simulation, we demonstrate that the proposed FPMCAST algorithm significantly outperforms flooding and gossiping algorithms. Specially, the FPMCAST algorithm has longer network lifetime because the residual energy of each node consumes evenly.

Android-Based E-Board Smart Education Platform Using Digital Pen and Dot Pattern

  • Cho, Young Im;Altayeva, Aigerim Bakatkaliyevna
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.15 no.4
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    • pp.260-267
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    • 2015
  • In the past, we implemented a web-based smart education platform, but this is not efficient in a smart or mobile education environment. Therefore, in this paper, we propose an Android-based e-board smart platform for a smart or mobile education system. Here, we use Anoto digital pen- and dot pattern-based technologies. This Android-based smart education platform is efficient for a smart education environment. Further, we implement the hardware and software parts of the technologies, an Anoto-based trajectory recognition algorithm, and a probabilistic neural network for handwritten digit and hand gesture recognition.

Protein Named Entity Identification Based on Probabilistic Features Derived from GENIA Corpus and Medical Text on the Web

  • Sumathipala, Sagara;Yamada, Koichi;Unehara, Muneyuki;Suzuki, Izumi
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.15 no.2
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    • pp.111-120
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    • 2015
  • Protein named entity identification is one of the most essential and fundamental predecessor for extracting information about protein-protein interactions from biomedical literature. In this paper, we explore the use of abstracts of biomedical literature in MEDLINE for protein name identification and present the results of the conducted experiments. We present a robust and effective approach to classify biomedical named entities into protein and non-protein classes, based on a rich set of features: orthographic, keyword, morphological and newly introduced Protein-Score features. Our procedure shows significant performance in the experiments on GENIA corpus using Random Forest, achieving the highest values of precision 92.7%, recall 91.7%, and F-measure 92.2% for protein identification, while reducing the training and testing time significantly.