Fuzzy network model-based fuzzy state controller design

The performance of model-based controller design relies heavily on the quality and suitability of the utilized process model. This contribution proposes a fuzzy network based nonlinear controller design methodology. Fuzzy networks are a model approach combining high approximation quality with high interpretability. The input/output (I/O) models commonly used for identification are transformed to fuzzy state-space models. Transferring and adjusting methods from linear state-space theory a control concept consisting of a fuzzy state controller and an adaptive set-point filter for nonlinear dynamic processes is deduced. The capability of the method is demonstrated for a hydraulic drive     

Applications of AR*-GRNN model for financial time series forecasting

AR* models contain Autoregressive Moving Average and Generalized Autoregressive Conditional Heteroscedastic class model which are widely used in time series. Recent researches in forecasting with Generalized Regression Neural Network (GRNN) suggest that GRNN can be a promising alternative to the linear and nonlinear time series models. In this paper, a model composed of AR* and GRNN is proposed to take advantage of their feathers in linear and nonlinear modeling. In the AR*-GRNN model, AR* modeling improves the forecasting performance of the combined model by capturing statistical and volatility information from the time series. The relative experiments testify that the combined model provides an effective way to improve forecasting performance which can be achieved by either of the models used separately.     

Relevance vector machines approach for long-term flow prediction

Over the past years, some artificial intelligence techniques like artificial neural networks have been widely used in the hydrological modeling studies. In spite of their some advantages, these techniques have some drawbacks including possibility of getting trapped in local minima, overtraining and subjectivity in the determining of model parameters. In the last few years, a new alternative kernel-based technique called a support vector machines (SVM) has been found to be popular in modeling studies due to its advantages over popular artificial intelligence techniques. In addition, the relevance vector machines (RVM) approach has been proposed to recast the main ideas behind SVM in a Bayesian context. The main purpose of this study is to examine the applicability and capability of the RVM on long-term flow prediction and to compare its performance with feed forward neural networks, SVM, and multiple linear regression models. Meteorological data (rainfall and temperature) and lagged data of rainfall were used in modeling application. Some mostly used statistical performance evaluation measures were considered to evaluate models. According to evaluations, RVM method provided an improvement in model performance as compared to other employed methods. In addition, it is an alternative way to popular soft computing methods for long-term flow prediction providing at least comparable efficiency.     

基于最小二乘支持向量回归的水质预测

水质系统是一个开放的、复杂的、非线性动力学系统,具有时变复杂性,针对水质预测方法的研究虽然已经取得了一些成果,但也存在预测精度与计算复杂度等难题。为此,本文提出一种基于最小二乘支持向量回归的水质预测算法。支持向量机是机器学习中一种常用的分类模型,通过核函数将非线性数据从低维映射到高维空间,在高维空间实现线性分类和回归,最小二乘支持向量回归（LS-SVR）利用所有的样本参与回归拟合,使得回归的损失函数不再只与小部分支持向量样本有关,而是由所有样本参与学习修正误差,提高预测精度;同时该算法将标准SVR求解问题由不等式的约束条件及凸二次规划问题转化成线性方程组来求解,提高了运算速度,解决了非线性复杂特性的水质预测问题。     

Estimation of nonlinear errors-in-variables models for computer vision applications

In an errors-in-variables (EIV) model, all the measurements are corrupted by noise. The class of EIV models with constraints separable into the product of two nonlinear functions, one solely in the variables and one solely in the parameters, is general enough to represent most computer vision problems. We show that the estimation of such nonlinear EIV models can be reduced to iteratively estimating a linear model having point dependent, i.e., heteroscedastic, noise process. Particular cases of the proposed heteroscedastic errors-in-variables (HEIV) estimator are related to other techniques described in the vision literature: the Sampson method, renormalization, and the fundamental numerical scheme. In a wide variety of tasks, the HEIV estimator exhibits the same, or superior, performance as these techniques and has a weaker dependence on the quality of the initial solution than the Levenberg-Marquardt method, the standard approach toward estimating nonlinear models.     

A memetic algorithm for cardinality-constrained portfolio optimization with transaction costs

A memetic approach that combines a genetic algorithm (GA) and quadratic programming is used to address the problem of optimal portfolio selection with cardinality constraints and piecewise linear transaction costs. The framework used is an extension of the standard Markowitz mean–variance model that incorporates realistic constraints, such as upper and lower bounds for investment in individual assets and/or groups of assets, and minimum trading restrictions. The inclusion of constraints that limit the number of assets in the final portfolio and piecewise linear transaction costs transforms the selection of optimal portfolios into a mixed-integer quadratic problem, which cannot be solved by standard optimization techniques. We propose to use a genetic algorithm in which the candidate portfolios are encoded using a set representation to handle the combinatorial aspect of the optimization problem. Besides specifying which assets are included in the portfolio, this representation includes attributes that encode the trading operation (sell/hold/buy) performed when the portfolio is rebalanced. The results of this hybrid method are benchmarked against a range of investment strategies (passive management, the equally weighted portfolio, the minimum variance portfolio, optimal portfolios without cardinality constraints, ignoring transaction costs or obtained with L₁ regularization) using publicly available data. The transaction costs and the cardinality constraints provide regularization mechanisms that generally improve the out-of-sample performance of the selected portfolios.     

Theoretical analysis of unconstrained nonlinear model predictive control

Model predictive control (MPC) is a well-established controller design strategy for linear process models. Because many chemical and biological processes exhibit significant nonlinear behaviour, several MPC techniques based on nonlinear process models have recently been proposed. The most significant difference between these techniques is the computational approach used to solve the nonlinear model predictive control (NMPC) optimization problem. Consequently, analysis of NMPC techniques is often connected to the computational approach employed. In this paper, a theoretical analysis of unconstrained NMPC is presented that is independent of the computational approach. A nonlinear discrete-time, state-space model is used to predict the effects of future inputs on future process outputs. It is shown that model inverse, pole-placement, and steady-state controllers can be obtained by suitable selection of the control and prediction horizons. Moreover, the NMPC optimization problem can be modified to yield nonlinear internal model control (NIMC). The computational requirements of NIMC are considerably less than NMPC, but the NIMC approach is currently restricted to nonlinear models with well-defined and stable inverses. The NIMC controller is shown to provide superior servo and regulatory performance to a linear IMC controller for a continuous stirred tank reactor.     

An experimental study on the conversion between IFPUG and UCP functional size measurement units

The use of functional size measurement （FSM） methods in software development organizations is growing during the years. Also, object oriented （OO） techniques have become quite a standard to design the software and, in particular, Use Cases is one of the most used techniques to specify functional requirements. Main FSM methods do not include specific rules to measure the software functionality from its Use Cases analysis. To deal with this issue some other methods like Kramer＇s functional measurement method have been developed. Therefore, one of the main issues for those organizations willing to use OO functional measurement method in order to facilitate the use cases count procedure is how to convert their portfolio functional size from the previously adopted FSM method towards the new method. The objective of this research is to find a statistical relationship for converting the software functional size units measured by the International Function Point Users Group （IFPUG） function point analysis （FPA） method into Kramer-Smith＇s use cases points （UCP） method and vice versa. Methodologies for a correct data gathering are proposed and results obtained are analyzed to draw the linear and non-linear equations for this correlation. Finally, a conversion factor and corresponding conversion intervals are given to establish the statistical relationship.     

Knowledge representation and integration for portfolio evaluation using linear belief functions

This paper proposes a linear belief function (LBF) approach to evaluate portfolio performance. By drawing on the notion of LBFs, an elementary approach to knowledge representation in expert systems is proposed. It is shown how to use basic matrices to represent market information and financial knowledge, including complete ignorance, statistical observations, subjective speculations, distributional assumptions, linear relations, and empirical asset-pricing models. The authors then appeal to Dempster's rule of combination to integrate the knowledge for assessing the overall belief of portfolio performance and updating the belief by incorporating additional evidence. An example of three gold stocks is used to illustrate the approach.     

The mass appraisal of the real estate by computational intelligence

Mass appraisal is the systematic appraisal of groups of properties as of a given date using standardized procedures and statistical testing. Mass appraisal is commonly used to compute real estate tax. There are three traditional real estate valuation methods: the sales comparison approach, income approach, and the cost approach. Mass appraisal models are commonly based on the sales comparison approach. The ordinary least squares (OLS) linear regression is the classical method used to build models in this approach. The method is compared with computational intelligence approaches – support vector machine (SVM) regression, multilayer perceptron (MLP), and a committee of predictors in this paper. All the three predictors are used to build a weighted data-depended committee. A self-organizing map (SOM) generating clusters of value zones is used to obtain the data-dependent aggregation weights. The experimental investigations performed using data cordially provided by the Register center of Lithuania have shown very promising results. The performance of the computational intelligence-based techniques was considerably higher than that obtained using the official real estate models of the Register center. The performance of the committee using the weights based on zones obtained from the SOM was also higher than of that exploiting the real estate value zones provided by the Register center.     

Predictive modeling for wastewater applications: Linear and nonlinear approaches

This study compares the multi-period predictive ability of linear ARIMA models to nonlinear time delay neural network models in water quality applications. Comparisons are made for a variety of artificially generated nonlinear ARIMA data sets that simulate the characteristics of wastewater process variables and watershed variables, as well as two real-world wastewater data sets. While the time delay neural network model was more accurate for the two real-world wastewater data sets, the neural networks were not always more accurate than linear ARIMA for the artificial nonlinear data sets. In some cases of the artificial nonlinear data, where multi-period predictions are made, the linear ARIMA model provides a more accurate result than the time delay neural network. This study suggests that researchers and practitioners should carefully consider the nature and intended use of water quality data if choosing between neural networks and other statistical methods for wastewater process control or watershed environmental quality management.     

Forecasting time series using a methodology based on autoregressive integrated moving average and genetic programming

The autoregressive integrated moving average (ARIMA), which is a conventional statistical method, is employed in many fields to construct models for forecasting time series. Although ARIMA can be adopted to obtain a highly accurate linear forecasting model, it cannot accurately forecast nonlinear time series. Artificial neural network (ANN) can be utilized to construct more accurate forecasting model than ARIMA for nonlinear time series, but explaining the meaning of the hidden layers of ANN is difficult and, moreover, it does not yield a mathematical equation. This study proposes a hybrid forecasting model for nonlinear time series by combining ARIMA with genetic programming (GP) to improve upon both the ANN and the ARIMA forecasting models. Finally, some real data sets are adopted to demonstrate the effectiveness of the proposed forecasting model.     

Direct data‐driven design of switching controllers

Switching linear models can be used to represent the behavior of hybrid, time‐varying, and nonlinear systems, while generally providing a satisfactory trade‐off between accuracy and complexity. Although several control design techniques are available for such models, the effect of modeling errors on the closed‐loop performance has not been formally evaluated yet. In this paper, a data‐driven synthesis scheme is thus introduced to design optimal switching controllers directly from data, without needing a model of the plant. In particular, the theory will be developed for piecewise affine controllers, which have proven to be effective in many real‐world engineering applications. The performance of the proposed approach is illustrated on some benchmark simulation case studies.     

Estimating the uniaxial compressive strength of some clay-bearing rocks selected from Turkey by nonlinear multivariable regression and rule-based fuzzy models

Abstract: Although the use of predictive models in rock engineering and engineering geology is an important issue, some simple and multivariate regression techniques traditionally employed in these areas have recently been challenged by the use of fuzzy inference systems and artificial neural networks. The purpose of this study was to construct some predictive models to estimate the uniaxial compressive strength of some clay-bearing rocks, depending on examination of their slake durability indices and clay contents. For this purpose, the simple and nonlinear multivariable regression techniques and the Mamdani fuzzy algorithm are compared in terms of their accuracy. To increase the accuracy of the Mamdani fuzzy inference system, the weighted if–then rules are extracted. To compare the predictive performances of the models, the statistical performance indices (root mean square error and variance account for) are calculated and the results are discussed. The indices reveal that the fuzzy inference system has a slightly higher prediction capacity than the regression models. The basic reason for the higher performance of the fuzzy inference system is the flexibility of the fuzzy approach.     

Improved estimation of electricity demand function by using of artificial neural network,principal component analysis and data envelopment analysis

Due to various seasonal and monthly changes in electricity consumption and difficulties in modeling it with the conventional methods, a novel algorithm is proposed in this paper. This study presents an approach that uses Artificial Neural Network (ANN), Principal Component Analysis (PCA), Data Envelopment Analysis (DEA) and ANOVA methods to estimate and predict electricity demand for seasonal and monthly changes in electricity consumption. Pre-processing and post-processing techniques in the data mining field are used in the present study. We analyze the impact of the data pre-processing and post-processing on the ANN performance and a 680 ANN-MLP is constructed for this purpose. DEA is used to compare the constructed ANN models as well as ANN learning algorithm performance. The average, minimum, maximum and standard deviation of mean absolute percentage error (MAPE) of each constructed ANN are used as the DEA inputs. The DEA helps the user to use an appropriate ANN model as an acceptable forecasting tool. In the other words, various error calculation methods are used to find a robust ANN learning algorithm. Moreover, PCA is used as an input selection method, and a preferred time series model is chosen from the linear (ARIMA) and nonlinear models. After selecting the preferred ARIMA model, the Mcleod–Li test is applied to determine the nonlinearity condition. Once the nonlinearity condition is satisfied, the preferred nonlinear model is selected and compared with the preferred ARIMA model, and the best time series model is selected. Then, a new algorithm is developed for the time series estimation; in each case an ANN or conventional time series model is selected for the estimation and prediction. To show the applicability and superiority of the proposed ANN-PCA-DEA-ANOVA algorithm, the data regarding the Iranian electricity consumption from April 1992 to February 2004 are used. The results show that the proposed algorithm provides an accurate solution for the problem of estimating electricity consumption.     

Optimal Control of Nonlinear Inverted Pendulum System Using PID Controller and LQR: Performance Analysis Without and With Disturbance Input

Linear quadratic regulator(LQR) and proportional-integral-derivative(PID) control methods, which are generally used for control of linear dynamical systems, are used in this paper to control the nonlinear dynamical system. LQR is one of the optimal control techniques, which takes into account the states of the dynamical system and control input to make the optimal control decisions.The nonlinear system states are fed to LQR which is designed using a linear state-space model. This is simple as well as robust. The inverted pendulum, a highly nonlinear unstable system, is used as a benchmark for implementing the control methods. Here the control objective is to control the system such that the cart reaches a desired position and the inverted pendulum stabilizes in the upright position. In this paper, the modeling and simulation for optimal control design of nonlinear inverted pendulum-cart dynamic system using PID controller and LQR have been presented for both cases of without and with disturbance input. The Matlab-Simulink models have been developed for simulation and performance analysis of the control schemes. The simulation results justify the comparative advantage of LQR control method.     

A dual optimization procedure for linear quadratic robust control problems

This paper considers the problem of choosing a single constant linear state feedback control law which produces satisfactory performance for each of several operating points of a system. The model for each operating point is assumed to be linear and the criterion for satisfactory performance is taken to be an infinite horizon quadratic cost functional. This problem is reformulated as a finite dimensional optimization over the linear feedback gains which can be readily solved using standard nonlinear optimization techniques provided a stabilizing initial value of the gains can be found. Although the direct solution of this problem will be discussed briefly, the major portion of the paper will be devoted to solution techniques when an initial stabilizing guess is not available.     

A comparative survey of artificial intelligence applications in finance: artificial neural networks, expert system and hybrid intelligent systems

Nowadays, many current real financial applications have nonlinear and uncertain behaviors which change across the time. Therefore, the need to solve highly nonlinear, time variant problems has been growing rapidly. These problems along with other problems of traditional models caused growing interest in artificial intelligent techniques. In this paper, comparative research review of three famous artificial intelligence techniques, i.e., artificial neural networks, expert systems and hybrid intelligence systems, in financial market has been done. A financial market also has been categorized on three domains: credit evaluation, portfolio management and financial prediction and planning. For each technique, most famous and especially recent researches have been discussed in comparative aspect. Results show that accuracy of these artificial intelligent methods is superior to that of traditional statistical methods in dealing with financial problems, especially regarding nonlinear patterns. However, this outperformance is not absolute.     

Application of two different neural network techniques to lateral outflow over rectangular side weirs located on a straight channel

Side weirs are structures often used in irrigation techniques, sewer networks and flood protection. This study aims to obtain sharp-crested rectangular side weirs discharge coefficients in the straight channel by using artificial neural network model for a total of 843 experiments. The performance of the feed forward neural networks (FFNN) and radial basis neural networks (RBNN) are compared with multiple nonlinear and linear regression models. Root mean square errors (RMSE), mean absolute errors (MAE) and correlation coefficient (R) statistics are used for the evaluation of the models’ performances. Comparison results indicated that the neural computing techniques could be employed successfully in modeling discharge coefficient. The FFNN is found to be better than the RBNN. It is found that the FFNN model with RMSE of 0.037 in test period is superior in estimation of discharge coefficient than the multiple nonlinear and linear regression models with RMSE of 0.054 and 0.106, respectively.     

基于神经网络非线性模型的多级工作点阶跃响应扩展DMC预测控制

利用前馈神经网络建立对象的非线性预测模型,在不同工作点做阶跃响应,建立其局部线性模型,用隶属函数将局部线性模型加权得到全局线性模型,全局线性模型用于滚动优化,非线性模型用于预测系统输出和校正线性模型,实现非线性预测控制,仿真结果表明该方法控制效果良好,可满足实时要求。