The Efficacy of Choosing Strategy with General Regression Neural Network on Evolutionary Markov Games

Nowadays, Evolutionary Game Theory which studies the learning model of players,has attracted more attention than before. These Games can simulate the real situationand dynamic during processing time. This paper creates the Evolutionary MarkovGames, which maps players’ strategy-choosing to a Markov Decision Processes(MDPs) with payoffs. Boltzmann distribution is used for transition probability andthe General Regression Neural Network (GRNN) simulating the strategy-choosing inEvolutionary Markov Games. Prisoner’s dilemma is a problem that uses the methodand output results showing the overlapping the human strategy-choosing line andGRNN strategy-choosing line after 48 iterations, and they choose the same strate-gies. Also, the error rate of the GRNN training by Tit for Tat (TFT) strategy is lowerthan similar work and shows a better re

Modelling the fluctuations of Brent oil prices by a probabilistic Markov chain

Abstract Modelling of crude oil prices has been extensively made. In this paper, we concluded that the Brent oil prices follow a Markov chain. Moreover, we predict the model of fluctuating these prices from January 2004 to July 2010 by integrating the limit probability distribution of a Markov chain and Gumbel Max distribution. In this model, we analyze the trends of Brent oil prices from the short term to middle and long terms. Mathematics Subject Classification: 60J1

Testing the Semi Markov Model Using Monte Carlo Simulation Method for Predicting the Network Traffic

Semi-Markov processes can be considered as a generalization of both Markov and renewal processes. One of the principal characteristics of these processes is that in opposition to Markov models, they represent systems whose evolution is dependent not only on their last visited state but on the elapsed time since this state. Semi-Markov processes are replacing the exponential distribution of time intervals with an optional distribution. In this paper, we give a statistical approach to test the semi-Markov hypothesis. Moreover, we describe a Monte Carlo algorithm able to simulate the trajectories of the semi-Markov chain. This simulation method is used to test the semi-Markov model by comparing and analyzing the results with empirical data. We introduce the database of Network traffic which is employed for applying the Monte Carlo algorithm. The statistical characteristics of real and synthetic data from the models are compared. The comparison between the semi-Markov and the Markov models is done by computing the Autocorrelation functions and the probability density functions of the Network traffic real and simulated data as well. All the comparisons admit that the Markovian hypothesis is rejected in favor of the more general semi Markov one. Finally, the interval transition probabilities which show the future predictions of the Network traffic are given

Diagnosis of Heart Disease Using Feature Selection Methods Based On Recurrent Fuzzy Neural Networks}, \cjournal{IPTEK The Journal of Technology and Science

The World Health Organization (WHO) estimated one-third of all global deaths reason by cardiovascular diseases. Nowadays, artificial intelligence attracts many considerations in diagnosing heart disease. This study used trained recurrent fuzzy neural networks (RFNN) for diagnosing heart disease. This study also used five kinds of feature selection and extraction models for comparing the action of a model, such as data envelopment analysis (DEA), Linear Discriminative Analysis (LDA), Principle Component Analysis (PCA), Correlation Feature Selection (CFS), and Relief. By using these methods, this paper diagnosed whether the patient has a heart disease problem or not. The results showed that Correlation feature selection has the best operation in feature selection in RFNN by accuracy of 98.4%