A Fuzzy-Random Extension of the Lee-Carter Mortality Prediction Model

The Lee-Carter model is a useful dynamic stochastic model to represent the evolution of central mortality rates throughout time. This model only considers the uncertainty about the coefficient related to the mortality trend over time but not to the age-dependent coefficients. This paper proposes a fuzzy-random extension of the Lee-Carter model that allows quantifying the uncertainty of both kinds of parameters. As it is commonplace in actuarial literature, the variability of the time-dependent index is modeled as an ARIMA time series. Likewise, the uncertainty of the age-dependent coefficients is also quantified, but by using triangular fuzzy numbers. The consideration of this last hypothesis requires developing and solving a fuzzy regression model. Once the fuzzy-random extension has been introduced, it is also shown how to obtain some variables linked with central mortality rates such as death probabilities or life expectancies by using fuzzy numbers arithmetic. It is simultaneously shown the applicability of our developments with data of Spanish male population in the period 1970-2012. Finally, we make a comparative assessment of our method with alternative Lee-Carter model estimates on 16 Western Europe populations

Fuzzy Markovian Bonus-Malus Systems in Non-Life Insurance

Markov chains (MCs) are widely used to model a great deal of financial and actuarial problems. Likewise, they are also used in many other fields ranging from economics, management, agricultural sciences, engineering or informatics to medicine. This paper focuses on the use of MCs for the design of non-life bonus-malus systems (BMSs). It proposes quantifying the uncertainty of transition probabilities in BMSs by using fuzzy numbers (FNs). To do so, Fuzzy MCs (FMCs) as defined by Buckley and Eslami in 2002 are used, thus giving rise to the concept of Fuzzy BMSs (FBMSs). More concretely, we describe in detail the common BMS where the number of claims follows a Poisson distribution under the hypothesis that its characteristic parameter is not a real but a triangular FN (TFN). Moreover, we reflect on how to fit that parameter by using several fuzzy data analysis tools and discuss the goodness of triangular approximates to fuzzy transition probabilities, the fuzzy stationary state, and the fuzzy mean asymptotic premium. The use of FMCs in a BMS allows obtaining not only point estimates of all these variables, but also a structured set of their possible values whose reliability is given by means of a possibility measure. Although our analysis is circumscribed to non-life insurance, all of its findings can easily be extended to any of the abovementioned fields with slight modifications.University of Barcelon

A stepwise based fuzzy regression procedure for developing customer preference models in new product development

Fuzzy regression methods have commonly been used to develop consumer preferences models which correlate the engineering characteristics with consumer preferences regarding a new product; the consumer preference models provide a platform whereby product developers can decide the engineering characteristics in order to satisfy consumer preferences prior to developing the products. Recent research shows that these fuzzy regression methods are commonly used to model customer preferences. However, these approaches have a common limitation in that they do not investigate the appropriate polynomial structure which includes significant regressors with only significant engineering characteristics; also, they cannot generate interaction or high-order regressors in the models. The inclusion of insignificant regressors is not an effective approach when developing the models. Exclusion of significant regressors may affect the generalization capability of the consumer preference models. In this paper, a novel fuzzy modelling method is proposed, namely fuzzy stepwise regression (F-SR), in order to develop a customer preference model which is structured with an appropriate polynomial which includes only significant regressors.Based on the appropriate polynomial structure, the fuzzy coefficients are determined using the fuzzy least square regression. The developed fuzzy regression model attempts to obtain a better generalization capability using a smaller number of regressors. The effectiveness of the F-SR is evaluated based on two design problems, namely a tea maker design and a solder paste dispenser design. Results show that better generalization capabilities can be obtained compared with the fuzzy regression methods commonly-used for new product development. Also, smaller-scale consumer preference models with fewer engineering characteristics can be obtained. Hence, a simpler and more effective product development platform can be provided

Fuzzy Regression for Perceptual Image Quality Assessment

Subjective image quality assessment (IQA) is fundamentally important in various image processing applications such as image/video compression and image reconstruction, since it directly indicates the actual human perception of an image. However, fuzziness due to human judgment is neglected in current methodologies for predicting subjective IQA, where the fuzziness indicates assessment uncertainty. In this article, we propose a fuzzy regression method that accounts for fuzziness introduced through human judgment and the limitations of widely-used psychometric quality scales. We demonstrate how fuzzy regression models provide fuzziness information regarding subjective IQA. We benchmark the fuzzy regression method against the commonly used explicit modeling method for subjective IQA namely statistical regression by considering three real situations involving subjective image quality experiments where: (a) the number of participants is insufficient; (b) an insufficient amount of data is used for modelling; and (c) variant fuzziness is caused by human judgment. Results indicate that fuzzy regression models achieve more effective data fitting and better generalization capability when predicting subjective IQA under different types and levels of image distortion

MECHANICAL ENERGY HARVESTER FOR POWERING RFID SYSTEMS COMPONENTS: MODELING, ANALYSIS, OPTIMIZATION AND DESIGN

Finding alternative power sources has been an important topic of study worldwide. It is vital to find substitutes for finite fossil fuels. Such substitutes may be termed renewable energy sources and infinite supplies. Such limitless sources are derived from ambient energy like wind energy, solar energy, sea waves energy; on the other hand, smart cities megaprojects have been receiving enormous amounts of funding to transition our lives into smart lives. Smart cities heavily rely on smart devices and electronics, which utilize small amounts of energy to run. Using batteries as the power source for such smart devices imposes environmental and labor cost issues. Moreover, in many cases, smart devices are in hard-to-access places, making accessibility for disposal and replacement difficult. Finally, battery waste harms the environment. To overcome these issues, vibration-based energy harvesters have been proposed and implemented. Vibration-based energy harvesters convert the dynamic or kinetic energy which is generated due to the motion of an object into electric energy. Energy transduction mechanisms can be delivered based on piezoelectric, electromagnetic, or electrostatic methods; the piezoelectric method is generally preferred to the other methods, particularly if the frequency fluctuations are considerable. In response, piezoelectric vibration-based energy harvesters (PVEHs), have been modeled and analyzed widely. However, there are two challenges with PVEH: the maximum amount of extractable voltage and the effective (operational) frequency bandwidth are often insufficient. In this dissertation, a new type of integrated multiple system comprised of a cantilever and spring-oscillator is proposed to improve and develop the performance of the energy harvester in terms of extractable voltage and effective frequency bandwidth. The new energy harvester model is proposed to supply sufficient energy to power low-power electronic devices like RFID components. Due to the temperature fluctuations, the thermal effect over the performance of the harvester is initially studied. To alter the resonance frequency of the harvester structure, a rotating element system is considered and analyzed. In the analytical-numerical analysis, Hamilton’s principle along with Galerkin’s decomposition approach are adopted to derive the governing equations of the harvester motion and corresponding electric circuit. It is observed that integration of the spring-oscillator subsystem alters the boundary condition of the cantilever and subsequently reforms the resulting characteristic equation into a more complicated nonlinear transcendental equation. To find the resonance frequencies, this equation is solved numerically in MATLAB. It is observed that the inertial effects of the oscillator rendered to the cantilever via the restoring force effects of the spring significantly alter vibrational features of the harvester. Finally, the voltage frequency response function is analytically and numerically derived in a closed-from expression. Variations in parameter values enable the designer to mutate resonance frequencies and mode shape functions as desired. This is particularly important, since the generated energy from a PVEH is significant only if the excitation frequency coming from an external source matches the resonance (natural) frequency of the harvester structure. In subsequent sections of this work, the oscillator mass and spring stiffness are considered as the design parameters to maximize the harvestable voltage and effective frequency bandwidth, respectively. For the optimization, a genetic algorithm is adopted to find the optimal values. Since the voltage frequency response function cannot be implemented in a computer algorithm script, a suitable function approximator (regressor) is designed using fuzzy logic and neural networks. The voltage function requires manual assistance to find the resonance frequency and cannot be done automatically using computer algorithms. Specifically, to apply the numerical root-solver, one needs to manually provide the solver with an initial guess. Such an estimation is accomplished using a plot of the characteristic equation along with human visual inference. Thus, the entire process cannot be automated. Moreover, the voltage function encompasses several coefficients making the process computationally expensive. Thus, training a supervised machine learning regressor is essential. The trained regressor using adaptive-neuro-fuzzy-inference-system (ANFIS) is utilized in the genetic optimization procedure. The optimization problem is implemented, first to find the maximum voltage and second to find the maximum widened effective frequency bandwidth, which yields the optimal oscillator mass value along with the optimal spring stiffness value. As there is often no control over the external excitation frequency, it is helpful to design an adaptive energy harvester. This means that, considering a specific given value of the excitation frequency, energy harvester system parameters (oscillator mass and spring stiffness) need to be adjusted so that the resulting natural (resonance) frequency of the system aligns with the given excitation frequency. To do so, the given excitation frequency value is considered as the input and the system parameters are assumed as outputs which are estimated via the neural network fuzzy logic regressor. Finally, an experimental setup is implemented for a simple pure cantilever energy harvester triggered by impact excitations. Unlike the theoretical section, the experimental excitation is considered to be an impact excitation, which is a random process. The rationale for this is that, in the real world, the external source is a random trigger. Harmonic base excitations used in the theoretical chapters are to assess the performance of the energy harvester per standard criteria. To evaluate the performance of a proposed energy harvester model, the input excitation type consists of harmonic base triggers. In summary, this dissertation discusses several case studies and addresses key issues in the design of optimized piezoelectric vibration-based energy harvesters (PVEHs). First, an advanced model of the integrated systems is presented with equation derivations. Second, the proposed model is decomposed and analyzed in terms of mechanical and electrical frequency response functions. To do so, analytic-numeric methods are adopted. Later, influential parameters of the integrated system are detected. Then the proposed model is optimized with respect to the two vital criteria of maximum amount of extractable voltage and widened effective (operational) frequency bandwidth. Corresponding design (influential) parameters are found using neural network fuzzy logic along with genetic optimization algorithms, i.e., a soft computing method. The accuracy of the trained integrated algorithms is verified using the analytical-numerical closed-form expression of the voltage function. Then, an adaptive piezoelectric vibration-based energy harvester (PVEH) is designed. This final design pertains to the cases where the excitation (driving) frequency is given and constant, so the desired goal is to match the natural frequency of the system with the given driving frequency. In this response, a regressor using neural network fuzzy logic is designed to find the proper design parameters. Finally, the experimental setup is implemented and tested to report the maximum voltage harvested in each test execution

Two stages hybrid model of fuzzy linear regression with support vector machines for colorectal cancer

Fuzzy linear regression analysis has become popular among researchers and standard model in analyzing data in vagueness phenomena. However, the factor and symptoms to predict tumor size of colorectal cancer still ambiguous and not clear. The problem in using a linear regression will arise when uncertain data and not precise data were presented. Since the fuzzy set theory‟s concept can deal with data not to a precise point value (uncertainty data), fuzzy linear regression was applied. In this study, two new models for hybrid model namely the multiple linear regression clustering with support vector machine model (MLRCSVM) and fuzzy linear regression with symmetric parameter with support vector machine (FLRWSPCSVM) were proposed to analyze colorectal cancer data. Other than that, the parameter, error and explanation of the five procedures to both new models were included. These models applying five statistical models such as multiple linear regression, fuzzy linear regression, fuzzy linear regression with symmetric parameter, fuzzy linear regression with asymmetric parameter and support vector machine model. At first, the proposed models were applied to the 1000 simulated data. Furthermore, secondary data of 180 colorectal cancer patients who received treatment in general hospital with twenty five independent variables with different combination of variable types were considered to find the best models to predict the tumor size of CRC. The main objective of this study is to determine the best model to predicting the tumor size of CRC and to identify the factors and symptoms that contribute to the size of CRC. The comparisons among all the models were carried out to find the best model by using statistical measurements of mean square error (MSE), root mean square error (RMSE), mean absolute error (MAE) and mean absolute percentage error (MAPE). The results showed that the FLRWSPCSVM was found to be the best model, having the lowest MSE, RMSE, MAE and MAPE value by 100.605, 10.030, 7.556 and 14.769. Hence, the size of colorectal cancer could be predicted by managing twenty five independent variables

Neuro-Fuzzy Based Intelligent Approaches to Nonlinear System Identification and Forecasting

Nearly three decades back nonlinear system identification consisted of several ad-hoc approaches, which were restricted to a very limited class of systems. However, with the advent of the various soft computing methodologies like neural networks and the fuzzy logic combined with optimization techniques, a wider class of systems can be handled at present. Complex systems may be of diverse characteristics and nature. These systems may be linear or nonlinear, continuous or discrete, time varying or time invariant, static or dynamic, short term or long term, central or distributed, predictable or unpredictable, ill or well defined. Neurofuzzy hybrid modelling approaches have been developed as an ideal technique for utilising linguistic values and numerical data. This Thesis is focused on the development of advanced neurofuzzy modelling architectures and their application to real case studies. Three potential requirements have been identified as desirable characteristics for such design: A model needs to have minimum number of rules; a model needs to be generic acting either as Multi-Input-Single-Output (MISO) or Multi-Input-Multi-Output (MIMO) identification model; a model needs to have a versatile nonlinear membership function. Initially, a MIMO Adaptive Fuzzy Logic System (AFLS) model which incorporates a prototype defuzzification scheme, while utilising an efficient, compared to the Takagi–Sugeno–Kang (TSK) based systems, fuzzification layer has been developed for the detection of meat spoilage using Fourier transform infrared (FTIR) spectroscopy. The identification strategy involved not only the classification of beef fillet samples in their respective quality class (i.e. fresh, semi-fresh and spoiled), but also the simultaneous prediction of their associated microbiological population directly from FTIR spectra. In the case of AFLS, the number of memberships for each input variable was directly associated to the number of rules, hence, the “curse of dimensionality” problem was significantly reduced. Results confirmed the advantage of the proposed scheme against Adaptive Neurofuzzy Inference System (ANFIS), Multilayer Perceptron (MLP) and Partial Least Squares (PLS) techniques used in the same case study. In the case of MISO systems, the TSK based structure, has been utilized in many neurofuzzy systems, like ANFIS. At the next stage of research, an Adaptive Fuzzy Inference Neural Network (AFINN) has been developed for the monitoring the spoilage of minced beef utilising multispectral imaging information. This model, which follows the TSK structure, incorporates a clustering pre-processing stage for the definition of fuzzy rules, while its final fuzzy rule base is determined by competitive learning. In this specific case study, AFINN model was also able to predict for the first time in the literature, the beef’s temperature directly from imaging information. Results again proved the superiority of the adopted model. By extending the line of research and adopting specific design concepts from the previous case studies, the Asymmetric Gaussian Fuzzy Inference Neural Network (AGFINN) architecture has been developed. This architecture has been designed based on the above design principles. A clustering preprocessing scheme has been applied to minimise the number of fuzzy rules. AGFINN incorporates features from the AFLS concept, by having the same number of rules as well as fuzzy memberships. In spite of the extensive use of the standard symmetric Gaussian membership functions, AGFINN utilizes an asymmetric function acting as input linguistic node. Since the asymmetric Gaussian membership function’s variability and flexibility are higher than the traditional one, it can partition the input space more effectively. AGFINN can be built either as an MISO or as an MIMO system. In the MISO case, a TSK defuzzification scheme has been implemented, while two different learning algorithms have been implemented. AGFINN has been tested on real datasets related to electricity price forecasting for the ISO New England Power Distribution System. Its performance was compared against a number of alternative models, including ANFIS, AFLS, MLP and Wavelet Neural Network (WNN), and proved to be superior. The concept of asymmetric functions proved to be a valid hypothesis and certainly it can find application to other architectures, such as in Fuzzy Wavelet Neural Network models, by designing a suitable flexible wavelet membership function. AGFINN’s MIMO characteristics also make the proposed architecture suitable for a larger range of applications/problems

Application of Terahertz Technology in Biomolecular Analysis and Medical Diagnosis

Terahertz technology is a nondestructive technique, which has progressed significantly in the scientific research and gains highly attention in the analysis of biological molecular, cellular, tissues and organs. In this decade, some studies were reported on the application of terahertz technology in medical testing and diagnosis. Here, we summarize the terahertz characters, terahertz spectroscopy, and terahertz imaging technology combined with chemometrics. This chapter focuses on introducing the research progress on analyzing the tissues of cancers using terahertz spectroscopy and terahertz imaging technology. Furthermore, the problems should be solved, and development directions of terahertz spectroscopy and terahertz imaging technology are discussed