Optimisasi Model Fuzzy Terbobot untuk Klasifikasi Data Polikotomus dan Penerapannya di Bidang Kesehatan

Penelitian ini bertujuan untuk mengembangkan metode baru dalam pemodelan fuzzy untuk klasifikasi data polikotomus dengan kombinasi metode aturan fuzzy terbobot (weighted fuzzy rule) dan dekomposisi nilai singular serta mengaplikasikannya untuk mendiagnosis penyakit kanker serviks dan kanker payudara. Target khusus dalam penelitian ini adalah mendapatkan metode baru dalam pemodelan fuzzy terbobot yang optimal untuk klasifikasi data polikotomus, menghasilkan pemrograman graphical user interface (GUI) untuk model fuzzy terbobot yang optimal untuk data polikotomus, dan menerapkannya untuk klasifikasi di bidang kesehatan yaitu untuk diagnosis kanker serviks dan kanker payudara. Pada penelitian tahun pertama, telah dibangun suatu prosedur baru dalam pembentukan model fuzzy Mamdani yang optimal untuk klasifikasi data polikotomus dengan metode aturan fuzzy terbobot. Kemudian dibangun suatu prosedur baru dalam pembentukan model fuzzy Takagi-Sugeno-Kang (TSK) order satu dengan kombinasi metode aturan fuzzy terbobot dan dekomposisi nilai singular. Berdasarkan prosedur tersebut, dikembangkan pemrograman graphical user interface (GUI) dengan MATLAB untuk klasifikasi data polikotomus. Selanjutnya pada tahun kedua, hasil pada tahun pertama akan diterapkan untuk menyelesaikan permasalahan klasifikasi di bidang kesehatan khususnya untuk diagnosis kanker serviks dan kanker payudara

Optimisasi Model Fuzzy Terbobot untuk Klasifikasi Data Polikotomus dan Penerapannya di Bidang Kesehatan

Penelitian ini bertujuan untuk mengembangkan metode baru dalam pemodelan fuzzy untuk klasifikasi data polikotomus dengan kombinasi metode aturan fuzzy terbobot (weighted fuzzy rule) dan dekomposisi nilai singular serta mengaplikasikannya untuk mendiagnosis penyakit kanker serviks dan kanker payudara. Target khusus dalam penelitian ini adalah mendapatkan metode baru dalam pemodelan fuzzy terbobot yang optimal untuk klasifikasi data polikotomus, menghasilkan pemrograman graphical user interface (GUI) untuk model fuzzy terbobot yang optimal untuk data polikotomus, dan menerapkannya untuk klasifikasi di bidang kesehatan yaitu untuk diagnosis kanker serviks dan kanker payudara. Pada penelitian tahun pertama, telah dibangun suatu prosedur baru dalam pembentukan model fuzzy Mamdani yang optimal untuk klasifikasi data polikotomus dengan metode aturan fuzzy terbobot. Kemudian dibangun suatu prosedur baru dalam pembentukan model fuzzy Takagi-Sugeno-Kang (TSK) order satu dengan kombinasi metode aturan fuzzy terbobot dan dekomposisi nilai singular. Berdasarkan prosedur tersebut, dikembangkan pemrograman graphical user interface (GUI) dengan MATLAB untuk klasifikasi data polikotomus. Selanjutnya pada tahun kedua, hasil pada tahun pertama akan diterapkan untuk menyelesaikan permasalahan klasifikasi di bidang kesehatan khususnya untuk diagnosis kanker serviks dan kanker payudara

Dynamic non-linear system modelling using wavelet-based soft computing techniques

The enormous number of complex systems results in the necessity of high-level and cost-efficient modelling structures for the operators and system designers. Model-based approaches offer a very challenging way to integrate a priori knowledge into the procedure. Soft computing based models in particular, can successfully be applied in cases of highly nonlinear problems. A further reason for dealing with so called soft computational model based techniques is that in real-world cases, many times only partial, uncertain and/or inaccurate data is available. Wavelet-Based soft computing techniques are considered, as one of the latest trends in system identification/modelling. This thesis provides a comprehensive synopsis of the main wavelet-based approaches to model the non-linear dynamical systems in real world problems in conjunction with possible twists and novelties aiming for more accurate and less complex modelling structure. Initially, an on-line structure and parameter design has been considered in an adaptive Neuro- Fuzzy (NF) scheme. The problem of redundant membership functions and consequently fuzzy rules is circumvented by applying an adaptive structure. The growth of a special type of Fungus (Monascus ruber van Tieghem) is examined against several other approaches for further justification of the proposed methodology. By extending the line of research, two Morlet Wavelet Neural Network (WNN) structures have been introduced. Increasing the accuracy and decreasing the computational cost are both the primary targets of proposed novelties. Modifying the synoptic weights by replacing them with Linear Combination Weights (LCW) and also imposing a Hybrid Learning Algorithm (HLA) comprising of Gradient Descent (GD) and Recursive Least Square (RLS), are the tools utilised for the above challenges. These two models differ from the point of view of structure while they share the same HLA scheme. The second approach contains an additional Multiplication layer, plus its hidden layer contains several sub-WNNs for each input dimension. The practical superiority of these extensions is demonstrated by simulation and experimental results on real non-linear dynamic system; Listeria Monocytogenes survival curves in Ultra-High Temperature (UHT) whole milk, and consolidated with comprehensive comparison with other suggested schemes. At the next stage, the extended clustering-based fuzzy version of the proposed WNN schemes, is presented as the ultimate structure in this thesis. The proposed Fuzzy Wavelet Neural network (FWNN) benefitted from Gaussian Mixture Models (GMMs) clustering feature, updated by a modified Expectation-Maximization (EM) algorithm. One of the main aims of this thesis is to illustrate how the GMM-EM scheme could be used not only for detecting useful knowledge from the data by building accurate regression, but also for the identification of complex systems. The structure of FWNN is based on the basis of fuzzy rules including wavelet functions in the consequent parts of rules. In order to improve the function approximation accuracy and general capability of the FWNN system, an efficient hybrid learning approach is used to adjust the parameters of dilation, translation, weights, and membership. Extended Kalman Filter (EKF) is employed for wavelet parameters adjustment together with Weighted Least Square (WLS) which is dedicated for the Linear Combination Weights fine-tuning. The results of a real-world application of Short Time Load Forecasting (STLF) further re-enforced the plausibility of the above technique

An academic review: applications of data mining techniques in finance industry

With the development of Internet techniques, data volumes are doubling every two years, faster than predicted by Moore’s Law. Big Data Analytics becomes particularly important for enterprise business. Modern computational technologies will provide effective tools to help understand hugely accumulated data and leverage this information to get insights into the finance industry. In order to get actionable insights into the business, data has become most valuable asset of financial organisations, as there are no physical products in finance industry to manufacture. This is where data mining techniques come to their rescue by allowing access to the right information at the right time. These techniques are used by the finance industry in various areas such as fraud detection, intelligent forecasting, credit rating, loan management, customer profiling, money laundering, marketing and prediction of price movements to name a few. This work aims to survey the research on data mining techniques applied to the finance industry from 2010 to 2015.The review finds that Stock prediction and Credit rating have received most attention of researchers, compared to Loan prediction, Money Laundering and Time Series prediction. Due to the dynamics, uncertainty and variety of data, nonlinear mapping techniques have been deeply studied than linear techniques. Also it has been proved that hybrid methods are more accurate in prediction, closely followed by Neural Network technique. This survey could provide a clue of applications of data mining techniques for finance industry, and a summary of methodologies for researchers in this area. Especially, it could provide a good vision of Data Mining Techniques in computational finance for beginners who want to work in the field of computational finance

Financial market prediction system with Evolino neural network and Delphi method

Use of artificial intelligence systems in forecasting financial markets requires a reliable and simple model that would ensure profitable growth. The model presented in the paper combines Evolino recurrent neural networks with orthogonal data inputs and the Delphi expert evaluation method for its investment portfolio decision making process. A statistical study demonstrates the reliability of the model and describes its accuracy. Capabilities of the model are demonstrated using a trading simulation

Interval type-2 Atanassov-intuitionistic fuzzy logic for uncertainty modelling

This thesis investigates a new paradigm for uncertainty modelling by employing a new class of type-2 fuzzy logic system that utilises fuzzy sets with membership and non-membership functions that are intervals. Fuzzy logic systems, employing type-1 fuzzy sets, that mark a shift from computing with numbers towards computing with words have made remarkable impacts in the field of artificial intelligence. Fuzzy logic systems of type-2, a generalisation of type-1 fuzzy logic systems that utilise type-2 fuzzy sets, have created tremendous advances in uncertainty modelling. The key feature of the type-2 fuzzy logic systems, with particular reference to interval type-2 fuzzy logic systems, is that the membership functions of interval type-2 fuzzy sets are themselves fuzzy. These give interval type-2 fuzzy logic systems an advantage over their type-1 counterparts which have precise membership functions. Whilst the interval type-2 fuzzy logic systems are effective in modelling uncertainty, they are not able to adequately handle an indeterminate/neutral characteristic of a set, because interval type-2 fuzzy sets are only specified by membership functions with an implicit assertion that the non-membership functions are complements of the membership functions (lower or upper). In a real life scenario, it is not necessarily the case that the non-membership function of a set is complementary to the membership function. There may be some degree of hesitation arising from ignorance or a complete lack of interest concerning a particular phenomenon. Atanassov intuitionistic fuzzy set, another generalisation of the classical fuzzy set, captures this thought process by simultaneously defining a fuzzy set with membership and non-membership functions such that the sum of both membership and non-membership functions is less than or equal to 1. In this thesis, the advantages of both worlds (interval type-2 fuzzy set and Atanassov intuitionistic fuzzy set) are explored and a new and enhanced class of interval type-2 fuzzy set namely, interval type-2 Atanassov intuitionistic fuzzy set, that enables hesitation, is introduced. The corresponding fuzzy logic system namely, interval type-2 Atanassov intuitionistic fuzzy logic system is rigorously and systematically formulated. In order to assess this thesis investigates a new paradigm for uncertainty modelling by employing a new class of type-2 fuzzy logic system that utilises fuzzy sets with membership and non-membership functions that are intervals. Fuzzy logic systems, employing type-1 fuzzy sets, that mark shift from computing with numbers towards computing with words have made remarkable impacts in the field of artificial intelligence. Fuzzy logic systems of type-2, a generalisation of type-1 fuzzy logic systems that utilise type-2 fuzzy sets, have created tremendous advances in uncertainty modelling. The key feature of the type-2 fuzzy logic systems, with particular reference to interval type-2 fuzzy logic systems, is that the membership functions of interval type-2 fuzzy sets are themselves fuzzy. These give interval type-2 fuzzy logic systems an advantage over their type-1 counterparts which have precise membership functions. Whilst the interval type-2 fuzzy logic systems are effective in modelling uncertainty, they are not able to adequately handle an indeterminate/neutral characteristic of a set, because interval type-2 fuzzy sets are only specified by membership functions with an implicit assertion that the non-membership functions are complements of the membership functions (lower or upper). In a real life scenario, it is not necessarily the case that the non-membership function of a set is complementary to the membership function. There may be some degree of hesitation arising from ignorance or a complete lack of interest concerning a particular phenomenon. Atanassov intuitionistic fuzzy set, another generalisation of the classical fuzzy set, captures this thought process by simultaneously defining a fuzzy set with membership and non-membership functions such that the sum of both membership and non-membership functions is less than or equal to 1. In this thesis, the advantages of both worlds (interval type-2 fuzzy set and Atanassov intuitionistic fuzzy set) are explored and a new and enhanced class of interval type-2 fuzz set namely, interval type-2 Atanassov intuitionistic fuzzy set, that enables hesitation, is introduced. The corresponding fuzzy logic system namely, interval type-2 Atanassov intuitionistic fuzzy logic system is rigorously and systematically formulated. In order to assess the viability and efficacy of the developed framework, the possibilities of the optimisation of the parameters of this class of fuzzy systems are rigorously examined. First, the parameters of the developed model are optimised using one of the most popular fuzzy logic optimisation algorithms such as gradient descent (first-order derivative) algorithm and evaluated on publicly available benchmark datasets from diverse domains and characteristics. It is shown that the new interval type-2 Atanassov intuitionistic fuzzy logic system is able to handle uncertainty well through the minimisation of the error of the system compared with other approaches on the same problem instances and performance criteria. Secondly, the parameters of the proposed framework are optimised using a decoupledextended Kalman filter (second-order derivative) algorithm in order to address the shortcomings of the first-order gradient descent method. It is shown statistically that the performance of this new framework with fuzzy membership and non-membership functions is significantly better than the classical interval type-2 fuzzy logic systems which have only the fuzzy membership functions, and its type-1 counterpart which are specified by single membership and non-membership functions. The model is also assessed using a hybrid learning of decoupled extended Kalman filter and gradient descent methods. The proposed framework with hybrid learning algorithm is evaluated by comparing it with existing approaches reported in the literature on the same problem instances and performance metrics. The simulation results have demonstrated the potential benefits of using the proposed framework in uncertainty modelling. In the overall, the fusion of these two concepts (interval type-2 fuzzy logic system and Atanassov intuitionistic fuzzy logic system) provides a synergistic capability in dealing with imprecise and vague information

Gene expression programming for Efficient Time-series Financial Forecasting

Stock market prediction is of immense interest to trading companies and buyers due to high profit margins. The majority of successful buying or selling activities occur close to stock price turning trends. This makes the prediction of stock indices and analysis a crucial factor in the determination that whether the stocks will increase or decrease the next day. Additionally, precise prediction of the measure of increase or decrease of stock prices also plays an important role in buying/selling activities. This research presents two core aspects of stock-market prediction. Firstly, it presents a Networkbased Fuzzy Inference System (ANFIS) methodology to integrate the capabilities of neural networks with that of fuzzy logic. A specialised extension to this technique is known as the genetic programming (GP) and gene expression programming (GEP) to explore and investigate the outcome of the GEP criteria on the stock market price prediction. The research presented in this thesis aims at the modelling and prediction of short-tomedium term stock value fluctuations in the market via genetically tuned stock market parameters. The technique uses hierarchically defined GP and gene-expressionprogramming (GEP) techniques to tune algebraic functions representing the fittest equation for stock market activities. The technology achieves novelty by proposing a fractional adaptive mutation rate Elitism (GEP-FAMR) technique to initiate a balance between varied mutation rates between varied-fitness chromosomes thereby improving prediction accuracy and fitness improvement rate. The methodology is evaluated against five stock market companies with each having its own trading circumstances during the past 20+ years. The proposed GEP/GP methodologies were evaluated based on variable window/population sizes, selection methods, and Elitism, Rank and Roulette selection methods. The Elitism-based approach showed promising results with a low error-rate in the resultant pattern matching with an overall accuracy of 95.96% for short-term 5-day and 95.35% for medium-term 56-day trading periods. The contribution of this research to theory is that it presented a novel evolutionary methodology with modified selection operators for the prediction of stock exchange data via Gene expression programming. The methodology dynamically adapts the mutation rate of different fitness groups in each generation to ensure a diversification II balance between high and low fitness solutions. The GEP-FAMR approach was preferred to Neural and Fuzzy approaches because it can address well-reported problems of over-fitting, algorithmic black-boxing, and data-snooping issues via GP and GEP algorithmsSaudi Cultural Burea

Adaptive Activation Function Generation Through Fuzzy Inference for Grooming Text Categorisation

The activation function is introduced to determine the output of neural networks by mapping the resulting values of neurons into a specific range. The activation functions often suffer from ‘gradient vanishing’, ‘non zero-centred function outputs’, ‘exploding gradients’, and ‘dead neurons’, which may lead to deterioration in the classification performance. This paper proposes an activation function generation approach using the Takagi-Sugeno-Kang inference in an effort to address such challenges. In addition, the proposed method further optimises the coefficients in the activation function using the genetic algorithm such that the activation function can adapt to different applications. This approach has been applied to a digital forensics application of online grooming detection. The evaluations confirm the superiority of the proposed activation function for online grooming detection using an imbalanced data set