Data granulation by the principles of uncertainty

Researches in granular modeling produced a variety of mathematical models, such as intervals, (higher-order) fuzzy sets, rough sets, and shadowed sets, which are all suitable to characterize the so-called information granules. Modeling of the input data uncertainty is recognized as a crucial aspect in information granulation. Moreover, the uncertainty is a well-studied concept in many mathematical settings, such as those of probability theory, fuzzy set theory, and possibility theory. This fact suggests that an appropriate quantification of the uncertainty expressed by the information granule model could be used to define an invariant property, to be exploited in practical situations of information granulation. In this perspective, a procedure of information granulation is effective if the uncertainty conveyed by the synthesized information granule is in a monotonically increasing relation with the uncertainty of the input data. In this paper, we present a data granulation framework that elaborates over the principles of uncertainty introduced by Klir. Being the uncertainty a mesoscopic descriptor of systems and data, it is possible to apply such principles regardless of the input data type and the specific mathematical setting adopted for the information granules. The proposed framework is conceived (i) to offer a guideline for the synthesis of information granules and (ii) to build a groundwork to compare and quantitatively judge over different data granulation procedures. To provide a suitable case study, we introduce a new data granulation technique based on the minimum sum of distances, which is designed to generate type-2 fuzzy sets. We analyze the procedure by performing different experiments on two distinct data types: feature vectors and labeled graphs. Results show that the uncertainty of the input data is suitably conveyed by the generated type-2 fuzzy set models.Comment: 16 pages, 9 figures, 52 reference

A Model-Driven Architecture Approach to the Efficient Identification of Services on Service-oriented Enterprise Architecture

Service-Oriented Enterprise Architecture requires the efficient development of loosely-coupled and interoperable sets of services. Existing design approaches do not always take full advantage of the value and importance of the engineering invested in existing legacy systems. This paper proposes an approach to define the key services from such legacy systems effectively. The approach focuses on identifying these services based on a Model-Driven Architecture approach supported by guidelines over a wide range of possible service types

Forecasting of financial data: a novel fuzzy logic neural network based on error-correction concept and statistics

First, this paper investigates the effect of good and bad news on volatility in the BUX return time series using asymmetric ARCH models. Then, the accuracy of forecasting models based on statistical (stochastic), machine learning methods, and soft/granular RBF network is investigated. To forecast the high-frequency financial data, we apply statistical ARMA and asymmetric GARCH-class models. A novel RBF network architecture is proposed based on incorporation of an error-correction mechanism, which improves forecasting ability of feed-forward neural networks. These proposed modelling approaches and SVM models are applied to predict the high-frequency time series of the BUX stock index. We found that it is possible to enhance forecast accuracy and achieve significant risk reduction in managerial decision making by applying intelligent forecasting models based on latest information technologies. On the other hand, we showed that statistical GARCH-class models can identify the presence of leverage effects, and react to the good and bad news.Web of Science421049

Clustering Instabilities, Arching, and Anomalous Interaction Probabilities as Examples for Cooperative Phenomena in Dry Granular Media

In a freely cooling granular material fluctuations in density and temperature cause position dependent energy loss. Due to strong local dissipation, pressure and energy drop rapidly and material moves from `hot' to `cold' regions, leading to even stronger dissipation and thus causing the density instability. The assumption of `molecular chaos' is valid only in the homogeneous cooling regime. As soon as the density instability occurs, the impact parameter is not longer uniformly distributed. The pair-correlation and the structure functions show that the molecular chaos assumption --- together with reasonable excluded volume modeling --- is important for short distances and irrelevant on large length scales. In this study, the probability distribution of the collision frequency is examined for pipe flow and for freely cooling granular materials as well. Uncorrelated events lead to a Poisson distribution for the collision frequencies. In contrast, the fingerprint of the cooperative phenomena discussed here is a power-law decay of the probability for many collisions per unit time. Keywords: discrete element method, event driven simulations, clustering instability, arching, shock waves, power-law distribution, cooperative phenomena.Comment: 27 pages 14 figs (2 color