Flexible wavelet-neuro-fuzzy neuron in dynamic data mining tasks

Запропоновано нову гнучку модифікацію нео-фаззі нейрону та алгоритм навчання усіх параметрів. Запропонований алгоритм навчання дає змогу налаштувати не тільки синаптичні ваги, але й параметри функцій активації-приналежності та її форми, що дає змогу уникнути виникнення «дірок» у вхідному просторі. Запропонований алгоритм навчання має як фільтруючі, так і властивості слідкування, таким чином гнучкий нео-фаззі нейрон може використовуватися для вирішення задач прогнозування, фільтрації та згладжування нестаціонарних стохастичних и хаотичних послідовностей. Перевагами запропонованого підходу є простота обчислення у порівняні з відомими алгоритмами навчання гібридних вейвлет-нейро-фаззі-систем обчислювального інтелекту.Предлагается новая гибкая модификация нео-фаззи нейрона и алгоритм обучения всех его параметров. Предложенный алгоритм обучения позволяет настраивать не только синаптические веса, но и параметры функций активации-принадлежности и ее формы, что позволяет избежать возникновения «дырок» во входном пространстве. Предложенный алгоритм обучения обладает как фильтрующими, так и следящими свойствами, таким образом гибкий нео-фаззи нейрон может использоваться для решения задач прогнозирования, фильтрации и сглаживания нестационарных и хаотических последовательностей. Преимуществом предложенного подхода являются вычислительная простота в сравнении с известными алгоритмами обучения гибридных вэйвлет-нейро-фззи систем вычислительного интеллекта.A new flexible modification of neo-fuzzy neuron (FNFN) and adaptive learning algorithms for the tuning of its all parameters are proposed in the paper. The algorithms are interesting in that they provide on-line tuning of not only the synaptic weights and membership functions parameters, but also forms of these functions, that provide improving approximation properties and allow to avoid the occurrence of ”gaps” in space of inputs. The proposed algorithms have both the tracking and filtering properties, so the FNFN can be effectively used for prediction, filtering and smoothing of non-stationary stochastic and chaotic sequences. A special feature of the proposed approach is its computational simplicity in comparison with known learning procedures for hybrid wavelet-neuro-fuzzy systems of computational intelligence

Fuzzy jump wavelet neural network based on rule induction for dynamic nonlinear system identification with real data applications

Aim Fuzzy wavelet neural network (FWNN) has proven to be a promising strategy in the identification of nonlinear systems. The network considers both global and local properties, deals with imprecision present in sensory data, leading to desired precisions. In this paper, we proposed a new FWNN model nominated “Fuzzy Jump Wavelet Neural Network” (FJWNN) for identifying dynamic nonlinear-linear systems, especially in practical applications. Methods The proposed FJWNN is a fuzzy neural network model of the Takagi-Sugeno-Kang type whose consequent part of fuzzy rules is a linear combination of input regressors and dominant wavelet neurons as a sub-jump wavelet neural network. Each fuzzy rule can locally model both linear and nonlinear properties of a system. The linear relationship between the inputs and the output is learned by neurons with linear activation functions, whereas the nonlinear relationship is locally modeled by wavelet neurons. Orthogonal least square (OLS) method and genetic algorithm (GA) are respectively used to purify the wavelets for each sub-JWNN. In this paper, fuzzy rule induction improves the structure of the proposed model leading to less fuzzy rules, inputs of each fuzzy rule and model parameters. The real-world gas furnace and the real electromyographic (EMG) signal modeling problem are employed in our study. In the same vein, piecewise single variable function approximation, nonlinear dynamic system modeling, and Mackey–Glass time series prediction, ratify this method superiority. The proposed FJWNN model is compared with the state-of-the-art models based on some performance indices such as RMSE, RRSE, Rel ERR%, and VAF%. Results The proposed FJWNN model yielded the following results: RRSE (mean±std) of 10e-5±6e-5 for piecewise single-variable function approximation, RMSE (mean±std) of 2.6–4±2.6e-4 for the first nonlinear dynamic system modelling, RRSE (mean±std) of 1.59e-3±0.42e-3 for Mackey–Glass time series prediction, RMSE of 0.3421 for gas furnace modelling and VAF% (mean±std) of 98.24±0.71 for the EMG modelling of all trial signals, indicating a significant enhancement over previous methods. Conclusions The FJWNN demonstrated promising accuracy and generalization while moderating network complexity. This improvement is due to applying main useful wavelets in combination with linear regressors and using fuzzy rule induction. Compared to the state-of-the-art models, the proposed FJWNN yielded better performance and, therefore, can be considered a novel tool for nonlinear system identificationPeer ReviewedPostprint (published version

Application of neuro-fuzzy methods for stock market forecasting: a systematic review

Predicting stock prices is a challenging task owing to the market's chaos and uncertainty. Methods based on traditional approaches are unable to provide a solution to the market predictability issue. Thus, contemporary models using accurate neuro-fuzzy systems are found to be the most effective approach to tackling the problem. However, the existing literature lacks a detailed survey of the application of neuro-fuzzy techniques for stock market prediction. This paper presents a systematic literature review of the use of neuro-fuzzy systems for predicting stock market prices and trends.  On this basis, articles issued in various reputed international journals from 2000 to July 2022 were examined, 11 duplicates and 4 non-exclusive articles were removed and, as consequent, 24 eligible studies were retrieved for inclusion. Thus, analysis and discussions were based on two major viewpoints: predictor techniques and accuracy metrics. The review reveals that the researchers, based on their knowledge and research interests, applied a diverse neuro-fuzzy technique and shown stronger preference for certain neuro-fuzzy methods, such as ANFIS. To draw conclusions about the model performance, researchers chose different statistical and non-statistical metrics according to the technique used. It was finally observed that neuro-fuzzy approaches outperform, within its limits, conventional methods. However, each has its own set of constraints regarding the challenges involved in putting it into practice. The complexity of the presented approaches is the most significant potential obstacle that they face. Therefore, stock market prediction is a difficult undertaking, and multiple elements should be considered for accurate prediction. Yet, despite the subject's prominence, there are still promising new frontiers to explore and develop. Keywords: Fuzzy logic, Artificial neural network, Neuro-fuzzy, stock market forecasting JEL Classification: F37 Paper type: Theoretical Research  Predicting stock prices is a challenging task owing to the market's chaos and uncertainty. Methods based on traditional approaches are unable to provide a solution to the market predictability issue. Thus, contemporary models using accurate neuro-fuzzy systems are found to be the most effective approach to tackling the problem. However, the existing literature lacks a detailed survey of the application of neuro-fuzzy techniques for stock market prediction. This paper presents a systematic literature review of the use of neuro-fuzzy systems for predicting stock market prices and trends.  On this basis, articles issued in various reputed international journals from 2000 to July 2022 were examined, 11 duplicates and 4 non-exclusive articles were removed and, as consequent, 24 eligible studies were retrieved for inclusion. Thus, analysis and discussions were based on two major viewpoints: predictor techniques and accuracy metrics. The review reveals that the researchers, based on their knowledge and research interests, applied a diverse neuro-fuzzy technique and shown stronger preference for certain neuro-fuzzy methods, such as ANFIS. To draw conclusions about the model performance, researchers chose different statistical and non-statistical metrics according to the technique used. It was finally observed that neuro-fuzzy approaches outperform, within its limits, conventional methods. However, each has its own set of constraints regarding the challenges involved in putting it into practice. The complexity of the presented approaches is the most significant potential obstacle that they face. Therefore, stock market prediction is a difficult undertaking, and multiple elements should be considered for accurate prediction. Yet, despite the subject's prominence, there are still promising new frontiers to explore and develop. Keywords: Fuzzy logic, Artificial neural network, Neuro-fuzzy, stock market forecasting JEL Classification: F37 Paper type: Theoretical Research &nbsp

Wavelet discrete transform, ANFIS and linear regression for short-term time series prediction of air temperature

This paper investigates the ability of Discrete Wavelet Transform and Adaptive Network-Based Fuzzy Inference System in time-series data modeling of weather parameters. Plotting predicted data results on Linear Regression is used as the baseline of the statistical model. Data were tested in every 10 minutes interval on weather station of Bungus port in Padang, Indonesia. Mean absolute errors (MAE), the coefficient of determination (R2), Pearson correlation coefficient (r) and root mean squared error (RMSE) are used as performance indicators. The result of Plotting ANFIS data against linear regression using 1-input data is the optimal values combination of output predictions

Short-term electricity prices forecasting in a competitive market by a hybrid PSO-ANFIS approach

In this paper, a novel hybrid approach is proposed for electricity prices forecasting in a competitive market, considering a time horizon of one week. The proposed approach is based on the combination of particle swarm optimization and adaptive-network based fuzzy inference system. Results from a case study based on the electricity market of mainland Spain are presented. A thorough comparison is carried out, taking into account the results of previous publications, to demonstrate its effectiveness regarding forecasting accuracy and computation time. Finally, conclusions are duly drawn. © 2011 Elsevier Ltd. All rights reserved

Application of particle swarm optimization with ANFIS model for double scroll chaotic system

The predictions for the original chaos patterns can be used to correct the distorted chaos pattern which has changed due to any changes whether from undesired disturbance or additional information which can hide under chaos pattern. This information can be recovered when the original chaos pattern is predicted. But unpredictability is most features of chaos, and time series prediction can be used based on the collection of past observations of a variable and analysis it to obtain the underlying relationships and then extrapolate future time series. The additional information often prunes away by several techniques. This paper shows how the chaotic time series prediction is difficult and distort even if Neuro-Fuzzy such as Adaptive Neural Fuzzy Inference System (ANFIS) is used under any disturbance. The paper combined particle swarm (PSO) and (ANFIS) to exam the prediction model and predict the original chaos patterns which comes from the double scroll circuit. Changes in the bias of the nonlinear resistor were used as a disturbance. The predicted chaotic data is compared with data from the chaotic circuit

Wavelet LSTM for Fault Forecasting in Electrical Power Grids

An electric power distribution utility is responsible for providing energy to consumers in a continuous and stable way. Failures in the electrical power system reduce the reliability indexes of the grid, directly harming its performance. For this reason, there is a need for failure prediction to reestablish power in the shortest possible time. Considering an evaluation of the number of failures over time, this paper proposes performing failure prediction during the first year of the pandemic in Brazil (2020) to verify the feasibility of using time series forecasting models for fault prediction. The long short-term memory (LSTM) model will be evaluated to obtain a forecast result that an electric power utility can use to organize maintenance teams. The wavelet transform has shown itself to be promising in improving the predictive ability of LSTM, making the wavelet LSTM model suitable for the study at hand. The assessments show that the proposed approach has better results regarding the error in prediction and has robustness when statistical analysis is performed.N/

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

Hybrid learning for interval type-2 intuitionistic fuzzy logic systems as applied to identification and prediction problems

This paper presents a novel application of a hybrid learning approach to the optimisation of membership and non-membership functions of a newly developed interval type-2 intuitionistic fuzzy logic system (IT2 IFLS) of a Takagi-Sugeno-Kang (TSK) fuzzy inference system with neural network learning capability. The hybrid algorithms consisting of decou- pled extended Kalman filter (DEKF) and gradient descent (GD) are used to tune the parameters of the IT2 IFLS for the first time. The DEKF is used to tune the consequent parameters in the forward pass while the GD method is used to tune the antecedents parts during the backward pass of the hybrid learning. The hybrid algorithm is described and evaluated, prediction and identification results together with the runtime are compared with similar existing studies in the literature. Performance comparison is made between the proposed hybrid learning model of IT2 IFLS, a TSK-type-1 intuitionistic fuzzy logic system (IFLS-TSK) and a TSK-type interval type-2 fuzzy logic system (IT2 FLS-TSK) on two instances of the datasets under investigation. The empirical comparison is made on the designed systems using three artificially generated datasets and three real world datasets. Analysis of results reveal that IT2 IFLS outperforms its type-1 variants, IT2 FLS and most of the existing models in the literature. Moreover, the minimal run time of the proposed hybrid learning model for IT2 IFLS also puts this model forward as a good candidate for application in real time systems