1,203 research outputs found
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
Literature Review of the Recent Trends and Applications in various Fuzzy Rule based systems
Fuzzy rule based systems (FRBSs) is a rule-based system which uses linguistic
fuzzy variables as antecedents and consequent to represent human understandable
knowledge. They have been applied to various applications and areas throughout
the soft computing literature. However, FRBSs suffers from many drawbacks such
as uncertainty representation, high number of rules, interpretability loss,
high computational time for learning etc. To overcome these issues with FRBSs,
there exists many extensions of FRBSs. This paper presents an overview and
literature review of recent trends on various types and prominent areas of
fuzzy systems (FRBSs) namely genetic fuzzy system (GFS), hierarchical fuzzy
system (HFS), neuro fuzzy system (NFS), evolving fuzzy system (eFS), FRBSs for
big data, FRBSs for imbalanced data, interpretability in FRBSs and FRBSs which
use cluster centroids as fuzzy rules. The review is for years 2010-2021. This
paper also highlights important contributions, publication statistics and
current trends in the field. The paper also addresses several open research
areas which need further attention from the FRBSs research community.Comment: 49 pages, Accepted for publication in ijf
DCNFIS: Deep Convolutional Neuro-Fuzzy Inference System
A key challenge in eXplainable Artificial Intelligence is the well-known
tradeoff between the transparency of an algorithm (i.e., how easily a human can
directly understand the algorithm, as opposed to receiving a post-hoc
explanation), and its accuracy. We report on the design of a new deep network
that achieves improved transparency without sacrificing accuracy. We design a
deep convolutional neuro-fuzzy inference system (DCNFIS) by hybridizing fuzzy
logic and deep learning models and show that DCNFIS performs as accurately as
three existing convolutional neural networks on four well-known datasets. We
furthermore that DCNFIS outperforms state-of-the-art deep fuzzy systems. We
then exploit the transparency of fuzzy logic by deriving explanations, in the
form of saliency maps, from the fuzzy rules encoded in DCNFIS. We investigate
the properties of these explanations in greater depth using the Fashion-MNIST
dataset
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
 
MODELLING EXPECTATIONS WITH GENEFER- AN ARTIFICIAL INTELLIGENCE APPROACH
Economic modelling of financial markets means to model highly complex systems in which expectations can be the dominant driving forces. Therefore it is necessary to focus on how agents form their expectations. We believe that they look for patterns, hypothesize, try, make mistakes, learn and adapt. AgentsÆ bounded rationality leads us to a rule-based approach which we model using Fuzzy Rule-Bases. E. g. if a single agent believes the exchange rate is determined by a set of possible inputs and is asked to put their relationship in words his answer will probably reveal a fuzzy nature like: "IF the inflation rate in the EURO-Zone is low and the GDP growth rate is larger than in the US THEN the EURO will rise against the USD". æLowÆ and ælargerÆ are fuzzy terms which give a gradual linguistic meaning to crisp intervalls in the respective universes of discourse. In order to learn a Fuzzy Fuzzy Rule base from examples we introduce Genetic Algorithms and Artificial Neural Networks as learning operators. These examples can either be empirical data or originate from an economic simulation model. The software GENEFER (GEnetic NEural Fuzzy ExplorER) has been developed for designing such a Fuzzy Rule Base. The design process is modular and comprises Input Identification, Fuzzification, Rule-Base Generating and Rule-Base Tuning. The two latter steps make use of genetic and neural learning algorithms for optimizing the Fuzzy Rule-Base.
Actively Semi-Supervised Deep Rule-based Classifier Applied to Adverse Driving Scenarios
This paper presents an actively semi-supervised multi-layer neuro-fuzzy modeling method, ASSDRB, to classify different lighting conditions for driving scenes. ASSDRB is composed of a massively parallel ensemble of AnYa type 0-order fuzzy rules. It uses a recursive learning algorithm to update its structure when new data items are provided and, therefore, is able to cope with nonstationarities. Different lighting conditions for driving situations are considered in the analysis, which is used by self-driving cars as a safety mechanism. Differently from mainstream Deep Neural Networks approaches, the ASSDRB is able to learn from unseen data. Experiments on different lighting conditions for driving scenes, demonstrated that the deep neuro-fuzzy modeling is an efficient framework for these challenging classification tasks. Classification accuracy is higher than those produced by alternative machine learning methods. The number of algebraic calculations for the present method are significantly smaller and, therefore, the method is significantly faster than common Deep Neural Networks approaches. Moreover, DRB produced transparent AnYa fuzzy rules, which are human interpretable
Explainable parts-based concept modeling and reasoning
State-of-the-art artificial intelligence (AI) learning algorithms heavily rely on deep learning methods that exploit correlation between inputs and outputs. While effective, these methods typically provide little insight to the reasoning process used by the machine, which makes it difficult for human users to understand the process, trust the decisions made by the system, and control emergent behaviors in the system. One method to fix this is eXplainable AI (XAI), which aims to create algorithms that perform well while also providing explanations to users about the reasoning process to mitigate the problems outlined above. In this thesis, I focus on advancing the research around XAI techniques by introducing systems that provide explanations through the use of partsbased concept modeling and reasoning. Instead of correlating input to output, I correlate input to sub-parts or features of the overall concept being learned by the system. These features are used to model and reason about a concept using an explicitly defined structure. These structures provide explanations to the user by nature of how they are defined. Specifically, I introduce a shallow and deep Adaptive Neuro-Fuzzy Inference System (ANFIS) that can reason in noisy and uncertain contexts. ANFIS provides explanations in the form of learned rules that combine features to determine the overall output concept. I apply this system to real geospatial parts-based reasoning problems and evaluate the performance and explainability of the algorithm. I discover some drawbacks to the ANFIS system as traditionally defined due to dead and diminishing gradients. This leads me to focus on how to model parts-based concepts and their inherent uncertainty in other ways, namely through Spatially Attributed Relation Graphs (SARGs). I incorporate human feedback to refine the machine learning of concepts using SARGs. Finally, I present future directions for research to build on the progress presented in this thesis.Includes bibliographical references
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Constrained neuro fuzzy inference methodology for explainable personalised modelling with applications on gene expression data
Interpretable machine learning models for gene expression datasets are important for understanding the decision-making process of a classifier and gaining insights on the underlying molecular processes of genetic conditions. Interpretable models can potentially support early diagnosis before full disease manifestation. This is particularly important yet, challenging for mental health. We hypothesise this is due to extreme heterogeneity issues which may be overcome and explained by personalised modelling techniques. Thus far, most machine learning methods applied to gene expression datasets, including deep neural networks, lack personalised interpretability. This paper proposes a new methodology named personalised constrained neuro fuzzy inference (PCNFI) for learning personalised rules from high dimensional datasets which are structurally and semantically interpretable. Case studies on two mental health related datasets (schizophrenia and bipolar disorders) have shown that the relatively short and simple personalised fuzzy rules provided enhanced interpretability as well as better classification performance compared to other commonly used machine learning methods. Performance test on a cancer dataset also showed that PCNFI matches previous benchmarks. Insights from our approach also indicated the importance of two genes (ATRX and TSPAN2) as possible biomarkers for early differentiation of ultra-high risk, bipolar and healthy individuals. These genes are linked to cognitive ability and impulsive behaviour. Our findings suggest a significant starting point for further research into the biological role of cognitive and impulsivity-related differences. With potential applications across bio-medical research, the proposed PCNFI method is promising for diagnosis, prognosis, and the design of personalised treatment plans for better outcomes in the future
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