• Journal of the Korean Institute of Intelligent Systems
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• v.19 no.5
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• pp.689-694
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• 2009

In this paper an approach to building fuzzy models for predicting daily and weekly stock prices is presented. Predicting stock prices with traditional time series analysis has proven to be difficult. Fuzzy logic based models have advantage of expressing the input-output relation linguistically, which facilitates the understanding of the system behavior. In building a stock prediction model we bear a burden of selecting most effective indicators for the stock prediction. In this paper information used in traditional candle stick-chart analysis is considered as input variables of our fuzzy models. The fuzzy rules have the premises and the consequents composed of trapezoidal membership functions and nonlinear equations, respectively. DE(Differential Evolution) identifies optimal fuzzy rules through an evolutionary process. The fuzzy models to predict daily and weekly open, high, low, and close prices of KOSPI(KOrea composite Stock Price Index) are built, and their performances are demonstrated.

• Journal of the Korean Institute of Intelligent Systems
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• v.11 no.4
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• pp.359-365
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• 2001

In this paper, we propose the design methodology of target tracking system using fuzzy basis function expansion(FBFE) based on virus evolutionary genetic algorithm (VEGA). In general, the objective of target tracking is to estimate the future trajectory of the target based on the past position of the target obtained from the sensor. In the conventional and mathematical nonlinear filtering method such as extended Kalman filter(EKF), the performance of the system may be deteriorated in highly nonlinear situation. To resolve these problems of nonlinear filtering technique, by appling artificial intelligent technique to the tracking control of moving targets, we combine the advantages of both traditional and intelligent control technique. In the proposed method, after composing training datum from the parameters of extended Kalman filter, by combining FDFE, which has the strong ability for the approximation, with VEGA, which prevent GA from converging prematurely in the case of lack of genetic diversity of population, and by idenLifying the parameters and rule numbers of fuzzy basis function simultaneously, we can reduce the tracking error of EKF. Finally, the proposed method is applied to three dimensional tracking problem, and the simulation results shows that the tracking performance is improved by the proposed method.

• The Transactions of the Korean Institute of Electrical Engineers D
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• v.53 no.8
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• pp.561-570
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• 2004

In this paper, new architectures and comprehensive design methodologies of Genetic Algorithms(GAs) based Genetically optimized Neurofuzzy Networks(GoNFN) are introduced, and a series of numeric experiments are carried out. The proposed GoNFN is based on the rule-based Neurofuzzy Networks(NFN) with the extended structure of the premise and the consequence parts of fuzzy rules being formed within the networks. The premise part of the fuzzy rules are designed by using space partitioning in terms of fuzzy sets defined in individual variables. In the consequence part of the fuzzy rules, three different forms of the regression polynomials such as constant, linear and quadratic are taken into consideration. The structure and parameters of the proposed GoNFN are optimized by GAs. GAs being a global optimization technique determines optimal parameters in a vast search space. But it cannot effectively avoid a large amount of time-consuming iteration because GAs finds optimal parameters by using a given space. To alleviate the problems, the dynamic search-based GAs is introduced to lead to rapidly optimal convergence over a limited region or a boundary condition. In a nutshell, the objective of this study is to develop a general design methodology o GAs-based GoNFN modeling, come up a logic-based structure of such model and propose a comprehensive evolutionary development environment in which the optimization of the model can be efficiently carried out both at the structural as well as parametric level for overall optimization by utilizing the separate or consecutive tuning technology. To evaluate the performance of the proposed GoNFN, the models are experimented with the use of several representative numerical examples.

• Journal of the Korean Institute of Intelligent Systems
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• v.12 no.5
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• pp.451-461
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• 2002

Differential evolution(DE) has been preyed to be an efficient method for optimizing real-valued multi-modal objective functions. DE's main assets are its conceptual simplicity and ease of use. However, the convergence properties are deeply dependent on the control parameters of DE. This paper proposes an adaptive differential evolution(ADE) method which combines with a variant of DE and an adaptive mechanism of the control parameters. ADE contributes to the robustness and the easy use of the DE without deteriorating the convergence. 12 optimization problems is considered to test ADE. As an application of ADE the paper presents a supervised clustering method for predicting events, what is called, an evolutionary event clustering(EEC). EEC is tested for 4 cases used widely for the validation of data modeling.