Fuzzy GMDH and its application to forecasting financial processes

This paper is devoted to the investigation and application of the fuzzy inductive modeling method known as Group Method of Data Handling (GMDH) in problems of Data Mining, in particularly its application to solving the forecasting tasks in financial sphere. The advantage of the inductive modeling method GMDH is a possibility of constructing an adequate model directly in the process of algorithm run. The generalization of GMDH in case of uncertainty — a new method fuzzy GMDH is described which enables to construct fuzzy models almost automatically. The algorithm of fuzzy GMDH is considered. Fuzzy GMDH with Gaussian and bell-wise membership functions MF are considered and their similarity with triangular MF is shown. Fuzzy GMDH with different partial descriptions orthogonal polynomials of Chebyshev and Fourier are considered. The problem of adaptation of fuzzy models obtained by FGMDH is considered and the corresponding adaptation algorithm is described. The extension and generalization of fuzzy GMDH in case of fuzzy inputs is considered and its properties are analyzed. The experimental investigations of the suggested FGMDH were carried out

Optimal seismic retrofitting of existing RC frames through soft-computing approaches

2016 - 2017Ph.D. Thesis proposes a Soft-Computing approach capable of supporting the engineer judgement in the selection and design of the cheapest solution for seismic retrofitting of existing RC framed structure. Chapter 1 points out the need for strengthening the existing buildings as one of the main way of decreasing economic and life losses as direct consequences of earthquake disasters. Moreover, it proposes a wide, but not-exhaustive, list of the most frequently observed deficiencies contributing to the vulnerability of concrete buildings. Chapter 2 collects the state of practice on seismic analysis methods for the assessment the safety of the existing buildings within the framework of a performancebased design. The most common approaches for modeling the material plasticity in the frame non-linear analysis are also reviewed. Chapter 3 presents a wide state of practice on the retrofitting strategies, intended as preventive measures aimed at mitigating the effect of a future earthquake by a) decreasing the seismic hazard demands; b) improving the dynamic characteristics supplied to the existing building. The chapter presents also a list of retrofitting systems, intended as technical interventions commonly classified into local intervention (also known “member-level” techniques) and global intervention (also called “structure-level” techniques) that might be used in synergistic combination to achieve the adopted strategy. In particular, the available approaches and the common criteria, respectively for selecting an optimum retrofit strategy and an optimal system are discussed. Chapter 4 highlights the usefulness of the Soft-Computing methods as efficient tools for providing “objective” answer in reasonable time for complex situation governed by approximation and imprecision. In particular, Chapter 4 collects the applications found in the scientific literature for Fuzzy Logic, Artificial Neural Network and Evolutionary Computing in the fields of structural and earthquake engineering with a taxonomic classification of the problems in modeling, simulation and optimization. Chapter 5 “translates” the search for the cheapest retrofitting system into a constrained optimization problem. To this end, the chapter includes a formulation of a novel procedure that assembles a numerical model for seismic assessment of framed structures within a Soft-Computing-driven optimization algorithm capable to minimize the objective function defined as the total initial cost of intervention. The main components required to assemble the procedure are described in the chapter: the optimization algorithm (Genetic Algorithm); the simulation framework (OpenSees); and the software environment (Matlab). Chapter 6 describes step-by-step the flow-chart of the proposed procedure and it focuses on the main implementation aspects and working details, ranging from a clever initialization of the population of candidate solutions up to a proposal of tuning procedure for the genetic parameters. Chapter 7 discusses numerical examples, where the Soft-Computing procedure is applied to the model of multi-storey RC frames obtained through simulated design. A total of fifteen “scenarios” are studied in order to assess its “robustness” to changes in input data. Finally, Chapter 8, on the base of the outcomes observed, summarizes the capabilities of the proposed procedure, yet highlighting its “limitations” at the current state of development. Some possible modifications are discussed to enhance its efficiency and completeness. [edited by author]XVI n.s