26 research outputs found

    Designing Mamdani-Type Fuzzy Reasoning for Visualizing Prediction Problems Based on Collaborative Fuzzy Clustering

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    In this paper a collaborative fuzzy c-means (CFCM) is used to generate fuzzy rules for fuzzy inference systems to evaluate the time series model. CFCM helps system to integrate two or more different datasets having similar features which are collected at the different environment with the different time period and it integrates these datasets together in order to visualize some common patterns among the datasets. In order to do any mode of integration between datasets, there is a necessity to define the common features between datasets by using some kind of collaborative process and also need to preserve the privacy and security at higher levels. This collaboration process gives a common structure between datasets which helps to define an appropriate number of rules for structural learning and also improve the accuracy of the system modeling

    Comparison of exponential time series alignment and time series alignment using artificial neural networks by example of prediction of future development of stock prices of a specific company

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    Accurate stock price prediction is very difficult in today's economy. Accurate prediction plays an important role in helping investors improve return on equity. As a result, a number of new approaches and technologies have logically evolved in recent years to predict stock prices. One is also the method of artificial neural networks, which have many advantages over conventional methods. The aim of this paper is to compare a method of exponential time series alignment and time series alignment using artificial neural networks as tools for predicting future stock price developments on the example of the company Unipetrol. Time series alignment is performed using artificial neural networks, exponential alignment of time series, and then a comparison of time series of predictions of future stock price trends predicted using the most successful neural network and price prediction calculated by exponential time series alignment is performed. Predictions for 62 business days were obtained. The realistic picture of further possible development is surprisingly given based on the exponential alignment of time series

    System for Prediction of Non Stationary Time Series based on the Wavelet Radial Bases Function Neural Network Model

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    This paper proposes and examines the performance of a hybrid model called the wavelet radial bases function neural networks (WRBFNN). The model will be compared its performance with the wavelet feed forward neural networks (WFFN model by developing a prediction or forecasting system that considers two types of input formats: input9 and input17, and also considers 4 types of non-stationary time series data. The MODWT transform is used to generate wavelet and smooth coefficients, in which several elements of both coefficients are chosen in a particular way to serve as inputs to the NN model in both RBFNN and FFNN models. The performance of both WRBFNN and WFFNN models is evaluated by using MAPE and MSE value indicators, while the computation process of the two models is compared using two indicators, many epoch, and length of training. In stationary benchmark data, all models have a performance with very high accuracy. The WRBFNN9 model is the most superior model in nonstationary data containing linear trend elements, while the WFFNN17 model performs best on non-stationary data with the non-linear trend and seasonal elements. In terms of speed in computing, the WRBFNN model is superior with a much smaller number of epochs and much shorter training time

    A new data-driven neural fuzzy system with collaborative fuzzy clustering mechanism

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    © 2015 Elsevier B.V. In this paper, a novel fuzzy rule transfer mechanism for self-constructing neural fuzzy inference networks is being proposed. The features of the proposed method, termed data-driven neural fuzzy system with collaborative fuzzy clustering mechanism (DDNFS-CFCM) are; (1) Fuzzy rules are generated facilely by fuzzy c-means (FCM) and then adapted by the preprocessed collaborative fuzzy clustering (PCFC) technique, and (2) Structure and parameter learning are performed simultaneously without selecting the initial parameters. The DDNFS-CFCM can be applied to deal with big data problems by the virtue of the PCFC technique, which is capable of dealing with immense datasets while preserving the privacy and security of datasets. Initially, the entire dataset is organized into two individual datasets for the PCFC procedure, where each of the dataset is clustered separately. The knowledge of prototype variables (cluster centers) and the matrix of just one halve of the dataset through collaborative technique are deployed. The DDNFS-CFCM is able to achieve consistency in the presence of collective knowledge of the PCFC and boost the system modeling process by parameter learning ability of the self-constructing neural fuzzy inference networks (SONFIN). The proposed method outperforms other existing methods for time series prediction problems

    Lattice dynamical wavelet neural networks implemented using particle swarm optimisation for spatio-temporal system identification

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    Starting from the basic concept of coupled map lattices, a new family of adaptive wavelet neural networks, called lattice dynamical wavelet neural networks (LDWNN), is introduced for spatiotemporal system identification, by combining an efficient wavelet representation with a coupled map lattice model. A new orthogonal projection pursuit (OPP) method, coupled with a particle swarm optimisation (PSO) algorithm, is proposed for augmenting the proposed network. A novel two-stage hybrid training scheme is developed for constructing a parsimonious network model. In the first stage, by applying the orthogonal projection pursuit algorithm, significant wavelet-neurons are adaptively and successively recruited into the network, where adjustable parameters of the associated waveletneurons are optimised using a particle swarm optimiser. The resultant network model, obtained in the first stage, may however be redundant. In the second stage, an orthogonal least squares (OLS) algorithm is then applied to refine and improve the initially trained network by removing redundant wavelet-neurons from the network. The proposed two-stage hybrid training procedure can generally produce a parsimonious network model, where a ranked list of wavelet-neurons, according to the capability of each neuron to represent the total variance in the system output signal is produced. Two spatio-temporal system identification examples are presented to demonstrate the performance of the proposed new modelling framework
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