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22nd International Conference of the North American Fuzzy Information Processing Society, NAFIPS 2003最新文献

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The study on the relationship among technical indicators and the development of stock index prediction system 技术指标与股指预测系统的关系研究
S. Chi, Wei-ling Peng, Pei-Tsang Wu, Mingtao Yu
The purpose of this research is to study the relationship of changes between the stock indicators and stock index in order to understand how the trend of stock index change is under the complex influence among the stock technical indicators. The proposed methodology, first of all, applies the self-organizing map (SOM) neural network to cluster the similar indicators into groups based on their similarity of moving curve within a certain period of time. To investigate the relationship between the stock index and the technical indicators within any of the groups, the fuzzy neural network (FNN) technique is employed to search for the rules about their relationships. To evaluate the performance of the SOM, the grey relationship analysis was used for the verification of how similar of the indicators which was clustered into a group. According to the results, it is clear that the capability of the SOM in clustering is confirmed. To further improve the predication accuracy, this research selected some key indicators from each of the groups as the inputs of neural network and the results completes a much better prediction accuracy than all of the previous networks.
本研究的目的是研究股票指标与股指之间的变化关系,以了解股指变化趋势在股票技术指标之间的复杂影响下是如何变化的。该方法首先采用自组织映射(SOM)神经网络,根据指标在一定时间内运动曲线的相似性将相似指标聚类成组;为了研究股票指数与任何组内技术指标之间的关系,采用模糊神经网络(FNN)技术来搜索它们之间关系的规则。为了评估SOM的性能,使用灰色关系分析来验证聚类成一组的指标的相似程度。结果表明,SOM的聚类能力得到了肯定。为了进一步提高预测精度,本研究从每组中选取一些关键指标作为神经网络的输入,结果表明,该神经网络的预测精度远高于以往的所有网络。
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引用次数: 12
Outlier detection under interval and fuzzy uncertainty: algorithmic solvability and computational complexity 区间与模糊不确定性下的离群点检测:算法可解性与计算复杂度
V. Kreinovich, Praveen Patangay, L. Longpré, S. Starks, Cynthia Campos
In many application areas, it is important to detect outliers. Traditional engineering approach to outlier detection is that we start with some "normal" values x/sub 1/,..., x/sub n/, compute the sample average E, the sample standard variation /spl sigma/, and then mark a value x as an outlier if x is outside the k/sub 0/-sigma interval [E-k/sub 0//spl middot//spl sigma/, E+k/sub 0//spl middot//spl sigma/] (for some pre-selected parameter k/sub 0/). In real life, we often have only interval ranges [x/sub i/, x~/sub i/] for the normal values x/sub 1/,...,x/sub n/. In this case, we only have intervals of possible values for the bounds E-k/sub 0//spl middot//spl sigma/ and E+k/sub 0//spl middot//spl sigma/. We can therefore identify outliers as values that are outside all k/sub 0/-sigma intervals. In this paper, we analyze the computational complexity of these outlier detection problems, and provide efficient algorithms that solve some of these problems (under reasonable conditions). We also provide algorithms that estimate the degree of "outlier-ness" of a given value x-measured as the largest value k/sub 0/ for which x is outside the corresponding k/sub 0/-sigma interval.
在许多应用领域,检测异常值是很重要的。异常值检测的传统工程方法是我们从一些“正常”值x/sub 1/,…, x/sub - n/,计算样本平均值E,样本标准差/spl sigma/,然后将值x标记为异常值,如果x在k/sub - 0/-sigma区间之外[E-k/sub - 0//spl middot//spl sigma/, E+k/sub - 0//spl middot//spl sigma/](对于某些预先选择的参数k/sub - 0/)。在现实生活中,对于正常值x/下标1/,…我们通常只有区间范围[x/下标i/, x~/下标i/]。x / an /。在这种情况下,我们只有边界E-k/sub 0//spl middot//spl sigma/和E+k/sub 0//spl middot//spl sigma/的可能值的区间。因此,我们可以将异常值识别为所有k/sub 0/-sigma区间之外的值。在本文中,我们分析了这些异常点检测问题的计算复杂性,并提供了有效的算法来解决其中的一些问题(在合理的条件下)。我们还提供了估计给定值x的“异常度”程度的算法,该值被测量为x在相应的k/sub 0/-sigma区间之外的最大值k/sub 0/。
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引用次数: 15
Fuzzy matrix analysis of the maximum road in traffic network 交通网络中最大道路的模糊矩阵分析
Zhou Zhuan, Ding Xiangqian, Liu Wenbin
In this paper, the concepts of fuzzy traffic network, road width and maximum road are introduced. Based on the fuzzy matrix representing traffic network the connection between the maximum road width and the power operation of the fuzzy matrix is discussed. And then the arithmetic solving method and the implemental program for the maximum road are introduced. They have practical value in analyzing traffic network such as regulating the flow of traffic in cities.
本文介绍了模糊交通网络、道路宽度和最大道路的概念。以表示交通网络的模糊矩阵为基础,讨论了最大道路宽度与模糊矩阵的幂运算之间的关系。然后介绍了最大道路的算法求解方法和实现程序。它们在分析交通网络,调控城市交通流量等方面具有实用价值。
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引用次数: 1
Intelligent control of the transmission power in cellular phones using fuzzy logic 基于模糊逻辑的手机发射功率智能控制
P. Melin, E. Zamudio, O. Castillo
In this paper is proposed a proposed control system for optimising the transmission power in cellular phones. As the mobile station moves toward the edge of a cell, the cell's base station notes that the signal strength is diminishing. Meanwhile, the base station in the cell the mobile station is moving toward (which is listening and measuring signal strength on all frequencies, not just its own one) sees the phone's signal strength increasing. The two base stations coordinate with each other, and at some point, the phone gets a signal on a control channel telling it to change frequencies. This hand off switches the phone to a different cell, which receives the signal with a bigger intensity, so the next decrement of the transmission power will be the lower possible without risking the quality of the transmission. Nowadays the central cellular controls the transmission power on the mobile station, on intervals of 4 dbs to increase or decrease it, so the final power always is above or under the required power.
本文提出了一种优化蜂窝电话传输功率的控制系统。当移动基站向小区的边缘移动时,小区的基站注意到信号强度正在减弱。与此同时,移动基站所在的基站(监听和测量所有频率的信号强度,而不仅仅是自己的频率)看到手机的信号强度在增加。两个基站相互协调,在某一时刻,手机会收到控制频道的信号,告诉它改变频率。这个手柄会将手机切换到另一个接收信号强度更大的蜂窝,因此下一次传输功率的衰减将在不影响传输质量的情况下尽可能低。目前,中央蜂窝控制移动站的发射功率,每隔4 db增加或减少一次,因此最终功率总是高于或低于所需功率。
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引用次数: 1
Fuzzy oscillometric blood pressure classification 模糊振荡血压分级
S. Colak, C. Isik
Classification of systolic, mean and diastolic blood pressure profiles using the oscillometric method is a difficult process. Generally, the algorithms aim at extracting some parameters such as height, and ratios of the pulses at certain pressure levels, which are obtained from the cuff pressure. These parameters can be used to form profiles to relate to blood pressures. The effectiveness of the classification depends on many factors, such as environmental noise, white coat effect, heart rate variability and motion artifacts. In this paper, we investigate the effectiveness of a neuro-fuzzy approach to blood pressure classification. We employ feature extraction using principal component analysis, and fuzzy sets to classify pressure profiles.
用示波法对收缩压、平均压和舒张压进行分类是一个困难的过程。一般来说,算法的目的是提取一些参数,如高度,在一定压力水平下脉冲的比率,这些参数是由袖带压力得到的。这些参数可用于形成与血压相关的剖面图。分类的有效性取决于许多因素,如环境噪声、白大衣效应、心率变异性和运动伪影。在本文中,我们研究了神经模糊方法对血压分类的有效性。我们使用主成分分析的特征提取和模糊集对压力剖面进行分类。
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引用次数: 12
A fuzzy adaptive algorithm for expertness based cooperative learning, application to herding problem 基于专家度的模糊自适应合作学习算法,在羊群问题中的应用
M. Akbarzadeh-T., H. Rezaei-S, M. Naghibi-S
Cooperative learning in multi-agent systems is generally expected to improve both quality and speed of learning. This is particularly true when agents are able to recognize expert agents amongst themselves and integrate their knowledge properly. Additionally, the process of learning can be improved when the reinforcement learning signals in each agent can balance between searching behavior of the unknown knowledge (exploration) and learning behavior of the obtained knowledge (exploitation). In this paper, a fuzzy dynamic cooperative learning method, based on weighted strategy sharing (WSS), is introduced which draws a balance between exploitation and exploration behaviors. In the weighed strategy sharing method, agents share their learned knowledge by a measure of their expertness. The strategy, when applied to the classic herding problem, shows further improvement in quality and speed of learning when parameters of the learning algorithm are dynamically determined by a fuzzy routine.
多智能体系统中的合作学习通常被期望能提高学习的质量和速度。当智能体能够识别他们之间的专家智能体并正确整合他们的知识时,这一点尤其正确。此外,当每个智能体中的强化学习信号能够在未知知识的搜索行为(探索)和已获得知识的学习行为(利用)之间取得平衡时,可以改善学习过程。提出了一种基于加权策略共享(WSS)的模糊动态合作学习方法,该方法在开发和探索行为之间取得了平衡。在加权策略共享方法中,智能体通过他们的专业程度来共享他们所学到的知识。将该策略应用于经典羊群问题时,当学习算法的参数由模糊例程动态确定时,学习质量和速度得到了进一步提高。
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引用次数: 7
Empirical study of defuzzification 去模糊化的实证研究
S. Lancaster, M. J. Wierman
The most important application of fuzzy logic is designing controllers. Fuzzy logic controllers (FLC) are much easier to design than non-linear controllers of similar capabilities. The rules that a designer needs to create are often based on their current experience and knowledge. Conventional FLCs use Center of Gravity or Mean of Maxima defuzzification methods, though other methods have been studied. This paper compares the efficiency of many different models of the defuzzification process. The goal is to examine the accuracy of the output data and the amount of processing time required. A simple controller that backs a truck up to a gate is used in the study. All of the variables are granulated with trapezoidal fuzzy numbers. Some of the defuzzification methods examined are Fast Center of Gravity, Mean of Maxima, True Center of Gravity and various new methods that have shown promise in application.
模糊逻辑最重要的应用是设计控制器。模糊逻辑控制器(FLC)比具有类似功能的非线性控制器更容易设计。设计师需要创造的规则通常是基于他们当前的经验和知识。传统的FLCs使用重心或极大值均值去模糊化方法,但也研究了其他方法。本文比较了许多不同模型的去模糊化过程的效率。目的是检查输出数据的准确性和所需的处理时间。在这项研究中使用了一个简单的控制器,可以将卡车倒车到一个门上。所有变量都用梯形模糊数进行粒化。研究了快速重心法、极值均值法、真重心法以及各种具有应用前景的新方法。
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引用次数: 22
Fuzzy logic control of a pneumatic muscle system using a linearing control scheme 采用线性控制方案的气动肌肉系统模糊逻辑控制
K. Balasubramanian, K. Rattan
A linearizing control scheme for a highly nonlinear pneumatic muscle (PM) system is presented in this paper. Linearizing controllers have been widely used in the control of robotic systems. Since PM is a highly nonlinear system, the concept of linearizing control can be extended to the control of these muscles. Pneumatic muscle has air pressure as its input and the output is a displacement of the muscle. The system is considered to be a mass-spring-damper system with a nonlinear damper and a spring. This nonlinearity makes the design of a mathematical controller more difficult. The scheme presented in this paper uses fuzzy logic to implement the controller. The controller has a model-based portion and a servo-based portion. The model-based portion cancels all the nonlinearities caused by the nonlinear damper and spring. Therefore, the system as seen by the servo-based portion is linear, which can then be controlled using a linear PID controller. The controller is conceptually simple but exhibited superior tracking capability.
提出了一种高度非线性气动肌肉(PM)系统的线性化控制方案。线性化控制器在机器人系统控制中得到了广泛的应用。由于PM是一个高度非线性的系统,线性化控制的概念可以推广到这些肌肉的控制。气动肌肉的输入是气压,输出是肌肉的位移。该系统被认为是一个具有非线性阻尼器和弹簧的质量-弹簧-阻尼系统。这种非线性使得数学控制器的设计更加困难。本文提出的方案采用模糊逻辑实现控制器。该控制器具有基于模型的部分和基于伺服的部分。基于模型的部分消除了非线性阻尼器和弹簧引起的所有非线性。因此,系统所看到的基于伺服的部分是线性的,然后可以使用线性PID控制器进行控制。该控制器在概念上简单,但表现出优异的跟踪能力。
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引用次数: 53
The use of fuzzy measures as a data fusion tool in geographic information systems: case study 地理信息系统中模糊测度作为数据融合工具的应用:案例研究
C. Campos, G. R. Keller, V. Kreinovich, L. Longpré, François Modave, S. Starks, R. Torres
Geospatial databases generally consist of measurements related to points (or pixels in the case of raster data), lines, and polygons. In recent years, the size and complexity of these databases have increased significantly and they often contain duplicate records, i.e., two or more close records representing the same measurement result. In this paper, we use fuzzy measures to address the problem of detecting duplicates in a database consisting of point measurements. As a test case, we use a database of measurements of anomalies in the Earth's gravity field that we have compiled. We show that a natural duplicate deletion algorithm requires (in the worst case) quadratic time, and we propose a new asymptotically optimal O(n/spl middot/log(n)) algorithm. These algorithms have been successfully applied to gravity databases. We believe that they will prove to be useful when dealing with many other types of point data.
地理空间数据库通常由与点(或光栅数据中的像素)、线和多边形相关的测量值组成。近年来,这些数据库的规模和复杂性显著增加,它们经常包含重复记录,即代表相同测量结果的两个或多个接近记录。在本文中,我们使用模糊度量来解决在由点测量组成的数据库中检测重复的问题。作为一个测试案例,我们使用了一个我们编译的地球重力场异常测量数据数据库。我们证明了自然的重复删除算法需要(在最坏的情况下)二次时间,并且我们提出了一个新的渐近最优O(n/spl middot/log(n))算法。这些算法已成功应用于重力数据库。我们相信,在处理许多其他类型的点数据时,它们将被证明是有用的。
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引用次数: 3
An application of fuzzy support vectors 模糊支持向量的应用
John L. Mill, A. Inoue
Support Vector Machines (SVMs) are a recently introduced Machine Learning technique. SVMs approach binary classification by attempting to find a hyperplane that separates the two categories of training vectors. This hyperplane is expressed as a function of a subset of the training vectors. These vectors are called support vectors. In this paper, we present a method of fuzzifying support vectors based off of the results of an SVM induction. We then propose a method of enhancing SVM induction using these fuzzy support vectors. We finish by presenting a computational example using the IRIS data set.
支持向量机(svm)是最近出现的一种机器学习技术。支持向量机通过试图找到一个分离两类训练向量的超平面来实现二值分类。这个超平面被表示为训练向量子集的函数。这些向量称为支持向量。本文提出了一种基于支持向量机归纳结果的模糊化支持向量的方法。然后,我们提出了一种利用这些模糊支持向量增强SVM归纳的方法。最后,我们给出了一个使用IRIS数据集的计算示例。
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引用次数: 9
期刊
22nd International Conference of the North American Fuzzy Information Processing Society, NAFIPS 2003
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