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

Time series forecasting using a TSK fuzzy system tuned with simulated annealing

In this paper, a combination of a Takagi-Sugeno fuzzy system (TSK) and simulated annealing is used to predict well known time series by searching for the best configuration of the fuzzy system. Simulated annealing is used to optimise the parameters of the antecedent and the consequent parts of the fuzzy system rules. The results of the proposed method are encouraging indicating that simulated annealing and fuzzy logic are able to combine well in time series prediction

Fuzzy segmentation for geographic object-based image analysis

Image segmentation partitions remote sensing images into image objects before assigning them to categorical land cover classes. Current segmentation methods require users to invest considerable time and effort in the search for meaningful image objects. As an alternative method we propose 'fuzzy' segmentation that offers more flexibility in dealing with remote sensing uncertainty. In the proposed method, original bands are processed using regression techniques to output fuzzy image regions which express degrees of membership to target land cover classes. Contextual properties of fuzzy regions can be measured to indicate potential spectral confusion. A 'defuzzification' process is subsequently conducted to produce the categorical land cover classes. This method was tested using data sets of both high and medium spatial resolution. The results indicate that this approach is able to produce classification with satisfying accuracy and requires very little user interaction

Improvements on coronal hole detection in SDO/AIA images using supervised classification

We demonstrate the use of machine learning algorithms in combination with segmentation techniques in order to distinguish coronal holes and filaments in SDO/AIA EUV images of the Sun. Based on two coronal hole detection techniques (intensity-based thresholding, SPoCA), we prepared data sets of manually labeled coronal hole and filament channel regions present on the Sun during the time range 2011 - 2013. By mapping the extracted regions from EUV observations onto HMI line-of-sight magnetograms we also include their magnetic characteristics. We computed shape measures from the segmented binary maps as well as first order and second order texture statistics from the segmented regions in the EUV images and magnetograms. These attributes were used for data mining investigations to identify the most performant rule to differentiate between coronal holes and filament channels. We applied several classifiers, namely Support Vector Machine, Linear Support Vector Machine, Decision Tree, and Random Forest and found that all classification rules achieve good results in general, with linear SVM providing the best performances (with a true skill statistic of ~0.90). Additional information from magnetic field data systematically improves the performance across all four classifiers for the SPoCA detection. Since the calculation is inexpensive in computing time, this approach is well suited for applications on real-time data. This study demonstrates how a machine learning approach may help improve upon an unsupervised feature extraction method.Comment: in press for SWS

Signature Verification Approach using Fusion of Hybrid Texture Features

In this paper, a writer-dependent signature verification method is proposed. Two different types of texture features, namely Wavelet and Local Quantized Patterns (LQP) features, are employed to extract two kinds of transform and statistical based information from signature images. For each writer two separate one-class support vector machines (SVMs) corresponding to each set of LQP and Wavelet features are trained to obtain two different authenticity scores for a given signature. Finally, a score level classifier fusion method is used to integrate the scores obtained from the two one-class SVMs to achieve the verification score. In the proposed method only genuine signatures are used to train the one-class SVMs. The proposed signature verification method has been tested using four different publicly available datasets and the results demonstrate the generality of the proposed method. The proposed system outperforms other existing systems in the literature.Comment: Neural Computing and Applicatio

Application of Stationary Wavelet Support Vector Machines for the Prediction of Economic Recessions

This paper examines the efficiency of various approaches on the classification and prediction of economic expansion and recession periods in United Kingdom. Four approaches are applied. The first is discrete choice models using Logit and Probit regressions, while the second approach is a Markov Switching Regime (MSR) Model with Time-Varying Transition Probabilities. The third approach refers on Support Vector Machines (SVM), while the fourth approach proposed in this study is a Stationary Wavelet SVM modelling. The findings show that SW-SVM and MSR present the best forecasting performance, in the out-of sample period. In addition, the forecasts for period 2012-2015 are provided using all approaches

Intelligent Fault Detection and Identification System for Analog Electronic Circuits Based on Fuzzy Logic Classifier

Analog electronic circuits play an essential role in many industrial applications and control systems. The traditional way of diagnosing failures in such circuits can be an inaccurate and time-consuming process; therefore, it can affect the industrial outcome negatively. In this paper, an intelligent fault diagnosis and identification approach for analog electronic circuits is proposed and investigated. The proposed method relies on a simple statistical analysis approach of the frequency response of the analog circuit and a simple rule-based fuzzy logic classification model to detect and identify the faulty component in the circuit. The proposed approach is tested and evaluated using a commonly used low-pass filter circuit. The test result of the presented approach shows that it can identify the fault and detect the faulty component in the circuit with an average of 98% F-score accuracy. The proposed approach shows comparable performance to more intricate related works