• Title/Summary/Keyword: Fuzzy GMDH

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Fuzzy GMDH-type Model and Its Application to Financial Demand Forecasting for the Educational Expenses

  • Hwang, Heung-Suk;Seo, Mi-Young
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2007.11a
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    • pp.183-189
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    • 2007
  • In this paper, we developed the fuzzy group method data handling-type (GMDH) Model and applied it to demand forecasting of educational expenses. At present, GMDH family of modeling algorithms discovers the structure of empirical models and it gives only the way to get the most accurate identification and demand forecasts in case of noised and short input sampling. In distinction to fuzzy system, the results are explicit mathematical models, obtained in a relative short time. In this paper, an adaptive learning network is proposed as a kind of fuzzy GMDH. The proposed method can be reinterpreted as a multi-stage fuzzy decision rule which is called as the fuzzy GMDH. The fuzzy GMDH-type networks have several advantages compared with conventional multi-layered GMDH models. Therefore, many types of nonlinear systems can be automatically modeled by using the fuzzy GMDH. A computer program is developed and successful applications are shown in the field of demand forecasting problem of educational expenses with the number of factors considered.

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Neuro-Fuzzy GMDH Model and Its Application to Forecasting of Mobile Communication (뉴로 - 퍼지 GMDH 모델 및 이의 이동통신 예측문제에의 응용)

  • Hwang, Heung-Suk
    • IE interfaces
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    • v.16 no.spc
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    • pp.28-32
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    • 2003
  • In this paper, the fuzzy group method data handling-type(GMDH) neural networks and their application to the forecasting of mobile communication system are described. At present, GMDH family of modeling algorithms discovers the structure of empirical models and it gives only the way to get the most accurate identification and demand forecasts in case of noised and short input sampling. In distinction to neural networks, the results are explicit mathematical models, obtained in a relative short time. In this paper, an adaptive learning network is proposed as a kind of neuro-fuzzy GMDH. The proposed method can be reinterpreted as a multi-stage fuzzy decision rule which is called as the neuro-fuzzy GMDH. The GMDH-type neural networks have several advantages compared with conventional multi-layered GMDH models. Therefore, many types of nonlinear systems can be automatically modeled by using the neuro-fuzzy GMDH. The computer program is developed and successful applications are shown in the field of estimating problem of mobile communication with the number of factors considered.

Fuzzy GMDH Model and Its Application to the Sewage Treatment Process (퍼지 GMDH 모델과 하수처리공정에의 응용)

  • 노석범;오성권;황형수;박희순
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 1995.10b
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    • pp.153-158
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    • 1995
  • In this paper, A new design method of fuzzy modeling is presented for the model identification of nonlinear complex systems. The proposed fuzzy GMDH modeling implements system structure and parameter identification using GMDH(Group Method of Data Handling) algorithm and linguistic fuzzy implication rules from input and output data of processes. In order to identify premise structure and parameter of fuzzy implication rules, GMDH algorithm and fuzzy reasoning method are used and the least square method is utilized for the identification of optimum consequence parameters. Time series data for gas furnaceare those for sewage treatment process are used for the purpose of evaluating the performance of the proposed fuzzy GMDH modeling. The results show that the proposed method can produce the fuzzy model with higher accuracy than other works achieved previously.

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Fuzzy Polynomial Neural Network Algorithm using GMDH Mehtod and its Application to the Wastewater Treatment Process (GMDH 방법에 의한 FPNN 일고리즘과 폐스처리공정에의 응용)

  • Oh, Sung-Kwon;Hwang, Hyung-Soo;Ahn, Tae-Chon
    • Journal of the Korean Institute of Intelligent Systems
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    • v.7 no.2
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    • pp.96-105
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    • 1997
  • In this paper, A new design method of fuzzy modeling is presented for the model identification of nonlinear complex systems. The proposed FPNN(Fuzzy Polynomial Neural Network) modeling implements system structure and parameter identification using GMDH(Group Method of Data Handling) method and linguistic fuzzy implication rules from input and output data of processes. In order to identify premise structure and parameter of fuzzy implication rules, GMDH method and regression polynomial fuzzy reasoning method are used and the least square method is utilized for the identification of optimum consequence parameters. Time series data for gas furnace and those for wastewater treatment process are used for the purpose of evaluating the performance of the proposed FPNN modeling. The results show that the proposed method can produce the fuzzy model with higher accuracy than other works achieved previously.

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Fuzzy Polynomial Neural Networks based on GMDH algorithm and Polynomial Fuzzy Inference (GMDH 알고리즘과 다항식 퍼지추론에 기초한 퍼지 다항식 뉴럴 네트워크)

  • 박호성;윤기찬;오성권
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2000.05a
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    • pp.130-133
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    • 2000
  • In this paper, a new design methodology named FNNN(Fuzzy Polynomial Neural Network) algorithm is proposed to identify the structure and parameters of fuzzy model using PNN(Polynomial Neural Network) structure and a fuzzy inference method. The PNN is the extended structure of the GMDH(Group Method of Data Handling), and uses several types of polynomials such as linear, quadratic and modified quadratic besides the biquadratic polynomial used in the GMDH. The premise of fuzzy inference rules defines by triangular and gaussian type membership function. The fuzzy inference method uses simplified and regression polynomial inference method which is based on the consequence of fuzzy rule expressed with a polynomial such as linear, quadratic and modified quadratic equation are used. Each node of the FPNN is defined as fuzzy rules and its structure is a kind of neuro-fuzzy architecture Several numerical example are used to evaluate the performance of out proposed model. Also we used the training data and testing data set to obtain a balance between the approximation and generalization of proposed model.

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A study on the novel Neuro-fuzzy network for nonlinear modeling (비선형 모델링에 대한 새로운 뉴로-퍼지 네트워크 연구)

  • Kim, Dong-Won;Park, Byoung-Jun;Oh, Sung-Kwun
    • Proceedings of the KIEE Conference
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    • 2000.11d
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    • pp.791-793
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    • 2000
  • The fuzzy inference system is a popular computing framework based on the concepts of fuzzy set theory, fuzzy if-then rules, and fuzzy reasoning. The advantage of fuzzy approach over traditional ones lies on the fact that fuzzy system does not require a detail mathematical description of the system while modeling. As modeling method. the Group Method of Data Handling(GMDH) is introduced by A.G. Ivakhnenko GMDH is an analysis technique for identifying nonlinear relationships between system's inputs and output. We study a Novel Neuro-Fuzzy Network (NNFN) in this paper. NNFN is a network resulting from the combination of a fuzzy inference system and polynomial neural network(PNN) (7) which is advanced structure of GMDH. Simulation involve a series of synthetic as well as experimental data used across various neurofuzzy systems.

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A Study on Multi-layer Fuzzy Inference System based on a Modified GMDH Algorithm (수정된 GMDH 알고리즘 기반 다층 퍼지 추론 시스템에 관한 연구)

  • Park, Byoung-Jun;Park, Chun-Seong;Oh, Sung-Kwun
    • Proceedings of the KIEE Conference
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    • 1998.11b
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    • pp.675-677
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    • 1998
  • In this paper, we propose the fuzzy inference algorithm with multi-layer structure. MFIS(Multi-layer Fuzzy Inference System) uses PNN(Polynomial Neural networks) structure and the fuzzy inference method. The PNN is the extended structure of the GMDH(Group Method of Data Hendling), and uses several types of polynomials such as linear, quadratic and cubic, as well as the biquadratic polynomial used in the GMDH. In the fuzzy inference method, the simplified and regression polynomial inference methods are used. Here, the regression polynomial inference is based on consequence of fuzzy rules with the polynomial equations such as linear, quadratic and cubic equation. Each node of the MFIS is defined as fuzzy rules and its structure is a kind of neuro-fuzzy structure. We use the training and testing data set to obtain a balance between the approximation and the generalization of process model. Several numerical examples are used to evaluate the performance of the our proposed model.

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Identification of Fuzzy Systems by means of the Extended GMDH Algorithm

  • Park, Chun-Seong;Park, Jae-Ho;Oh, Sung-Kwun
    • 제어로봇시스템학회:학술대회논문집
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    • 1998.10a
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    • pp.254-259
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    • 1998
  • A new design methology is proposed to identify the structure and parameters of fuzzy model using PNN and a fuzzy inference method. The PNN is the extended structure of the GMDH(Group Method of Data Handling), and uses several types of polynomials such as linear, quadratic and cubic besides the biquadratic polynomial used in the GMDH. The FPNN(Fuzzy Polynomial Neural Networks) algorithm uses PNN(Polynomial Neural networks) structure and a fuzzy inference method. In the fuzzy inference method, the simplified and regression polynomial inference methods are used. Here a regression polynomial inference is based on consequence of fuzzy rules with a polynomial equations such as linear, quadratic and cubic equation. Each node of the FPNN is defined as fuzzy rules and its structure is a kind of neuro-fuzzy architecture. In this paper, we will consider a model that combines the advantage of both FPNN and PNN. Also we use the training and testing data set to obtain a balance between the approximation and generalization of process model. Several numerical examples are used to evaluate the performance of the our proposed model.

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Forecasting High-Level Ozone Concentration with Fuzzy Clustering (퍼지 클러스터링을 이용한 고농도오존예측)

  • 김재용;김성신;왕보현
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2001.05a
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    • pp.191-194
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    • 2001
  • The ozone forecasting systems have many problems because the mechanism of the ozone concentration is highly complex, nonlinear, and nonstationary. Also, the results of prediction are not a good performance so far, especially in the high-level ozone concentration. This paper describes the modeling method of the ozone prediction system using neuro-fuzzy approaches and fuzzy clustering. The dynamic polynomial neural network (DPNN) based upon a typical algorithm of GMDH (group method of data handling) is a useful method for data analysis, identification of nonlinear complex system, and prediction of a dynamical system.

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Forecasting High-Level Ozone Concentration with Fuzzy Clustering (퍼지 클러스터링 이용한 고농도오존예측)

  • 김재용;김성신;왕보현
    • Journal of the Korean Institute of Intelligent Systems
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    • v.11 no.4
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    • pp.336-339
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    • 2001
  • The ozone forecasting systems have many problems because the mechanism of the ozone concentration is highly complex, nonlinear, and nonstationary. Especially, the performance of the prediction results in the high-level ozone concentration are not good. This paper describes the modeling method of the ozone prediction system using neuro-fuzzy approaches and fuzzy clustering methods. The dynamic polynomial neural network (DPNN) based upon a typical algorithm of GMDH (group method of data handling) is a useful method for data analysis, the identification of nonlinear complex systems, and prediction of dynamical systems.

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