• Title/Summary/Keyword: fuzzy time series

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Pattern Classification Model Design and Performance Comparison for Data Mining of Time Series Data (시계열 자료의 데이터마이닝을 위한 패턴분류 모델설계 및 성능비교)

  • Lee, Soo-Yong;Lee, Kyoung-Joung
    • Journal of the Korean Institute of Intelligent Systems
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    • v.21 no.6
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    • pp.730-736
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    • 2011
  • In this paper, we designed the models for pattern classification which can reflect the latest trend in time series. It has been shown that fusion models based on statistical and AI methods are superior to traditional ones for the pattern classification model supporting decision making. Especially, the hit rates of pattern classification models combined with fuzzy theory are relatively increased. The statistical SVM models combined with fuzzy membership function, or the models combining neural network and FCM has shown good performance. BPN, PNN, FNN, FCM, SVM, FSVM, Decision Tree, Time Series Analysis, and Regression Analysis were used for pattern classification models in the experiments of this paper. The economical indices DB with time series properties of the financial market(Korea, KOSPI200 DB) and the electrocardiogram DB of arrhythmia patients in hospital emergencies(USA, MIT-BIH DB) were used for data base.

Fuzzy polynomial neural network model and its application to wastewater treatment system

  • Oh, Sung-Kwun;Choi, Jae-Ho;Ahn, Tae-Chon;Hwang, Hyung-Soo
    • 제어로봇시스템학회:학술대회논문집
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    • 1996.10a
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    • pp.185-188
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    • 1996
  • In this paper, a fuzzy PNN algorithm is proposed to estimate the structure and parameters of fuzzy model, using the PNN based on GMDH algorithm. New algorithm uses PNN algorithm and fuzzy reasoning in order to identify the premise structure and parameter of fuzzy implications rules, and the leastsquare method in order to identify the optimal consequence parameters. Both time series data for gas furnace and data for wastewater treatment process are used for the purpose of evaluating the performance of the fuzzy PNN. The results show that the proposed technique can produce the fuzzy model with higher accuracy than other works achieved previously.

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Fuzzy Polynomial Neural Networks with Fuzzy Activation Node (퍼지 활성 노드를 가진 퍼지 다항식 뉴럴 네트워크)

  • Park, Ho-Sung;Kim, Dong-Won;Oh, Sung-Kwun
    • Proceedings of the KIEE Conference
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    • 2000.07d
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    • pp.2946-2948
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    • 2000
  • In this paper, we proposed the Fuzzy Polynomial Neural Networks(FPNN) model with fuzzy activation node. The proposed FPNN structure is generated from the mutual combination of PNN(Polynomial Neural Networks) structure and fuzzy inference system. The premise of fuzzy inference rules defines by triangular and gaussian type membership function. The fuzzy inference method uses simplified and regression polynomial inference method which is based on the consequence of fuzzy rule expressed with a polynomial such as linear, quadratic and modified quadratic equation are used. The structure of FPNN is not fixed like in conventional Neural Networks and can be generated. The design procedure to obtain an optimal model structure utilizing FPNN algorithm is shown in each stage. Gas furnace time series data used to evaluate the performance of our proposed model.

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An Approach to Identify NARMA Models Based on Fuzzy Basis Functions

  • Kreesuradej, Worapoj;Wiwattanakantang, Chokchai
    • Proceedings of the IEEK Conference
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    • 2000.07b
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    • pp.1100-1102
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    • 2000
  • Most systems in tile real world are non-linear and can be represented by the non-linear autoregressive moving average (NARMA) model. The extension of fuzzy system for modeling the system that is represented by NARMA model will be proposed in this paper. Here, fuzzy basis function (FBF) is used as fuzzy NARMA(p,q) model. Then, an approach to Identify fuzzy NARMA models based on fuzzy basis functions is proposed. The efficacy of the proposed approach is shown from experimental results.

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Fuzzy GMDH Model and Its Application to the Sewage Treatment Process (퍼지 GMDH 모델과 하수처리공정에의 응용)

  • 노석범;오성권;황형수;박희순
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 1995.10b
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    • pp.153-158
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    • 1995
  • In this paper, A new design method of fuzzy modeling is presented for the model identification of nonlinear complex systems. The proposed fuzzy GMDH modeling implements system structure and parameter identification using GMDH(Group Method of Data Handling) algorithm and linguistic fuzzy implication rules from input and output data of processes. In order to identify premise structure and parameter of fuzzy implication rules, GMDH algorithm and fuzzy reasoning method are used and the least square method is utilized for the identification of optimum consequence parameters. Time series data for gas furnaceare those for sewage treatment process are used for the purpose of evaluating the performance of the proposed fuzzy GMDH modeling. The results show that the proposed method can produce the fuzzy model with higher accuracy than other works achieved previously.

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Evolvable Neural Networks for Time Series Prediction with Adaptive Learning Interval

  • Seo, Sang-Wook;Lee, Dong-Wook;Sim, Kwee-Bo
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.8 no.1
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    • pp.31-36
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    • 2008
  • This paper presents adaptive learning data of evolvable neural networks (ENNs) for time series prediction of nonlinear dynamic systems. ENNs are a special class of neural networks that adopt the concept of biological evolution as a mechanism of adaptation or learning. ENNs can adapt to an environment as well as changes in the enviromuent. ENNs used in this paper are L-system and DNA coding based ENNs. The ENNs adopt the evolution of simultaneous network architecture and weights using indirect encoding. In general just previous data are used for training the predictor that predicts future data. However the characteristics of data and appropriate size of learning data are usually unknown. Therefore we propose adaptive change of learning data size to predict the future data effectively. In order to verify the effectiveness of our scheme, we apply it to chaotic time series predictions of Mackey-Glass data.

Nonlinear Time Series Analysis Tool and its Application to EEG

  • Kim, Eung-Soo;Park, Kyung-Gyu
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.1 no.1
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    • pp.104-112
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    • 2001
  • Simply, Nonlinear dynamics theory means the complicated and noise-like phenomena originated form nonlinearity involved in deterministic dynamical system. An almost all the natural signals have nonlinear property. However, there exist few analysis software tool or package for a research and development of applications. We develop nonlinear time series analysis simulator is to provide a common and useful tool for this purpose and to promote research and development of nonlinear dynamics theory. This simulator is consists of the following four modules such as generation module, preprocessing module, analysis module and ICA module. In this paper, we applied to Electroencephalograph (EEG), as it turned out, our simulator is able to analyze nonlinear time series. Besides, we could get the useful results using the various parameters. These results are used to diagnostic the brain diseases.

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Chaotic Predictability for Time Series Forecasts of Maximum Electrical Power using the Lyapunov Exponent

  • Park, Jae-Hyeon;Kim, Young-Il;Choo, Yeon-Gyu
    • Journal of information and communication convergence engineering
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    • v.9 no.4
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    • pp.369-374
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    • 2011
  • Generally the neural network and the Fuzzy compensative algorithms are applied to forecast the time series for power demand with the characteristics of a nonlinear dynamic system, but, relatively, they have a few prediction errors. They also make long term forecasts difficult because of sensitivity to the initial conditions. In this paper, we evaluate the chaotic characteristic of electrical power demand with qualitative and quantitative analysis methods and perform a forecast simulation of electrical power demand in regular sequence, attractor reconstruction and a time series forecast for multi dimension using Lyapunov Exponent (L.E.) quantitatively. We compare simulated results with previous methods and verify that the present method is more practical and effective than the previous methods. We also obtain the hourly predictability of time series for power demand using the L.E. and evaluate its accuracy.

A Study on the Prediction of the Nonlinear Chaotic Time Series Using Genetic Algorithm based Fuzzy Neural Network (유전 알고리즘을 이용한 퍼지신경망의 시계열 예측에 관한 연구)

  • Park, In-Kyu
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.11 no.4
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    • pp.91-97
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    • 2011
  • In this paper we present an approach to the structure identification based on genetic algorithm and to the parameter identification by hybrid learning method in neuro-fuzzy-genetic hybrid system in order to predicate the Mackey-Glass Chaotic time series. In this scheme the basic idea consists of two steps. One is the construction of a fuzzy rule base for the partitioned input space via genetic algorithm, the other is the corresponding parameters of the fuzzy control rules adapted by the backpropagation algorithm. In an attempt to test the performance the proposed system, three patterns, x(t-3), x(t-6) and x(t-9), was prepared according to time interval. It was through lots of simulation proved that the initial small error of learning owed to the good structural identification via genetic algorithm. The performance was showed in Table 2.

A Fuzzy Model Based on the PNN Structure

  • Sang, Rok-Soo;Oh, Sung-Kwun;Ahn, Tae-Chon;Hur, Kul
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 1998.06a
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    • pp.83-86
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    • 1998
  • In this paper, a fuzzy model based on the Polynomial Neural Network(PNN) structure is proposed to estimate the emission pattern for air pollutant in power plants. the new algorithm uses PNN algorithm based on Group Mehtod of Data Handling (GMDH) algorithm and fuzzy reasoning in order to identify the premise structure and parameter of fuzzy implications rules, and the least square method in order to identify the optimal consequence parameters. Both time series data for the gas furnace and data for the NOx emission process of gas turbine power plants are used for the purpose of evaluating the performance of the fuzzy model. The simulation results show that the proposed technique can produce the optimal fuzzy model with higher accuracy and feasibility than other works achieved previously.

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