• Title/Summary/Keyword: fuzzy time series

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A Study on Short-Term Prediction of Supplied Electrical Power using Chaos Fuzzy Controller (카오스 퍼지 제어기를 이용한 전력소요량의 단기예측에 관한 연구)

  • 추연규;정대균
    • Journal of the Korean Institute of Navigation
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    • v.24 no.3
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    • pp.147-155
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    • 2000
  • In this paper, we propose the Chaos Fuzzy controller to analyze the chaotic character of time series obtained from the specific plant and to predict the short-term for power consumption of the plant using the Fuzzy controller. We compared the predicted data with the active ones and checked the error generated by them after we time series of supplied power to the proposed controller. As a result of the simulation, we obtained a admirable consequence that the proposed controller can be advanced through various and accurate data acquisition, and continuous analysis of the resident and industrial environment.

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Intelligent Digital Redesign of Uncertain Nonlinear Systems Using Power Series (Power Series를 이용한 불확실성을 포함된 비선형 시스템의 지능형 디지털 재설계)

  • Sung, Hwa-Chang;Joo, Young-Hoon;Park, Jin-Bae;Kim, Do-Wan
    • Proceedings of the KIEE Conference
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    • 2005.10b
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    • pp.496-498
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    • 2005
  • This paper presents intelligent digital redesign method of global approach for hybrid state space fuzzy-model-based controllers. For effectiveness and stabilization of continuous-time uncertain nonlinear systems under discrete-time controller, Takagi-Sugeno(TS) fuzzy model is used to represent the complex system. And global approach design problems viewed as a convex optimization problem that we minimize the error of the norm bounds between nonlinearly interpolated linear operators to be matched. Also by using the power series, we analyzed nonlinear system's uncertain parts more precisely. When a sampling period is sufficiently small, the conversion of a continuous-time structured uncertain nonlinear system to an equivalent discrete-time system have proper reason. Sufficiently conditions for the global state-matching of the digitally controlled system are formulated in terms of linear matrix inequalities (LMIs).

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Fuzzy Learning Algorithms for Time Series Prediction (시계열 예측을 위한 퍼지 학습 알고리즘)

  • 김인택;공창욱
    • Journal of the Korean Institute of Intelligent Systems
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    • v.7 no.3
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    • pp.34-42
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    • 1997
  • This paper presents new fuzzy learning algorithms and their applications to time series prediction. During generating fuzzy rules from numerical data, there is a tendency to produce conflicting rules which have same premise but different consequence. To resolve the problem, we propose MCM(Modified Center Method) which is proven to reduce the error in the prediction. We have applied MCM to the analysis of Mackey-Glass time series and Gas Furnace da.ta to verify its efficiency.

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Fuzzy Self-Organizing Control of Environmental Temperature Chamber (온도챔버의 퍼지 자동조정 제어시스템)

  • 김인식;권오석
    • Journal of the Korean Institute of Telematics and Electronics B
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    • v.31B no.1
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    • pp.34-40
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    • 1994
  • The design and implementation of a fuzzy self-organizing controller for an environmental temperature chamber is discussed. The chamber is a non-linear, time-variant system with delay-time and dead-time. And the parameter tuning is required in PI control when the performance degraded. However the proposed fuzzy-SOC monitors the performance of the process. modifies the data base, and performs the delay-time compensation based on the idealized process model. A series of experiments was performed for the conventional PI and the fuzzy-SOC. These experimental results show the usefulness of the fuzzy-SOC.

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Prediction System Design based on An Interval Type-2 Fuzzy Logic System using HCBKA (HCBKA를 이용한 Interval Type-2 퍼지 논리시스템 기반 예측 시스템 설계)

  • Bang, Young-Keun;Lee, Chul-Heui
    • Journal of Industrial Technology
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    • v.30 no.A
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    • pp.111-117
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    • 2010
  • To improve the performance of the prediction system, the system should reflect well the uncertainty of nonlinear data. Thus, this paper presents multiple prediction systems based on Type-2 fuzzy sets. To construct each prediction system, an Interval Type-2 TSK Fuzzy Logic System and difference data were used, because, in general, it has been known that the Type-2 Fuzzy Logic System can deal with the uncertainty of nonlinear data better than the Type-1 Fuzzy Logic System, and the difference data can provide more steady information than that of original data. Also, to improve each rule base of the fuzzy prediction systems, the HCBKA (Hierarchical Correlation Based K-means clustering Algorithm) was applied because it can consider correlationship and statistical characteristics between data at a time. Subsequently, to alleviate complexity of the proposed prediction system, a system selection method was used. Finally, this paper analyzed and compared the performances between the Type-1 prediction system and the Interval Type-2 prediction system using simulations of three typical time series examples.

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Identifying Temporal Pattern Clusters to Predict Events in Time Series

  • Heesoo Hwang
    • KIEE International Transaction on Systems and Control
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    • v.2D no.2
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    • pp.125-134
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    • 2002
  • This paper proposes a method for identifying temporal pattern clusters to predict events in time series. Instead of predicting future values of the time series, the proposed method forecasts specific events that may be arbitrarily defined by the user. The prediction is defined by an event characterization function, which is the target of prediction. The events are predicted when the time series belong to temporal pattern clusters. To identify the optimal temporal pattern clusters, fuzzy goal programming is formulated to combine multiple objectives and solved by an adaptive differential evolution technique that can overcome the sensitivity problem of control parameters in conventional differential evolution. To evaluate the prediction method, five test examples are considered. The adaptive differential evolution is also tested for twelve optimization problems.

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Time Series Stock Prices Prediction Based On Fuzzy Model (퍼지 모델에 기초한 시계열 주가 예측)

  • Hwang, Hee-Soo;Oh, Jin-Sung
    • Journal of the Korean Institute of Intelligent Systems
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    • v.19 no.5
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    • pp.689-694
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    • 2009
  • In this paper an approach to building fuzzy models for predicting daily and weekly stock prices is presented. Predicting stock prices with traditional time series analysis has proven to be difficult. Fuzzy logic based models have advantage of expressing the input-output relation linguistically, which facilitates the understanding of the system behavior. In building a stock prediction model we bear a burden of selecting most effective indicators for the stock prediction. In this paper information used in traditional candle stick-chart analysis is considered as input variables of our fuzzy models. The fuzzy rules have the premises and the consequents composed of trapezoidal membership functions and nonlinear equations, respectively. DE(Differential Evolution) identifies optimal fuzzy rules through an evolutionary process. The fuzzy models to predict daily and weekly open, high, low, and close prices of KOSPI(KOrea composite Stock Price Index) are built, and their performances are demonstrated.

A New Modeling Approach to Fuzzy-Neural Networks Architecture (퍼지 뉴럴 네트워크 구조로의 새로운 모델링 연구)

  • Park, Ho-Sung;Oh, Sung-Kwun;Yoon, Yang-Woung
    • Journal of Institute of Control, Robotics and Systems
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    • v.7 no.8
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    • pp.664-674
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    • 2001
  • In this paper, as a new category of fuzzy-neural networks architecture, we propose Fuzzy Polynomial Neural Networks (FPNN) and discuss a comprehensive design methodology related to its architecture. FPNN dwells on the ideas of fuzzy rule-based computing and neural networks. The FPNN architecture consists of layers with activation nodes based on fuzzy inference rules. Here each activation node is presented as Fuzzy Polynomial Neuron(FPN). The conclusion part of the rules, especially the regression polynomial, uses several types of high-order polynomials such as linear, quadratic and modified quadratic. As the premise part of the rules, both triangular and Gaussian-like membership functions are studied. It is worth stressing that the number of the layers and the nods in each layer of the FPNN are not predetermined, unlike in the case of the popular multilayer perceptron structure, but these are generated in a dynamic manner. With the aid of two representative time series process data, a detailed design procedure is discussed, and the stability is introduced as a measure of stability of the model for the comparative analysis of various architectures.

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A Study on the Adaptive Polynomial Neuro-Fuzzy Networks Architecture (적응 다항식 뉴로-퍼지 네트워크 구조에 관한 연구)

  • Oh, Sung-Kwun;Kim, Dong-Won
    • The Transactions of the Korean Institute of Electrical Engineers D
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    • v.50 no.9
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    • pp.430-438
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    • 2001
  • In this study, we introduce the adaptive Polynomial Neuro-Fuzzy Networks(PNFN) architecture generated from the fusion of fuzzy inference system and PNN algorithm. The PNFN dwells on the ideas of fuzzy rule-based computing and neural networks. Fuzzy inference system is applied in the 1st layer of PNFN and PNN algorithm is employed in the 2nd layer or higher. From these the multilayer structure of the PNFN is constructed. In order words, in the Fuzzy Inference System(FIS) used in the nodes of the 1st layer of PNFN, either the simplified or regression polynomial inference method is utilized. And as the premise part of the rules, both triangular and Gaussian like membership function are studied. In the 2nd layer or higher, PNN based on GMDH and regression polynomial is generated in a dynamic way, unlike in the case of the popular multilayer perceptron structure. That is, the PNN is an analytic technique for identifying nonlinear relationships between system's inputs and outputs and is a flexible network structure constructed through the successive generation of layers from nodes represented in partial descriptions of I/O relatio of data. The experiment part of the study involves representative time series such as Box-Jenkins gas furnace data used across various neurofuzzy systems and a comparative analysis is included as well.

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A Novel Model, Recurrent Fuzzy Associative Memory, for Recognizing Time-Series Patterns Contained Ambiguity and Its Application (모호성을 포함하고 있는 시계열 패턴인식을 위한 새로운 모델 RFAM과 그 응용)

  • Kim, Won;Lee, Joong-Jae;Kim, Gye-Young;Choi, Hyung-Il
    • The KIPS Transactions:PartB
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    • v.11B no.4
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    • pp.449-456
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    • 2004
  • This paper proposes a novel recognition model, a recurrent fuzzy associative memory(RFAM), for recognizing time-series patterns contained an ambiguity. RFAM is basically extended from FAM(Fuzzy Associative memory) by adding a recurrent layer which can be used to deal with sequential input patterns and to characterize their temporal relations. RFAM provides a Hebbian-style learning method which establishes the degree of association between input and output. The error back-propagation algorithm is also adopted to train the weights of the recurrent layer of RFAM. To evaluate the performance of the proposed model, we applied it to a word boundary detection problem of speech signal.