• Title/Summary/Keyword: fuzzy time series

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Chaos Simulator as a Developing Tool for Application of Chaos Engineering

  • Kuwata, Kaihei;Kajitani, Yuji;Katayama, Ryu;Nishida, Yukiteru
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 1993.06a
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    • pp.853-856
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    • 1993
  • In this paper, we describe a chaos simulator as a developing tool for applications of chaos engineering. This simulator is composed of three modules, such as generation module of chaotic signals by deterministic rules, determination module whether observed time series is chaos or not, and nonlinear system identification module by self generating Neuro Fuzzy Model.

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Application of Type-2 Fuzzy Logic System to Forecasting Time-Series Process (Type-2 퍼지 논리 시스템의 시계열 예측 공정으로 응용)

  • Baek, Jin-Yeol;Oh, Sung-Kwan;Kim, Hyun-Ki
    • Proceedings of the KIEE Conference
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    • 2008.04a
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    • pp.95-96
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    • 2008
  • 본 논문에서는 시계열 예측 공정의 모델링을 위해 Type-2 퍼지 논리 집합을 이용하여 불확실성 문제를 다룬다. 기존의 Type-1 퍼지 논리 시스템(Fuzzy Logic System, FLS)은 외부의 노이즈와 같은 불확실성에 민감한 단점이 있다. 그러나 Type 퍼지 논기 시스템은 불확실한 정보까지 멤버쉽 함수로 표현함으로서 효과적으로 취급할 수 있다. 여기서 불확실한 정보를 표현하기 위해 규칙의 전 후반부 멤버쉽 함수로 삼각형 형태의 Type-2 퍼지 집합을 사용한다. 전반부의 경우 HCM 클러스터링을 사용하여 입력 데이터들 간의 거리를 중심으로 멤버쉽 함수를 정의하고, 후반부는 입자 군집 최적화(Particle Swarm Optimization) 알고리즘으로 멤버쉽 함수의 정점을 동조한다. 제안된 모델은 표준 모델 평가에 주로 사용되는 가스로 시계열 데이터를 적용하고, 특정 데이터로 노이즈에 영향 받은 데이터를 사용하여 수치 석인 예를 보인다.

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Fuzzy neural network modeling using hyper elliptic gaussian membership functions (초타원 가우시안 소속함수를 사용한 퍼지신경망 모델링)

  • 권오국;주영훈;박진배
    • 제어로봇시스템학회:학술대회논문집
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    • 1997.10a
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    • pp.442-445
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    • 1997
  • We present a hybrid self-tuning method of fuzzy inference systems with hyper elliptic Gaussian membership functions using genetic algorithm(GA) and back-propagation algorithm. The proposed self-tuning method has two phases : one is the coarse tuning process based on GA and the other is the fine tuning process based on back-propagation. But the parameters which is obtained by a GA are near optimal solutions. In order to solve the problem in GA applications, it uses a back-propagation algorithm, which is one of learning algorithms in neural networks, to finely tune the parameters obtained by a GA. We provide Box-Jenkins time series to evaluate the advantage and effectiveness of the proposed approach and compare with the conventional method.

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The Design of Fuzzy-Neural Networks using FCM Algorithms (FCM 알고리즘을 이용한 퍼지-뉴럴 네트워크 설계)

  • Yoon, Ki-Chan;Park, Byoung-Jun;Oh, Sung-Kwun;Lee, Sung-Hwan
    • Proceedings of the KIEE Conference
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    • 2000.11d
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    • pp.803-805
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    • 2000
  • In this paper, we propose fuzzy-neural Networks(FNN) which is useful for identification algorithms. The proposed FNN model consists of two steps: the first step, which determines premise and consequent parameters approximately using FCM_RI method, the second step, which adjusts the premise and consequent parameters more precisely by gradient descent algorithm. The FCM_RI algorithm consists FCM clustering algorithm and Recursive least squared(RLS) method, this divides the input space more efficiently than convention methods by taking into consideration correlations between components of sample data. To evaluate the performance of the proposed FNN model, we use the time series data for gas furnace.

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Design of Extended Multi-FNNs model based on HCM and Genetic Algorithm (HCM과 유전자 알고리즘에 기반한 확장된 다중 FNN 모델 설계)

  • Park, Ho-Sung;Oh, Sung-Kwun
    • Proceedings of the KIEE Conference
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    • 2001.11c
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    • pp.420-423
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    • 2001
  • In this paper, the Multi-FNNs(Fuzzy-Neural Networks) architecture is identified and optimized using HCM(Hard C-Means) clustering method and genetic algorithms. The proposed Multi-FNNs architecture uses simplified inference and linear inference as fuzzy inference method and error back propagation algorithm as learning rules. Here, HCM clustering method, which is carried out for the process data preprocessing of system modeling, is utilized to determine the structure of Multi-FNNs according to the divisions of input-output space using I/O process data. Also, the parameters of Multi-FNNs model such as apexes of membership function, learning rates and momentum coefficients are adjusted using genetic algorithms. An aggregate performance index with a weighting factor is used to achieve a sound balance between approximation and generalization abilities of the model. To evaluate the performance of the proposed model we use the time series data for gas furnace and the NOx emission process data of gas turbine power plant.

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Identification of Nonlinear Mapping based on Fuzzy Integration of Local Affine Mappings (국부 유사사상의 퍼지통합에 기반한 비선형사상의 식별)

  • 최진영;최종호
    • Journal of the Korean Institute of Telematics and Electronics B
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    • v.32B no.5
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    • pp.812-820
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    • 1995
  • This paper proposes an approach of identifying nonlinear mappings from input/output data. The approach is based on the universal approximation by the fuzzy integration of local affine mappings. A connectionist model realizing the universal approximator is suggested by using a processing unit based on both the radial basis function and the weighted sum scheme. In addition, a learning method with self-organizing capability is proposed for the identifying of nonlinear mapping relationships with the given input/output data. To show the effectiveness of our approach, the proposed model is applied to the function approximation and the prediction of Mackey-Glass chaotic time series, and the performances are compared with other approaches.

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Design of Fuzzy-Neural Networks Structure using Optimization Algorithm and an Aggregate Weighted Performance Index (최적 알고리즘과 합성 성능지수에 의한 퍼지-뉴럴네트워크구조의 설계)

  • Yoon, Ki-Chan;Oh, Sung-Kwun;Park, Jong-Jin
    • Proceedings of the KIEE Conference
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    • 1999.07g
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    • pp.2911-2913
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    • 1999
  • This paper suggest an optimal identification method to complex and nonlinear system modeling that is based on Fuzzy-Neural Network(FNN). The FNN modeling implements parameter identification using HCM algorithm and optimal identification algorithm structure combined with two types of optimization theories for nonlinear systems, we use a HCM Clustering Algorithm to find initial parameters of membership function. The parameters such as parameters of membership functions, learning rates and momentum coefficients are adjusted using optimal identification algorithm. The proposed optimal identification algorithm is carried out using both a genetic algorithm and the improved complex method. Also, an aggregate objective function(performance index) with weighted value is proposed to achieve a sound balance between approximation and generalization abilities of the model. To evaluate the performance of the proposed model, we use the time series data for gas furnace, the data of sewage treatment process and traffic route choice process.

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The Design of Polynomial RBF Neural Network by Means of Fuzzy Inference System and Its Optimization (퍼지추론 기반 다항식 RBF 뉴럴 네트워크의 설계 및 최적화)

  • Baek, Jin-Yeol;Park, Byaung-Jun;Oh, Sung-Kwun
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.58 no.2
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    • pp.399-406
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    • 2009
  • In this study, Polynomial Radial Basis Function Neural Network(pRBFNN) based on Fuzzy Inference System is designed and its parameters such as learning rate, momentum coefficient, and distributed weight (width of RBF) are optimized by means of Particle Swarm Optimization. The proposed model can be expressed as three functional module that consists of condition part, conclusion part, and inference part in the viewpoint of fuzzy rule formed in 'If-then'. In the condition part of pRBFNN as a fuzzy rule, input space is partitioned by defining kernel functions (RBFs). Here, the structure of kernel functions, namely, RBF is generated from HCM clustering algorithm. We use Gaussian type and Inverse multiquadratic type as a RBF. Besides these types of RBF, Conic RBF is also proposed and used as a kernel function. Also, in order to reflect the characteristic of dataset when partitioning input space, we consider the width of RBF defined by standard deviation of dataset. In the conclusion part, the connection weights of pRBFNN are represented as a polynomial which is the extended structure of the general RBF neural network with constant as a connection weights. Finally, the output of model is decided by the fuzzy inference of the inference part of pRBFNN. In order to evaluate the proposed model, nonlinear function with 2 inputs, waster water dataset and gas furnace time series dataset are used and the results of pRBFNN are compared with some previous models. Approximation as well as generalization abilities are discussed with these results.

Fuzzy Measure-based Subset Interactive Models for Interactive Systems. (퍼지 측도를 이용한 상호 작용 시스템의 모델)

  • 권순학;스게노미치오
    • Journal of the Korean Institute of Intelligent Systems
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    • v.7 no.4
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    • pp.82-92
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    • 1997
  • In this paper, a fuzzy measure and integral-based model fnr interactive systems is proposed. The processes of model identification consists of the following three steps : (i) structure identification (ii) parameter identification and (iii) selection of an optimal model. An algorithm for the model structure identification using the well-known genetic algorithm ((;A) with a modified selection operator is proposed. A method for the identification of par;imetcrs corresponding to fuzzy measures is presented. A statistical model selection criterion is used for the selection of an optimal model among the candidates. Finally, experimental results obtained hy applying the proposed model to the subjective evaluation data set and the well-known time series data are presented to show the validity of the proposed model.

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A Study of Short-Term Load Forecasting System Using Data Mining (데이터 마이닝을 이용한 단기 부하 예측 시스템 연구)

  • Joo, Young-Hoon;Jung, Keun-Ho;Kim, Do-Wan;Park, Jin-Bae
    • Journal of the Korean Institute of Intelligent Systems
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    • v.14 no.2
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    • pp.130-135
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    • 2004
  • This paper presents a new design methods of the short-term load forecasting system (STLFS) using the data mining. The structure of the proposed STLFS is divided into two parts: the Takagi-Sugeno (T-S) fuzzy model-based classifier and predictor The proposed classifier is composed of the Gaussian fuzzy sets in the premise part and the linearized Bayesian classifier in the consequent part. The related parameters of the classifier are easily obtained from the statistic information of the training set. The proposed predictor takes form of the convex combination of the linear time series predictors for each inputs. The problem of estimating the consequent parameters is formulated by the convex optimization problem, which is to minimize the norm distance between the real load and the output of the linear time series estimator. The problem of estimating the premise parameters is to find the parameter value minimizing the error between the real load and the overall output. Finally, to show the feasibility of the proposed method, this paper provides the short-term load forecasting example.