Constructing and applying an improved fuzzy time series model: Taking the tourism industry for example

This study develops an improved fuzzy time series models for forecasting short-term series data. The forecasts were obtained by comparing the proposed improved fuzzy time series, Hwang’s fuzzy time series, and heuristic fuzzy time series. The tourism from Taiwan to the United States was used to build the sample sets which were officially published annual data for the period of 1991–2001. The root mean square error and mean absolute percentage error are two criteria to evaluate the forecasting performance. Empirical results show that the proposed fuzzy time series and Hwang’s fuzzy time series are suitable for short-term predictions.     

Prediction of uncertain structural responses using fuzzy time series

Numerical methods for the prediction of uncertain structural responses with the aid of fuzzy time series are presented. Uncertain data, uncertain measured actions, and uncertain structural responses over time are considered as time series comprised of fuzzy data. Uncertain data are described by means of a new incremental fuzzy representation, which permits a complete and accurate estimation of uncertainty. The fuzzy time series are regarded as realizations of a fuzzy random process. Methods for identification and quantification of the underlying fuzzy random process are developed. The concepts of model-free and of model-based forecasting are addressed. These concepts enable the prediction of data in the form of optimal forecasts, fuzzy forecast intervals, and fuzzy random forecasts. The algorithms are demonstrated by way of practical examples.     

Effective intervals determined by information granules to improve forecasting in fuzzy time series

Partitioning the universe of discourse and determining effective intervals are critical for forecasting in fuzzy time series. Equal length intervals used in most existing literatures are convenient but subjective to partition the universe of discourse. In this paper, we study how to partition the universe of discourse into intervals with unequal length to improve forecasting quality. First, we calculate the prototypes of data using fuzzy clustering, then form some subsets according to the prototypes. An unequal length partitioning method is proposed. We show that these intervals carry well-defined semantics. To verify the suitability and effectiveness of the approach, we apply the proposed method to forecast enrollment of students of Alabama University and Germany’s DAX stock index monthly values. Empirical results show that the unequal length partitioning can greatly improve forecast accuracy. Further more, the proposed method is very robust and stable for forecasting in fuzzy time series.     

A high order fuzzy time series forecasting model based on adaptive expectation and artificial neural networks

Many fuzzy time series approaches have been proposed in recent years. These methods include three main phases such as fuzzification, defining fuzzy relationships and, defuzzification. Aladag et al. [2] improved the forecasting accuracy by utilizing feed forward neural networks to determine fuzzy relationships in high order fuzzy time series. Another study for increasing forecasting accuracy was made by Cheng et al. [6]. In their study, they employ adaptive expectation model to adopt forecasts obtained from first order fuzzy time series forecasting model. In this study, we propose a novel high order fuzzy time series method in order to obtain more accurate forecasts. In the proposed method, fuzzy relationships are defined by feed forward neural networks and adaptive expectation model is used for adjusting forecasted values. Unlike the papers of Cheng et al. [6] and Liu et al. [14], forecast adjusting is done by using constraint optimization for weighted parameter. The proposed method is applied to the enrollments of the University of Alabama and the obtained forecasting results compared to those obtained from other approaches are available in the literature. As a result of comparison, it is clearly seen that the proposed method significantly increases the forecasting accuracy.     

Linguistic time series forecasting using fuzzy recurrent neural network

It is known that one of the most spread forecasting methods is the time series analysis. A weakness of traditional crisp time series forecasting methods is that they process only measurement based numerical information and cannot deal with the perception-based historical data represented by linguistic values. Application of a new class of time series, a fuzzy time series whose values are linguistic values, can overcome the mentioned weakness of traditional forecasting methods. In this paper we propose a fuzzy recurrent neural network (FRNN) based time series forecasting method for solving forecasting problems in which the data can be presented as perceptions and described by fuzzy numbers. The FRNN allows effectively handle fuzzy time series to apply human expertise throughout the forecasting procedure and demonstrates more adequate forecasting results. Recurrent links in FRNN also allow for simplification of the overall network structure (size) and forecasting procedure. Genetic algorithm-based procedure is used for training the FRNN. The effectiveness of the proposed fuzzy time series forecasting method is tested on the benchmark examples.     

Deterministic fuzzy time series model for forecasting enrollments

The fuzzy time series has recently received increasing attention because of its capability of dealing with vague and incomplete data. There have been a variety of models developed to either improve forecasting accuracy or reduce computation overhead. However, the issues of controlling uncertainty in forecasting, effectively partitioning intervals, and consistently achieving forecasting accuracy with different interval lengths have been rarely investigated. This paper proposes a novel deterministic forecasting model to manage these crucial issues. In addition, an important parameter, the maximum length of subsequence in a fuzzy time series resulting in a certain state, is deterministically quantified. Experimental results using the University of Alabama’s enrollment data demonstrate that the proposed forecasting model outperforms the existing models in terms of accuracy, robustness, and reliability. Moreover, the forecasting model adheres to the consistency principle that a shorter interval length leads to more accurate results.     

An integrated model for supplier selection decisions in configuration changes

Configuration change management provides a way for a manufacturer to become more competitive. Because of the short life and the large variety involved in commercial products, they must be configured accordingly. It is a task for the configuration change management. This paper presents an integrated model for modeling the change behavior of product parts, and for evaluating alternative suppliers for each part by applying fuzzy theory, T transformation technology, and genetic algorithms. The proposed model is based on the concepts of part change requirements, fuzzy performance indicators, and the integration of different attributes, to allow the part supplier selection of a specific commercial product to be explored and modeled. The application of this approach is illustrated through a case study of a TFT-LCD product for part change optimization. In terms of change performance, experimental analyses with different genetic parameters allowed the potential alternative suppliers for the product parts to be evaluated. The results of the experimental analyses show that this proposed methodology is a suitable approach and provides a quality solution for products with a complex configuration. In addition, the numerical results obtained from the new approach were compared with the results obtained by linear programming. The result shows that the proposed algorithm is reliable and robust.     

A clustering based forecasting algorithm for multivariable fuzzy time series using linear combinations of independent variables

There are two popular types of forecasting algorithms for fuzzy time series (FTS). One is based on intervals of universal sets of independent variables and the other is based on fuzzy clustering algorithms. Clustering based FTS algorithms are preferred since role and optimal length of intervals are not clearly understood. Therefore data of each variable are individually clustered which requires higher computational time. Fuzzy Logical Relationships (FLRs) are used in existing FTS algorithms to relate input and output data. High number of clusters and FLRs are required to establish precise input/output relations which incur high computational time. This article presents a forecasting algorithm based on fuzzy clustering (CFTS) which clusters vectors of input data instead of clustering data of each variable separately and uses linear combinations of the input variables instead of the FLRs. The cluster centers handle fuzziness and ambiguity of the data and the linear parts allow the algorithm to learn more from the available information. It is shown that CFTS outperforms existing FTS algorithms with considerably lower testing error and running time.     

Variable selection in regression models using nonstandard optimisation of information criteria

The question of variable selection in a regression model is a major open research topic in econometrics. Traditionally two broad classes of methods have been used. One is sequential testing and the other is information criteria. The advent of large datasets used by institutions such as central banks has exacerbated this model selection problem. A solution in the context of information criteria is provided in this paper. The solution rests on the judicious selection of a subset of models for consideration using nonstandard optimisation algorithms for information criterion minimisation. In particular, simulated annealing and genetic algorithms are considered. Both a Monte Carlo study and an empirical forecasting application to UK CPI inflation suggest that the proposed methods are worthy of further consideration.     

基于遗传算法和模糊积分的多分类器集成

多分类器联合是解决复杂模式识别问题的有效办法。模糊积分是其中一种多分类器联合方法。但是对于模糊积分。如何计算模糊积分密度是一个尚未解决的问题。本文提出了一种基于模糊积分和遗传算法的分类器集成方法,该方法利用遗传算法计算模糊积分密度函数,再利用模糊积分把分类器输出信息联合起来。实验结果表明,该方法比其他方法能够得到更好的识别性能。     

Genetic-fuzzy rule mining approach and evaluation of feature selection techniques for anomaly intrusion detection

Classification of intrusion attacks and normal network traffic is a challenging and critical problem in pattern recognition and network security. In this paper, we present a novel intrusion detection approach to extract both accurate and interpretable fuzzy IF-THEN rules from network traffic data for classification. The proposed fuzzy rule-based system is evolved from an agent-based evolutionary framework and multi-objective optimization. In addition, the proposed system can also act as a genetic feature selection wrapper to search for an optimal feature subset for dimensionality reduction. To evaluate the classification and feature selection performance of our approach, it is compared with some well-known classifiers as well as feature selection filters and wrappers. The extensive experimental results on the KDD-Cup99 intrusion detection benchmark data set demonstrate that the proposed approach produces interpretable fuzzy systems, and outperforms other classifiers and wrappers by providing the highest detection accuracy for intrusion attacks and low false alarm rate for normal network traffic with minimized number of features.     

A combination of hidden Markov model and fuzzy model for stock market forecasting

This paper presents a novel combination of the hidden Markov model (HMM) and the fuzzy models for forecasting stock market data. In a previous study we used an HMM to identify similar data patterns from the historical data and then used a weighted average to generate a ‘one-day-ahead’ forecast. This paper uses a similar approach to identify data patterns by using the HMM and then uses fuzzy logic to obtain a forecast value. The HMM's log-likelihood for each of the input data vectors is used to partition the dataspace. Each of the divided dataspaces is then used to generate a fuzzy rule. The fuzzy model developed from this approach is tested on stock market data drawn from different sectors. Experimental results clearly show an improved forecasting accuracy compared to other forecasting models such as, ARIMA, artificial neural network (ANN) and another HMM-based forecasting model.     

基于共享最近邻聚类和模糊集理论的分类器

提出一种基于共享最近邻聚类和模糊集理论的分类器．首先,在提出与核点密切相关的核半径概念的基础上,应用共享最近邻聚类得到正常类空间的部分核点和核半径,建立求解正常类空间补充核点的多目标优化模型,从而获得刻画正常类空间的全部核点和核半径．然后,将模糊集理论引入正常类的类属划分中,利用核点和核半径定义正常类的隶属度函数,建立基于隶属度函数的分类函数或分类器．实验表明,该分类器能处理包含噪音、孤立点和不规则子类的高维数据集的分类问题．     

A comparison of two learning mechanisms for the automatic design of fuzzy diagnosis systems for rotating machinery

In this paper, we approach the problem of automatically designing fuzzy diagnosis rules for rotating machinery, which can give an appropriate evaluation of the vibration data measured in the target machines. In particular, we explain the implementation to this aim and analyze the advantages and drawbacks of two soft computing techniques: knowledge-based networks (KBN) and genetic algorithms (GA). An application of both techniques is evaluated on the same case study, giving special emphasis to their performance in terms of classification success and computation time.A reduced version of this paper first appeared under the title “A comparative assessment on the application of knowledge-based networks and genetic algorithms to the design of fuzzy diagnosis systems for rotating machinery”, published in the book “Soft Computing in Industry—Recent Appliactions” (Springer Engineering).     

Resource allocation by genetic algorithm with fuzzy inference

Assuming that a make-to-order manufacturing company has customer orders, the addressed capacity allocation problem is a due-date assignment problem for multiple manufacturing resources. The purpose of this study is to develop an intelligent resource allocation model using genetic algorithm and fuzzy inference for reducing lateness of orders with specific due dates. While the genetic algorithm is responsible for arranging and selecting the sequence of orders, the fuzzy inference module conveys how resources are allocated to each order. Experimental results showed that the proposed model has solved the capacity allocation problem efficiently.