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1.
 The paper proposes a new multiple-representation geno-mathematical algorithm for coping with ill-conditioned time series processes through competing nonlinear model formulations. Extensive testing and comparisons to a rigorous statistical time series package indicate that the geno-mathematical search-machine is effective and robust for modelling complicated time series. The new algorithm is used to model a representative set of global asset returns. The diagnostic tests prove that the ARCH-effects of the difficult nonlinear processes are annihilated completely in both full and reduced model variants.  相似文献   

2.
 This paper illustrates opportunities of using Bayesian networks in fundamental financial analysis. In it, we will present an application based on construction of a Bayesian network from a database of financial reports collected for the years 1993–97. We will focus on one sector of the Czech economy – engineering – presenting an example that use the constructed Bayesian network in the sector financial analysis. In addition, we will deal with the rating analysis and show how to perform this kind of analysis by means of neural and Bayesian networks. This work was supported by the grant VS96008 of the Ministry of Education of the Czech Republic.  相似文献   

3.
transport net corresponding to an undirected biconnected graph on a distributed or network model of computation. The algorithm is resilient to transient faults and does not require initialization. In addition, it is capable of handling topology changes in a transient manner. The paper includes a correctness proof of the algorithm. Finally, it concludes with some final remarks. Received November 26, 2001 Published online February 18, 2002  相似文献   

4.
 In this paper we use evolutionary algorithms and neural nets to solve fuzzy equations. In Part I we: (1) first introduce our three solution methods for solving the fuzzy linear equation AˉXˉ + Bˉ= Cˉ; for Xˉ and (2) then survey the results for the fuzzy quadratic equations, fuzzy differential equations, fuzzy difference equations, fuzzy partial differential equations, systems of fuzzy linear equations, and fuzzy integral equations; and (3) apply an evolutionary algorithm to construct one of the solution types for the fuzzy eigenvalue problem. In Part II we: (1) first discuss how to design and train a neural net to solve AˉXˉ + Bˉ= Cˉ for Xˉ and (2) then survey the results for systems of fuzzy linear equations and the fuzzy quadratic.  相似文献   

5.
 The discipline of Software Engineering is abstract and complex with all its endeavors being cast in a knowledge-intensive environment. It is not surprising that there have been a number of important initiatives that have attempted to address a burning need for solid development tools and comprehensive environments supporting an in-depth analysis. The objective of this study is to discuss a role of Computational Intelligence (CI) and visual computing being viewed as a sound methodological and algorithmic environment for knowledge-oriented Software Engineering. The CI itself is regarded as a synergistic consortium of granular computing (including fuzzy sets) promoting abstraction, neurocomputing supporting various learning schemes and evolutionary computing providing important faculties of global optimization. By its very nature, CI embraces a diversity of design paradigms; in particular it promotes a top-down approach (when exploiting fuzzy sets first and afterwards working in the neural network environment) or bottom-up style (where these two technologies are used in a reverse order). Visual computing is inherently associated with CI: it is human-centric where fuzzy sets make visualization activities feasible. Fuzzy sets are treated as a graphic means of accepting information from users. They are regarded as a vehicle used to visualize results in a linguistic manner. Software Engineering and CI are highly compatible: they are knowledge-intensive, human-oriented, and have to deal with various manifestations of the abstract world of software constructs and thought processes. This multifaceted conceptual compatibility is a prerequisite for the development of vital synergistic links that bring the technology of CI into Software Engineering. The symbiosis accrues considerable benefits for both technologies by posing new categories of challenging and highly stimulating problems. The facet of visual computing is essential in handling of software processes and software products. The intent of this study is to provide a general overview of this new development in Software Engineering. In particular, we highlight a number of selected and most visible trends occurring at the junction of CI and Software Engineering. Furthermore we discuss several specific applications of the technology of CI to software cost estimation, analysis of software measures and neural models of software quality. Support from the Natural Sciences and Engineering Research Council of Canada (NSERC) and the Alberta Software Engineering Research Consortium (ASERC) is gratefully acknowledged.  相似文献   

6.
 This paper presents a novel hybrid of the two complimentary technologies of soft computing viz. neural networks and fuzzy logic to design a fuzzy rule based pattern classifier for problems with higher dimensional feature spaces. The neural network component of the hybrid, which acts as a pre-processor, is designed to take care of the all-important issue of feature selection. To circumvent the disadvantages of the popular back propagation algorithm to train the neural network, a meta-heuristic viz. threshold accepting (TA) has been used instead. Then, a fuzzy rule based classifier takes over the classification task with a reduced feature set. A combinatorial optimisation problem is formulated to minimise the number of rules in the classifier while guaranteeing high classification power. A modified threshold accepting algorithm proposed elsewhere by the authors (Ravi V, Zimmermann H.-J. (2000) Eur J Oper Res 123: 16–28) has been employed to solve this optimization problem. The proposed methodology has been demonstrated for (1) the wine classification problem having 13 features and (2) the Wisconsin breast cancer determination problem having 9 features. On the basis of these examples the results seem to be very interesting, as there is no reduction in the classification power in either of the problems, despite the fact that some of the original features have been completely eliminated from the study. On the contrary, the chosen features in both the problems yielded 100% classification power in some cases.  相似文献   

7.
 It is observed that landing performance is the most typical phase of an aircraft performance. During landing operation the stability and controllability are the major considerations. To achieve a safe landing, an aircraft has to be controlled in such a way that its wheels touch the ground comfortably and gently within the paved surface of the runway. The conventional control theory found very successful in solving well defined problems, which are described precisely with definite and clearly mentioned boundaries. In real life systems the boundaries can't be defined clearly and conventional controller does not give satisfactory results. Whenever, an aircraft deviates from its glide path (gliding angle) during landing operation, it will affect the landing field, landing area as well as touch down point on the runway. To control correct gliding angle (glide path) of an aircraft while landing, various traditional controllers like PID controller or state space controller as well as maneuvering of pilots are used, but due to the presence of non-linearities of actuators and pilots these controllers do not give satisfactory results. Since artificial neural network can be used as an intelligent control technique and are able to control the correct gliding angle i.e. correct gliding path of an aircraft while landing through learning which can easily accommodate the aforesaid non-linearities. The existing neural network has various drawbacks such as large training time, large number of neurons and hidden layers required to deal with complex problems. To overcome these drawbacks and develop a non-linear controller for aircraft landing system a generalized neural network has been developed.  相似文献   

8.
 We describe in this paper a new method for adaptive model-based control of non-linear dynamic plants using Neural Networks, Fuzzy Logic and Fractal Theory. The new neuro-fuzzy-fractal method combines Soft Computing (SC) techniques with the concept of the fractal dimension for the domain of Non-Linear Dynamic Plant Control. The new method for adaptive model-based control has been implemented as a computer program to show that our neuro-fuzzy-fractal approach is a good alternative for controlling non-linear dynamic plants. We illustrate in this paper our new methodology with the case of controlling biochemical reactors in the food industry. For this case, we use mathematical models for the simulation of bacteria growth for several types of food. The goal of constructing these models is to capture the dynamics of bacteria population in food, so as to have a way of controlling this dynamics for industrial purposes.  相似文献   

9.
Received November 21, 2000; revised July 17, 2001  相似文献   

10.
 The goal of this paper is to design a controller for a class of nonlinear systems with delay time using fuzzy logic. The control scheme considered in this paper integrates a fuzzy component and a sliding control component. In the former, the fuzzy system can be considered as a universal approximator to approximate the unknown functions in plant. In the latter, a variable structure control with a sector guarantees the global stability of the closed-loop system when a variable, involving tracking error, travels outside of the sector. The adaptive laws to adjust the parameters in the system are developed based on the Lyapunov synthesis approach. It is shown that the proposed adaptive controller guarantees tracking error, between the outputs of the considered system and desired␣values, to be asymptotical in decay.  相似文献   

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