Autoregressive time series prediction by means of fuzzy inference systems using nonparametric residual variance estimation

We propose an automatic methodology framework for short- and long-term prediction of time series by means of fuzzy inference systems. In this methodology, fuzzy techniques and statistical techniques for nonparametric residual variance estimation are combined in order to build autoregressive predictive models implemented as fuzzy inference systems. Nonparametric residual variance estimation plays a key role in driving the identification and learning procedures. Concrete criteria and procedures within the proposed methodology framework are applied to a number of time series prediction problems. The learn from examples method introduced by Wang and Mendel (W&M) is used for identification. The Levenberg–Marquardt (L–M) optimization method is then applied for tuning. The W&M method produces compact and potentially accurate inference systems when applied after a proper variable selection stage. The L–M method yields the best compromise between accuracy and interpretability of results, among a set of alternatives. Delta test based residual variance estimations are used in order to select the best subset of inputs to the fuzzy inference systems as well as the number of linguistic labels for the inputs. Experiments on a diverse set of time series prediction benchmarks are compared against least-squares support vector machines (LS-SVM), optimally pruned extreme learning machine (OP-ELM), and k-NN based autoregressors. The advantages of the proposed methodology are shown in terms of linguistic interpretability, generalization capability and computational cost. Furthermore, fuzzy models are shown to be consistently more accurate for prediction in the case of time series coming from real-world applications.Ministerio de Ciencia e Innovación TEC2008-04920Junta de Andalucía P08-TIC-03674, IAC07-I-0205:33080, IAC08-II-3347:5626

Fuzzy modelling using a simplified rule base

Transparency and complexity are two major concerns of fuzzy rule-based systems. To improve accuracy and precision of the outputs, we need to increase the partitioning of the input space. However, this increases the number of rules exponentially, thereby increasing the complexity of the system and decreasing its transparency. The main factor behind these two issues is the conjunctive canonical form of the fuzzy rules. We present a novel method for replacing these rules with their singleton forms, and using aggregation operators to provide the mechanism for combining the crisp outputs

A hierarchical Mamdani-type fuzzy modelling approach with new training data selection and multi-objective optimisation mechanisms: A special application for the prediction of mechanical properties of alloy steels

In this paper, a systematic data-driven fuzzy modelling methodology is proposed, which allows to construct Mamdani fuzzy models considering both accuracy (precision) and transparency (interpretability) of fuzzy systems. The new methodology employs a fast hierarchical clustering algorithm to generate an initial fuzzy model efficiently; a training data selection mechanism is developed to identify appropriate and efficient data as learning samples; a high-performance Particle Swarm Optimisation (PSO) based multi-objective optimisation mechanism is developed to further improve the fuzzy model in terms of both the structure and the parameters; and a new tolerance analysis method is proposed to derive the confidence bands relating to the final elicited models. This proposed modelling approach is evaluated using two benchmark problems and is shown to outperform other modelling approaches. Furthermore, the proposed approach is successfully applied to complex high-dimensional modelling problems for manufacturing of alloy steels, using ‘real’ industrial data. These problems concern the prediction of the mechanical properties of alloy steels by correlating them with the heat treatment process conditions as well as the weight percentages of the chemical compositions

An artificial immune systems based predictive modelling approach for the multi-objective elicitation of Mamdani fuzzy rules: a special application to modelling alloys

In this paper, a systematic multi-objective Mamdani fuzzy modeling approach is proposed, which can be viewed as an extended version of the previously proposed Singleton fuzzy modeling paradigm. A set of new back-error propagation (BEP) updating formulas are derived so that they can replace the old set developed in the singleton version. With the substitution, the extension to the multi-objective Mamdani Fuzzy Rule-Based Systems (FRBS) is almost endemic. Due to the carefully chosen output membership functions, the inference and the defuzzification methods, a closed form integral can be deducted for the defuzzification method, which ensures the efficiency of the developed Mamdani FRBS. Some important factors, such as the variable length coding scheme and the rule alignment, are also discussed. Experimental results for a real data set from the steel industry suggest that the proposed approach is capable of eliciting not only accurate but also transparent FRBS with good generalization ability

Optimal control design for robust fuzzy friction compensation in a robot joint

This paper presents a methodology for the compensation of nonlinear friction in a robot joint structure based on a fuzzy local modeling technique. To enhance the tracking performance of the robot joint, a dynamic model is derived from the local physical properties of friction. The model is the basis of a precompensator taking into account the dynamics of the overall corrected system by means of a minor loop. The proposed structure does not claim to faithfully reproduce complex phenomena driven by friction. However, the linearity of the local models simplifies the design and implementation of the observer, and its estimation capabilities are improved by the nonlinear integral gain. The controller can then be robustly synthesized using linear matrix inequalities to cancel the effects of inexact friction compensation. Experimental tests conducted on a robot joint with a high level of friction demonstrate the effectiveness of the proposed fuzzy observer-based control strategy for tracking system trajectories when operating in zero-velocity regions and during motion reversals

Model fusion using fuzzy aggregation: Special applications to metal properties

To improve the modelling performance, one should either propose a new modelling methodology or make the best of existing models. In this paper, the study is concentrated on the latter solution, where a structure-free modelling paradigm is proposed. It does not rely on a fixed structure and can combine various modelling techniques in ‘symbiosis’ using a ‘master fuzzy system’. This approach is shown to be able to include the advantages of different modelling techniques altogether by requiring less training and by minimising the efforts relating optimisation of the final structure. The proposed approach is then successfully applied to the industrial problems of predicting machining induced residual stresses for aerospace alloy components as well as modelling the mechanical properties of heat-treated alloy steels, both representing complex, non-linear and multi-dimensional environments

Adaptive Non-singleton Type-2 Fuzzy Logic Systems: A Way Forward for Handling Numerical Uncertainties in Real World Applications

Real world environments are characterized by high levels of linguistic and numerical uncertainties. A Fuzzy Logic System (FLS) is recognized as an adequate methodology to handle the uncertainties and imprecision available in real world environments and applications. Since the invention of fuzzy logic, it has been applied with great success to numerous real world applications such as washing machines, food processors, battery chargers, electrical vehicles, and several other domestic and industrial appliances. The first generation of FLSs were type-1 FLSs in which type-1 fuzzy sets were employed. Later, it was found that using type-2 FLSs can enable the handling of higher levels of uncertainties. Recent works have shown that interval type-2 FLSs can outperform type-1 FLSs in the applications which encompass high uncertainty levels. However, the majority of interval type-2 FLSs handle the linguistic and input numerical uncertainties using singleton interval type-2 FLSs that mix the numerical and linguistic uncertainties to be handled only by the linguistic labels type-2 fuzzy sets. This ignores the fact that if input numerical uncertainties were present, they should affect the incoming inputs to the FLS. Even in the papers that employed non-singleton type-2 FLSs, the input signals were assumed to have a predefined shape (mostly Gaussian or triangular) which might not reflect the real uncertainty distribution which can vary with the associated measurement. In this paper, we will present a new approach which is based on an adaptive non-singleton interval type-2 FLS where the numerical uncertainties will be modeled and handled by non-singleton type-2 fuzzy inputs and the linguistic uncertainties will be handled by interval type-2 fuzzy sets to represent the antecedents’ linguistic labels. The non-singleton type-2 fuzzy inputs are dynamic and they are automatically generated from data and they do not assume a specific shape about the distribution associated with the given sensor. We will present several real world experiments using a real world robot which will show how the proposed type-2 non-singleton type-2 FLS will produce a superior performance to its singleton type-1 and type-2 counterparts when encountering high levels of uncertainties.</jats:p

Searching for network modules

When analyzing complex networks a key target is to uncover their modular structure, which means searching for a family of modules, namely node subsets spanning each a subnetwork more densely connected than the average. This work proposes a novel type of objective function for graph clustering, in the form of a multilinear polynomial whose coefficients are determined by network topology. It may be thought of as a potential function, to be maximized, taking its values on fuzzy clusterings or families of fuzzy subsets of nodes over which every node distributes a unit membership. When suitably parametrized, this potential is shown to attain its maximum when every node concentrates its all unit membership on some module. The output thus is a partition, while the original discrete optimization problem is turned into a continuous version allowing to conceive alternative search strategies. The instance of the problem being a pseudo-Boolean function assigning real-valued cluster scores to node subsets, modularity maximization is employed to exemplify a so-called quadratic form, in that the scores of singletons and pairs also fully determine the scores of larger clusters, while the resulting multilinear polynomial potential function has degree 2. After considering further quadratic instances, different from modularity and obtained by interpreting network topology in alternative manners, a greedy local-search strategy for the continuous framework is analytically compared with an existing greedy agglomerative procedure for the discrete case. Overlapping is finally discussed in terms of multiple runs, i.e. several local searches with different initializations.Comment: 10 page