Optimized Fuzzy Backpropagation Neural Network using Genetic Algorithm for Predicting Indonesian Stock Exchange Composite Index

Investment activities in the capital market have the possibility to generate profits and at the same time also cause losses. The composite stock price index as an indicator used to determine investment continues to change over time. Uncertainty of stock exchange composite index requires investors to be able to make predictions so as to produce maximum profits. The aim of this study is to forecast the composite stock price index. The input variables used are Indonesia interest rates, rupiah exchange rates, Dow Jones index, and world gold prices. All data obtained in the period from January 2008 to March 2019. Data are used to build the Fuzzy Backpropagation Neural Network (FBPNN), model. The weight of FBPNN model was optimized using Genetic Algorithm then used to forecast the composite stock price index. The forecasting result of the composite stock price index for April to June 2019 respectively were 5822.6, 5826.8, and 5767.3 with the MAPE value of 8.42%. These results indicate that Indonesia interest rates, rupiah exchange rate, Dow Jones index, and the gold price are the proper indicators to predict the composite stock price index

Multi-objective evolutionary–fuzzy augmented flight control for an F16 aircraft

In this article, the multi-objective design of a fuzzy logic augmented flight controller for a high performance fighter jet (the Lockheed-Martin F16) is described. A fuzzy logic controller is designed and its membership functions tuned by genetic algorithms in order to design a roll, pitch, and yaw flight controller with enhanced manoeuverability which still retains safety critical operation when combined with a standard inner-loop stabilizing controller. The controller is assessed in terms of pilot effort and thus reduction of pilot fatigue. The controller is incorporated into a six degree of freedom motion base real-time flight simulator, and flight tested by a qualified pilot instructor

Development of FPGA based Standalone Tunable Fuzzy Logic Controllers

Soft computing techniques differ from conventional (hard) computing, in that unlike hard computing, it is tolerant of imprecision, uncertainty, partial truth, and approximation. In effect, the role model for soft computing is the human mind and its ability to address day-to-day problems. The principal constituents of Soft Computing (SC) are Fuzzy Logic (FL), Evolutionary Computation (EC), Machine Learning (ML) and Artificial Neural Networks (ANNs). This thesis presents a generic hardware architecture for type-I and type-II standalone tunable Fuzzy Logic Controllers (FLCs) in Field Programmable Gate Array (FPGA). The designed FLC system can be remotely configured or tuned according to expert operated knowledge and deployed in different applications to replace traditional Proportional Integral Derivative (PID) controllers. This re-configurability is added as a feature to existing FLCs in literature. The FLC parameters which are needed for tuning purpose are mainly input range, output range, number of inputs, number of outputs, the parameters of the membership functions like slope and center points, and an If-Else rule base for the fuzzy inference process. Online tuning enables users to change these FLC parameters in real-time and eliminate repeated hardware programming whenever there is a need to change. Realization of these systems in real-time is difficult as the computational complexity increases exponentially with an increase in the number of inputs. Hence, the challenge lies in reducing the rule base significantly such that the inference time and the throughput time is perceivable for real-time applications. To achieve these objectives, Modified Rule Active 2 Overlap Membership Function (MRA2-OMF), Modified Rule Active 3 Overlap Membership Function (MRA3-OMF), Modified Rule Active 4 Overlap Membership Function (MRA4-OMF), and Genetic Algorithm (GA) base rule optimization methods are proposed and implemented. These methods reduce the effective rules without compromising system accuracy and improve the cycle time in terms of Fuzzy Logic Inferences Per Second (FLIPS). In the proposed system architecture, the FLC is segmented into three independent modules, fuzzifier, inference engine with rule base, and defuzzifier. Fuzzy systems employ fuzzifier to convert the real world crisp input into the fuzzy output. In type 2 fuzzy systems there are two fuzzifications happen simultaneously from upper and lower membership functions (UMF and LMF) with subtractions and divisions. Non-restoring, very high radix, and newton raphson approximation are most widely used division algorithms in hardware implementations. However, these prevalent methods have a cost of more latency. In order to overcome this problem, a successive approximation division algorithm based type 2 fuzzifier is introduced. It has been observed that successive approximation based fuzzifier computation is faster than the other type 2 fuzzifier. A hardware-software co-design is established on Virtex 5 LX110T FPGA board. The MATLAB Graphical User Interface (GUI) acquires the fuzzy (type 1 or type 2) parameters from users and a Universal Asynchronous Receiver/Transmitter (UART) is dedicated to data communication between the hardware and the fuzzy toolbox. This GUI is provided to initiate control, input, rule transfer, and then to observe the crisp output on the computer. A proposed method which can support canonical fuzzy IF-THEN rules, which includes special cases of the fuzzy rule base is included in Digital Fuzzy Logic Controller (DFLC) architecture. For this purpose, a mealy state machine is incorporated into the design. The proposed FLCs are implemented on Xilinx Virtex-5 LX110T. DFLC peripheral integration with Micro-Blaze (MB) processor through Processor Logic Bus (PLB) is established for Intellectual Property (IP) core validation. The performance of the proposed systems are compared to Fuzzy Toolbox of MATLAB. Analysis of these designs is carried out by using Hardware-In-Loop (HIL) test to control various plant models in MATLAB/Simulink environments

Spline network modeling and fault classification of a heating ventilation and air-conditioning system

A spline network, that is an alternative to artificial neural networks, is introduced in this dissertation. This network has an input layer, a single hidden layer, and an output layer. Spline basis functions, with small support, are used as the activation functions. The network is used to model the steady state operation of a complex Heating Ventilation and Air-conditioning (HVAC) system. Real data was used to train the spline network. A neural network was also trained on the same set of data. Based on the training process, it is possible to conclude that when compared to artificial neural networks, the spline network is much faster to train, needed fewer input-output pairs, and had no convergence problems. The weights of the spline network are obtained by solving a set of linear equations;The spline network model of the HVAC system is used to detect faulty operation of the actual system. Once abnormal operation of the system is monitored, a fuzzy neural network is used to locate the faulty component. The fuzzy neural network is trained on data obtained by simulating fault scenarios. This network minimizes ambiguities at decision boundaries. The results of fault classification are presented in the dissertation

Modelling and predictive control of a drum-type boiler

Boilers generate steam continuously and on a large scale. Controlling the boiler process is extremely difficult - it is a highly nonlinear process, its dynamics vary with load and it is strongly multivariable. It is also inherently unstable due to the integrator effect of the drum. In addition, boilers are commonly used in situations where the load can change suddenly and without prior warning. Traditionally, boilers have been controlled by Single-Input, Single-Output (SISO) Proportional plus Integral (PI) controllers. This strategy does not take into account the interaction of the controlled variables or the effect of load on boiler dynamics. This work investigates whether boiler control can be improved by applying multivariable or nonlinear predictive control strategies. Predictive control is a model-based control strategy which is chosen for its ability to handle nonlinear, constrained and multivariable systems. Two nonlinear controllers are developed - a fuzzified linear predictive controller which is based upon several linearised models of the plant and and a nonlinear predictive controller, based upon a single nonlinear plant model. These controllers are compared both with each other and with the conventional PI control strategy. A detailed first-principles model of the boiler is developed for this work. This is used to simulate a boiler plant for controller testing. It is also used to derive a linear state-space model for the linear predictive controller. The nonlinear predictive controllers uses a neural network model

Control Design and Performance Analysis for Autonomous Formation Flight Experimentss

Autonomous Formation Flight is a key approach for reducing greenhouse gas emissions and managing traffic in future high density airspace. Unmanned Aerial Vehicles (UAV\u27s) have made it possible for the physical demonstration and validation of autonomous formation flight concepts inexpensively and eliminates the flight risk to human pilots. This thesis discusses the design, implementation, and flight testing of three different formation flight control methods, Proportional Integral and Derivative (PID); Fuzzy Logic (FL); and NonLinear Dynamic Inversion (NLDI), and their respective performance behavior. Experimental results show achievable autonomous formation flight and performance quality with a pair of low-cost unmanned research fixed wing aircraft and also with a solo vertical takeoff and landing (VTOL) quadrotor

Koneoppimiskehys petrokemianteollisuuden sovelluksille

Machine learning has many potentially useful applications in process industry, for example in process monitoring and control. Continuously accumulating process data and the recent development in software and hardware that enable more advanced machine learning, are fulfilling the prerequisites of developing and deploying process automation integrated machine learning applications which improve existing functionalities or even implement artificial intelligence. In this master's thesis, a framework is designed and implemented on a proof-of-concept level, to enable easy acquisition of process data to be used with modern machine learning libraries, and to also enable scalable online deployment of the trained models. The literature part of the thesis concentrates on studying the current state and approaches for digital advisory systems for process operators, as a potential application to be developed on the machine learning framework. The literature study shows that the approaches for process operators' decision support tools have shifted from rule-based and knowledge-based methods to machine learning. However, no standard methods can be concluded, and most of the use cases are quite application-specific. In the developed machine learning framework, both commercial software and open source components with permissive licenses are used. Data is acquired over OPC UA and then processed in Python, which is currently almost the de facto standard language in data analytics. Microservice architecture with containerization is used in the online deployment, and in a qualitative evaluation, it proved to be a versatile and functional solution.Koneoppimisella voidaan osoittaa olevan useita hyödyllisiä käyttökohteita prosessiteollisuudessa, esimerkiksi prosessinohjaukseen liittyvissä sovelluksissa. Jatkuvasti kerääntyvä prosessidata ja toisaalta koneoppimiseen soveltuvien ohjelmistojen sekä myös laitteistojen viimeaikainen kehitys johtavat tilanteeseen, jossa prosessiautomaatioon liitettyjen koneoppimissovellusten avulla on mahdollista parantaa nykyisiä toiminnallisuuksia tai jopa toteuttaa tekoälysovelluksia. Tässä diplomityössä suunniteltiin ja toteutettiin prototyypin tasolla koneoppimiskehys, jonka avulla on helppo käyttää prosessidataa yhdessä nykyaikaisten koneoppimiskirjastojen kanssa. Kehys mahdollistaa myös koneopittujen mallien skaalautuvan käyttöönoton. Diplomityön kirjallisuusosa keskittyy prosessioperaattoreille tarkoitettujen digitaalisten avustajajärjestelmien nykytilaan ja toteutustapoihin, avustajajärjestelmän tai sen päätöstukijärjestelmän ollessa yksi mahdollinen koneoppimiskehyksen päälle rakennettava ohjelma. Kirjallisuustutkimuksen mukaan prosessioperaattorin päätöstukijärjestelmien taustalla olevat menetelmät ovat yhä useammin koneoppimiseen perustuvia, aiempien sääntö- ja tietämyskantoihin perustuvien menetelmien sijasta. Selkeitä yhdenmukaisia lähestymistapoja ei kuitenkaan ole helposti pääteltävissä kirjallisuuden perusteella. Lisäksi useimmat tapausesimerkit ovat sovellettavissa vain kyseisissä erikoistapauksissa. Kehitetyssä koneoppimiskehyksessä on käytetty sekä kaupallisia että avoimen lähdekoodin komponentteja. Prosessidata haetaan OPC UA -protokollan avulla, ja sitä on mahdollista käsitellä Python-kielellä, josta on muodostunut lähes de facto -standardi data-analytiikassa. Kehyksen käyttöönottokomponentit perustuvat mikropalveluarkkitehtuuriin ja konttiteknologiaan, jotka osoittautuivat laadullisessa testauksessa monipuoliseksi ja toimivaksi toteutustavaksi

Control Design and Performance Analysis for Autonomous Formation Flight Experiments

Autonomous Formation Flight is a key approach for reducing greenhouse gas emissions and managing traffic in future high density airspace. Unmanned Aerial Vehicles (UAV’s) have made it possible for the physical demonstration and validation of autonomous formation flight concepts inexpensively and eliminates the flight risk to human pilots. This thesis discusses the design, implementation, and flight testing of three different formation flight control methods, Proportional Integral and Derivative (PID); Fuzzy Logic (FL); and NonLinear Dynamic Inversion (NLDI), and their respective performance behavior. Experimental results show achievable autonomous formation flight and performance quality with a pair of low-cost unmanned research fixed wing aircraft and also with a solo vertical takeoff and landing (VTOL) quadrotor

Accuracy and complexity evaluation of defuzzification strategies for the discretised interval type-2 fuzzy set.

Other research group involved: Centre for Computational Intelligence (CCI).The work reported in this paper addresses the challenge of the efficient and accurate defuzzification of discretised interval type-2 fuzzy sets. The exhaustive method of defuzzification for type-2 fuzzy sets is extremely slow, owing to its enormous computational complexity. Several approximate methods have been devised in response to this bottleneck. In this paper we survey four alternative strategies for defuzzifying an interval type-2 fuzzy set: 1. The Karnik-Mendel Iterative Procedure, 2. the Wu-Mendel Approximation, 3. the Greenfield-Chiclana Collapsing Defuzzifier, and 4. the Nie-Tan Method. We evaluated the different methods experimentally for accuracy, by means of a comparative study using six representative test sets with varied characteristics, using the exhaustive method as the standard. A preliminary ranking of the methods was achieved using a multi-criteria decision making methodology based on the assignment of weights according to performance. The ranking produced, in order of decreasing accuracy, is 1. the Collapsing Defuzzifier, 2. the Nie-Tan Method, 3. the Karnik-Mendel Iterative Procedure, and 4. the Wu-Mendel Approximation. Following that, a more rigorous analysis was undertaken by means of the Wilcoxon Nonparametric Test, in order to validate the preliminary test conclusions. It was found that there was no evidence of a significant difference between the accuracy of the Collapsing and Nie-Tan Methods, and between that of the Karnik-Mendel Iterative Procedure and the Wu-Mendel Approximation. However, there was evidence to suggest that the collapsing and Nie-Tan Methods are more accurate than the Karnik-Mendel Iterative Procedure and the Wu-Mendel Approximation. In relation to efficiency, each method’s computational complexity was analysed, resulting in a ranking (from least computationally complex to most computationally complex) as follows: 1. the Nie-Tan Method, 2. the Karnik-Mendel Iterative Procedure (lowest complexity possible), 3. the Greenfield-Chiclana Collapsing Defuzzifier, 4. the Karnik-Mendel Iterative Procedure (highest complexity possible), and 5. the Wu-Mendel Approximation

Hybrid genetic algorithms in agent-based artificial market model for simulating fan tokens trading

In recent years cryptographic tokens have gained popularity as they can be used as a form of emerging alter- native financing and as a means of building platforms. The token markets innovate quickly through technology and decentralization, and they are constantly changing, and they have a high risk. Negotiation strategies must therefore be suited to these new circumstances. The genetic algorithm offers a very appropriate approach to resolving these complex issues. However, very little is known about genetic algorithm methods in cryptographic tokens. Accordingly, this paper presents a case study of the simulation of Fan Tokens trading by implementing selected best trading rule sets by a genetic algorithm that simulates a negotiation system through the Monte Carlo method. We have applied Adaptive Boosting and Genetic Algorithms, Deep Learning Neural Network-Genetic Algorithms, Adaptive Genetic Algorithms with Fuzzy Logic, and Quantum Genetic Algorithm techniques. The period selected is from December 1, 2021 to August 25, 2022, and we have used data from the Fan Tokens of Paris Saint-Germain, Manchester City, and Barcelona, leaders in the market. Our results conclude that the Hybrid and Quantum Genetic algorithm display a good execution during the training and testing period. Our study has a major impact on the current decentralized markets and future business opportunitiesThis research was funded by the Universitat de Barcelona, under the grant UB-AE-AS017634