• Title/Summary/Keyword: Fuzzy Analysis

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Time Series Stock Prices Prediction Based On Fuzzy Model (퍼지 모델에 기초한 시계열 주가 예측)

  • Hwang, Hee-Soo;Oh, Jin-Sung
    • 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.

Image Analysis using Transform domain-based Human Visual Parameter (변환영역 기반의 시각특성 파라미터를 이용한 영상 분석)

  • Kim, Yoon-Ho
    • Journal of Advanced Navigation Technology
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    • v.12 no.4
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    • pp.378-383
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    • 2008
  • This paper presents a method of image analysis based on discrete cosine transform (DCT) and fuzzy inference(Fl). It concentrated not only on the design of fuzzy inference algorithm but also on incorporating human visual parameter(HVP) into transform coefficients. In the first, HVP such as entropy, texture degree are calculated from the coefficients matrix of DCT. Secondly, using these parameters, fuzzy input variables are generated. Mamdani's operator as well as ${\alpha}$-cut function are involved to simulate the proposed approach, and consequently, experimental results are presented to testify the performance and applicability of the proposed scheme.

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Fuzzy multi-objective optimization of the laminated composite beam (복합재 적층 보의 퍼지 다목적 최적설계)

  • 이강희;구만회;이종호;홍영기;우호길
    • Proceedings of the Korean Society For Composite Materials Conference
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    • 2000.04a
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    • pp.143-148
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    • 2000
  • In this article, we presents multi-objective design optimization of laminated composite beam using Fuzzy programming method. At first, the two design objectives are minimizing the structural weight and maximizing the buckling load respectively. Fuzzy multi-optimization problem can be formulated based on results of single optimizations. Due to different relative importance of design objectives, membership functions are constructed by adding exponential parameters for different objective's weights. Finite element analysis of composite beam for buckling behavior are carried by Natural mode method proposed by J.Argyris and computational time of analysis can be reduced. With this scheme, a designer can conveniently obtain a compromise optimal solution of a multi-objective optimization problem only by providing some exponential parameters corresponding to the importance of the objective functions.

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HAI Control for Speed Control of SPMSM Drive (SPMSM 드라이브의 속도제어를 위한 HAI 제어)

  • Lee, Hong-Gyun;Lee, Jung-Chul;Chung, Dong-Hwa
    • The Transactions of the Korean Institute of Electrical Engineers P
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    • v.54 no.1
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    • pp.8-14
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    • 2005
  • This paper is proposed hybrid artificial intelligent(HAI) controller for speed control of surface permanent magnet synchronous motor(SPMSM) drive. The design of this algorithm based on HAI controller that is implemented using fuzzy control and neural network. This controller uses fuzzy rule as training patterns of a neural network. Also, this controller uses the back-propagation method to adjust the weights between the neurons of neural network in order to minimize the error between the command output and actual output. A model reference adaptive scheme is proposed in which the adaptation mechanism is executed by fuzzy logic based on the error and change of error measured between the motor speed and output of a reference model. The control performance of the HAI controller is evaluated by analysis for various operating conditions. The results of analysis prove that the proposed control system has strong high performance and robustness to parameter variation, and steady-state accuracy and transient response.

Multirate Digital Control for Fuzzy Systems: LMI-Based Design and Stability Analysis

  • Kim Do-Wan;Park Jin-Bae;Joo Young-Hoon;Kim Sung-Ho
    • International Journal of Control, Automation, and Systems
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    • v.4 no.4
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    • pp.506-515
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    • 2006
  • This paper studies an intelligent digital control for nonlinear systems with multirate sampling. It is worth noting that the multirate control design is addressed for a given nonlinear system represented by Takagi-Sugeno (T-S) fuzzy models. The main features of the proposed method are that i) it is provided that the sufficient conditions for stabilization of the discrete-time T-S fuzzy system in the sense of Lyapunov stability criterion, which is can be formulated in the linear matrix inequalities (LMIs); and ii) the stability properties of the trivial solution of the digital control system can be deduced from that of the solution of its discretized versions. An example is provided for showing the feasibility of the proposed method.

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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Takagi-Sugeno Fuzzy Model-based Iterative Learning Control Systems: A Two-dimensional System Theory Approach

  • Chu, Jun-Uk;Lee, Yun-Jung
    • 제어로봇시스템학회:학술대회논문집
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    • 2001.10a
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    • pp.169.3-169
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    • 2001
  • This paper introduces a new approach to analysis of error convergence for a class of iterative learning control systems. First, a nonlinear plant is represented using a Takagi-Sugeno(T-S) fuzzy model. Then each iterative learning controller is designed for each linear plant in the T-S fuzzy model. From the view point of two-dimensional(2-D) system theory, we transform the proposed learning systems to a 2-D error equation, which is also established in the form of T-S fuzzy model. We analysis the error convergence in the sense of induced 2 L -norm, where the effects of disturbances and initial conditions on 2-D error are considered. The iterative learning controller design problem to guarantee the error convergence can be reduced to linear matrix inequality problems. In comparison with others, our learning algorithm ...

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Industrial load forecasting using the fuzzy clustering and wavelet transform analysis

  • Yu, In-Keun
    • Journal of IKEEE
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    • v.4 no.2 s.7
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    • pp.233-240
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    • 2000
  • This paper presents fuzzy clustering and wavelet transform analysis based technique for the industrial hourly load forecasting fur the purpose of peak demand control. Firstly, one year of historical load data were sorted and clustered into several groups using fuzzy clustering and then wavelet transform is adopted using the Biorthogonal mother wavelet in order to forecast the peak load of one hour ahead. The 5-level decomposition of the daily industrial load curve is implemented to consider the weather sensitive component of loads effectively. The wavelet coefficients associated with certain frequency and time localization is adjusted using the conventional multiple regression method and the components are reconstructed to predict the final loads through a five-scale synthesis technique. The outcome of the study clearly indicates that the proposed composite model of fuzzy clustering and wavelet transform approach can be used as an attractive and effective means for the industrial hourly peak load forecasting.

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Sampled Fuzzy Controller for discrete networked control systems (샘플치 퍼지 제어기를 이용한 이산 퍼지 시스템 제어)

  • Kook, Song-Min;Bae, Park-Jin;Kim, Jong-Seon;Hoon, Joo-Young
    • Proceedings of the KIEE Conference
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    • 2008.07a
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    • pp.1783-1784
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    • 2008
  • This paper presents a novel control technique to deal with networked control systems with neutral timedelay, which is known to highly degrade the control performance of the controlled system. The stability analysis and design method for a sampled-data fuzzy controller for discrete networked control systems (NCS). The neutral time-delay and sampling activity will complicate the NCS. And it make the stability analysis much more difficult than that for a continuous-time NCS. Based on the fuzzy control approach, linear matrix inequality (LMI)-based stability conditions are derived to guarantee the neutral T-S fuzzy system stability. The simulation results and practical experiments illustrate that the proposed controller design is realistic.

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Effective Gas Identification Model based on Fuzzy Logic and Hybrid Genetic Algorithms

  • Bang, Yonug-Keun;Byun, Hyung-Gi;Lee, Chul-Heui
    • Journal of Sensor Science and Technology
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    • v.21 no.5
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    • pp.329-338
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    • 2012
  • This paper presents an effective design method for a gas identification system. The design method adopted the sequential combination between the hybrid genetic algorithms and the TSK fuzzy logic system. First, the sensor grouping method by hybrid genetic algorithms led the effective dimensional reduction as well as effective pattern analysis from a large volume of pattern dimensions. Second, the fuzzy identification sub-models allowed handling the uncertainty of the sensor data extensively. By these advantages, the proposed identification model demonstrated high accuracy rates for identifying the five different types of gases; it was confirmed throughout the experimental trials.