Global Optimization strategies for two-mode clustering

Two-mode clustering is a relatively new form of clustering that clusters both rows and columns of a data matrix. To do so, a criterion similar to k-means is optimized. However, it is still unclear which optimization method should be used to perform two-mode clustering, as various methods may lead to non-global optima. This paper reviews and compares several optimization methods for two-mode clustering. Several known algorithms are discussed and a new, fuzzy algorithm is introduced. The meta-heuristics Multistart, Simulated Annealing, and Tabu Search are used in combination with these algorithms. The new, fuzzy algorithm is based on the fuzzy c-means algorithm of Bezdek (1981) and the Fuzzy Steps approach to avoid local minima of Heiser and Groenen (1997) and Groenen and Jajuga (2001). The performance of all methods is compared in a large simulation study. It is found that using a Multistart meta-heuristic in combination with a two-mode k-means algorithm or the fuzzy algorithm often gives the best results. Finally, an empirical data set is used to give a practical example of two-mode clustering.algorithms;fuzzy clustering;multistart;simulated annealing;simulation;tabu search;two-mode clustering

A novel two – factor high order fuzzy time series with applications to temperature and futures exchange forecasting

High order fuzzy time series forecasting methods are more suitable than first order fuzzy time series forecasting methods in dealing with linguistic values. However, existing high order methods lack persuasiveness in dealing objectively with multiple – factor fuzzy time series, recurrent number of fuzzy relationships, and assigning weights to elements of fuzzy forecasting rules. In this paper, a novel two – factor high – order fuzzy time series forecasting method based on fuzzy C-means clustering and particle swarm optimization is proposed to resolve these drawbacks. Fuzzy C-means clustering is utilized in the fuzzification phase to objectively partition the universe of discourse and enable processing of multiple factors. Then, particle swarm optimization is utilized to assign optimal weights to elements of fuzzy forecasting rules. Daily average temperatures of Taipei and Taiwan Futures Exchange (TAIFEX) are used as benchmark data. Average forecasting error performance of 0.85% was obtained for Taipei Temperature forecast. Mean squared error performance of 199.57 was obtained for Taiwan Futures Exchange forecast. The forecasting results showed that the proposed method has higher forecasting performance than other existing methods.Keywords: fuzzy time series, fuzzy c-mean clustering, particle swarm optimization, forecasting, fuzzy relationship

A Hybrid Fuzzy Time Series Technique for Forecasting Univariate Data

In this paper a hybrid forecasting technique that integrates Cat Swarm optimization Clustering (CSO-C) and Particle Swarm Optimization (PSO) with Fuzzy Time Series (FTS) forecasting is presented. In the three stages of FTS, CSO-C found application at the fuzzification module where its efficient capability in terms of data classification was utilized to neutrally divide the universe of discourse into unequal parts. Then, disambiguated fuzzy relationships were obtained using Fuzzy Set Group (FSG). In the final stage, PSO was adopted for optimization; by tuning weights assigned to fuzzy sets in a rule. This rule is a fuzzy logical relationship induced from FSG. The forecasting results showed that the proposed method outperformed other existing methods; using RMSE and MAPE as performance metrics.            

Fuzzy clustering of univariate and multivariate time series by genetic multiobjective optimization

Given a set of time series, it is of interest to discover subsets that share similar properties. For instance, this may be useful for identifying and estimating a single model that may fit conveniently several time series, instead of performing the usual identification and estimation steps for each one. On the other hand time series in the same cluster are related with respect to the measures assumed for cluster analysis and are suitable for building multivariate time series models. Though many approaches to clustering time series exist, in this view the most effective method seems to have to rely on choosing some features relevant for the problem at hand and seeking for clusters according to their measurements, for instance the autoregressive coe±cients, spectral measures or the eigenvectors of the covariance matrix. Some new indexes based on goodnessof-fit criteria will be proposed in this paper for fuzzy clustering of multivariate time series. A general purpose fuzzy clustering algorithm may be used to estimate the proper cluster structure according to some internal criteria of cluster validity. Such indexes are known to measure actually definite often conflicting cluster properties, compactness or connectedness, for instance, or distribution, orientation, size and shape. It is argued that the multiobjective optimization supported by genetic algorithms is a most effective choice in such a di±cult context. In this paper we use the Xie-Beni index and the C-means functional as objective functions to evaluate the cluster validity in a multiobjective optimization framework. The concept of Pareto optimality in multiobjective genetic algorithms is used to evolve a set of potential solutions towards a set of optimal non-dominated solutions. Genetic algorithms are well suited for implementing di±cult optimization problems where objective functions do not usually have good mathematical properties such as continuity, differentiability or convexity. In addition the genetic algorithms, as population based methods, may yield a complete Pareto front at each step of the iterative evolutionary procedure. The method is illustrated by means of a set of real data and an artificial multivariate time series data set.Fuzzy clustering, Internal criteria of cluster validity, Genetic algorithms, Multiobjective optimization, Time series, Pareto optimality

An immune algorithm based fuzzy predictive modeling mechanism using variable length coding and multi-objective optimization allied to engineering materials processing

In this paper, a systematic multi-objective fuzzy modeling approach is proposed, which can be regarded as a three-stage modeling procedure. In the first stage, an evolutionary based clustering algorithm is developed to extract an initial fuzzy rule base from the data. Based on this model, a back-propagation algorithm with momentum terms is used to refine the initial fuzzy model. The refined model is then used to seed the initial population of an immune inspired multi-objective optimization algorithm in the third stage to obtain a set of fuzzy models with improved transparency. To tackle the problem of simultaneously optimizing the structure and parameters, a variable length coding scheme is adopted to improve the efficiency of the search. The proposed modeling approach is applied to a real data set from the steel industry. Results show that the proposed approach is capable of eliciting not only accurate but also transparent fuzzy models