• Title/Summary/Keyword: Chaos Fuzzy Algorithm

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A Design on Supplied Forecasting System of Electrical Power using Chaos Fuzzy Algorithm (카오스 퍼지 알고리즘을 이용한 전력수요량 예측시스템 설계)

  • Choo, Yeon-Gyu;Lee, Chae-Dong;Kim, Bong-Ki;Lee, Kwang-Seak;Kim, Hyun-Duk
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • v.9 no.2
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    • pp.697-700
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    • 2005
  • 최근들어 전력의 안정적인 공급과 계통의 안정한 운용 등을 위해서 신뢰성 높은 전력수요예측의 필요성이 점차 증가하고 있다. 본 논문에서는 기존에 제시된 예측시스템보다 정확도가 높은 전력수요예측을 위해 카오스 이론과 퍼지 보산 알고리즘을 이용하여 전력수요량 예측시스템을 제안한다. 최대수요 전력 시계열 데이터를 수집하여 카오스 성질을 분석하여 이를 바탕으로 퍼지 알고리즘을 적용한 전력수요량 예측 시스템을 구성하고, 이 시스템을 통하여 얻어진 결과와 실제 데이터를 비교함으로서 시스템의 성능을 평가한다.

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FUZZY RISK MEASURES AND ITS APPLICATION TO PORTFOLIO OPTIMIZATION

  • Ma, Xiaoxian;Zhao, Qingzhen;Liu, Fangai
    • Journal of applied mathematics & informatics
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    • v.27 no.3_4
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    • pp.843-856
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    • 2009
  • In possibility framework, we propose two risk measures named Fuzzy Value-at-Risk and Fuzzy Conditional Value-at-Risk, based on Credibility measure. Two portfolio optimization models for fuzzy portfolio selection problems are formulated. Then a chaos genetic algorithm based on fuzzy simulation is designed, and finally computational results show that the two risk measures can play a role in possibility space similar to Value-at-Risk and Conditional Value-at-Risk in probability space.

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A Chaos Control Method by DFC Using State Prediction

  • Miyazaki, Michio;Lee, Sang-Gu;Lee, Seong-Hoon;Akizuki, Kageo
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.3 no.1
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    • pp.1-6
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    • 2003
  • The Delayed Feedback Control method (DFC) proposed by Pyragas applies an input based on the difference between the current state of the system, which is generating chaos orbits, and the $\tau$-time delayed state, and stabilizes the chaos orbit into a target. In DFC, the information about a position in the state space is unnecessary if the period of the unstable periodic orbit to stabilize is known. There exists the fault that DFC cannot stabilize the unstable periodic orbit when a linearlized system around the periodic point has an odd number property. There is the chaos control method using the prediction of the $\tau$-time future state (PDFC) proposed by Ushio et al. as the method to compensate this fault. Then, we propose a method such as improving the fault of the DFC. Namely, we combine DFC and PDFC with parameter W, which indicates the balance of both methods, not to lose each advantage. Therefore, we stabilize the state into the $\tau$ periodic orbit, and ask for the ranges of Wand gain K using Jury' method, and determine the quasi-optimum pair of (W, K) using a genetic algorithm. Finally, we apply the proposed method to a discrete-time chaotic system, and show the efficiency through some examples of numerical experiments.

Multiple Model Prediction System Based on Optimal TS Fuzzy Model and Its Applications to Time Series Forecasting (최적 TS 퍼지 모델 기반 다중 모델 예측 시스템의 구현과 시계열 예측 응용)

  • Bang, Young-Keun;Lee, Chul-Heui
    • Journal of Industrial Technology
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    • v.28 no.B
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    • pp.101-109
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    • 2008
  • In general, non-stationary or chaos time series forecasting is very difficult since there exists a drift and/or nonlinearities in them. To overcome this situation, we suggest a new prediction method based on multiple model TS fuzzy predictors combined with preprocessing of time series data, where, instead of time series data, the differences of them are applied to predictors as input. In preprocessing procedure, the candidates of optimal difference interval are determined by using con-elation analysis and corresponding difference data are generated. And then, for each of them, TS fuzzy predictor is constructed by using k-means clustering algorithm and least squares method. Finally, the best predictor which minimizes the performance index is selected and it works on hereafter for prediction. Computer simulation is performed to show the effectiveness and usefulness of our method.

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Industrial Applications of Intelligent Control at Samsung Electronics Co. - in the Home Appliance Division -

  • Lee, Jungyong;Lee, Hongwon;Kim, Jiekwan
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 1997.11a
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    • pp.18-21
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    • 1997
  • Intelligent control technologies (fuzzy logic, neural network, chaos, and genetic algorithm) have been a great deal of influences and impact, especially in home appliances industry. As a result, products that utilize these technologies are pouring into the market from just about every companies. These products are getting good responses from the consumers, because they offer convenience and amenities through the intelligent self-control. In this article, the functionality of the intelligent control technologies will be explained, and how they are being applied to the consumer products developed in Samsung Electronics Co.

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Time Series Forecast of Maximum Electrical Power using Lyapunov Exponent (Lyapunov 지수를 이용한 전력 수요 시계열 예측)

  • Park, Jae-Hyeon;Kim, Young-Il;Choo, Yeon-Gyu
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.13 no.8
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    • pp.1647-1652
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    • 2009
  • Generally the neural network and the fuzzy compensative algorithm are applied to forecast the time series for power demand with a characteristic of non-linear dynamic system, but it has a few prediction errors relatively. It also makes long term forecast difficult for sensitivity on the initial condition. On this paper, we evaluate the chaotic characteristic of electrical power demand with analysis methods of qualitative and quantitative and perform a forecast simulation of electrical power demand in regular sequence, attractor reconstruction, time series forecast for multi dimension using Lyapunov exponent quantitatively. We compare simulated results with the previous method and verify that the purpose one being more practice and effective than it.

Time Series Forecast of Maximum Electrical Power using Lyapunov Exponent (Lyapunov 지수를 이용한 전력 수요 시계열 예측)

  • Choo, Yeongyu;Park, Jae-hyeon;Kim, Young-il
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 2009.05a
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    • pp.171-174
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    • 2009
  • Generally the neural network and the fuzzy compensative algorithm are applied to forecast the time series for power demand with a characteristic of non-linear dynamic system, but it has a few prediction errors relatively. It also makes long term forecast difficult for sensitivity on the initial condition. On this paper, we evaluate the chaotic characteristic of electrical power demand with analysis methods of qualitative and quantitative and perform a forecast simulation of electrical power demand in regular sequence, attractor reconstruction, time series forecast for multi dimension using Lyapunov exponent quantitatively. We compare simulated results with the previous method and verify that the purpose one being more practice and effective than it.

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