14,538 research outputs found
Different distance measures for fuzzy linear regression with Monte Carlo methods
The aim of this study was to determine the best distance measure for estimating the fuzzy linear regression model parameters with Monte Carlo (MC) methods. It is pointed out that only one distance measure is used for fuzzy linear regression with MC methods within the literature. Therefore, three different definitions of distance measure between two fuzzy numbers are introduced. Estimation accuracies of existing and proposed distance measures are explored with the simulation study. Distance measures are compared to each other in terms of estimation accuracy; hence this study demonstrates that the best distance measures to estimate fuzzy linear regression model parameters with MC methods are the distance measures defined by Kaufmann and Gupta (Introduction to fuzzy arithmetic theory and applications. Van Nostrand Reinhold, New York, 1991), Heilpern-2 (Fuzzy Sets Syst 91(2):259–268, 1997) and Chen and Hsieh (Aust J Intell Inf Process Syst 6(4):217–229, 2000). One the other hand, the worst distance measure is the distance measure used by Abdalla and Buckley (Soft Comput 11:991–996, 2007; Soft Comput 12:463–468, 2008). These results would be useful to enrich the studies that have already focused on fuzzy linear regression models
Financial Markets Analysis by Probabilistic Fuzzy Modelling
For successful trading in financial markets, it is important to develop financial models where one can identify different states of the market for modifying one???s actions. In this paper, we propose to use probabilistic fuzzy systems for this purpose. We concentrate on Takagi???Sugeno (TS) probabilistic fuzzy systems that combine interpretability of fuzzy systems with the statistical properties of probabilistic systems. We start by recapitulating the general architecture of TS probabilistic fuzzy rule-based systems and summarize the corresponding reasoning schemes. We mention how probabilities can be estimated from a given data set and how a probability distribution can be approximated by a fuzzy histogram. We apply our methodology for financial time series analysis and demonstrate how a probabilistic TS fuzzy system can be identified, assuming that a linguistic term set is given. We illustrate the interpretability of such a system by inspecting the rule bases of our models.time series analysis;data-driven design;fuzzy reasoning;fuzzy rule base;probabilistic fuzzy systems
A note on the Sobol' indices and interactive criteria
The Choquet integral and the Owen extension (or multilinear extension) are
the most popular tools in multicriteria decision making to take into account
the interaction between criteria. It is known that the interaction transform
and the Banzhaf interaction transform arise as the average total variation of
the Choquet integral and multilinear extension respectively. We consider in
this note another approach to define interaction, by using the Sobol' indices
which are related to the analysis of variance of a multivariate model. We prove
that the Sobol' indices of the multilinear extension gives the square of the
Fourier transform, a well-known concept in computer sciences. We also relate
the latter to the Banzhaf interaction transform and compute the Sobol' indices
for the 2-additive Choquet integral
MODELING AND SIMULATION OF ROTOR FLUX OBSERVER BASED INDIRECT VECTOR CONTROL OF INDUCTION MOTOR DRIVE USING FUZZY LOGIC CONTROL
The indirect vector controlled inductor motor (IM) drive involves decoupling of the stator current into torque and flux producing components. This paper proposes the implementation of fuzzy logic control scheme applied to a two d-q current components model of an induction motor. A Fuzzy logic Controller is developed with the help of knowledge rule base for efficient and robust control. The performance of Fuzzy Logic Controller is compared with that of the PI controller with rotor flux observer in terms of the settling time and dynamic response to sudden load changes. The harmonic pattern of the output current is evaluated for both fixed gain proportional integral controller and the Fuzzy Logic based controller. The performance of the IM drive has been analyzed under steady state and transient conditions. Simulation results of both the controllers are presented for comparison
Function Approximation Using Probabilistic Fuzzy Systems
We consider function approximation by fuzzy systems. Fuzzy systems are typically used for approximating deterministic functions, in which the stochastic uncertainty is ignored. We propose probabilistic fuzzy systems i
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