• Title/Summary/Keyword: Fuzzy Prediction System

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Using fuzzy-neural network to predict hedge fund survival (퍼지신경망 모형을 이용한 헤지펀드의 생존여부 예측)

  • Lee, Kwang Jae;Lee, Hyun Jun;Oh, Kyong Joo
    • Journal of the Korean Data and Information Science Society
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    • v.26 no.6
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    • pp.1189-1198
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    • 2015
  • For the effects of the global financial crisis cause hedge funds to have a strong influence on financial markets, it is needed to study new approach method to predict hedge fund survival. This paper proposes to organize fuzzy neural network using hedge fund data as input to predict hedge fund survival. The variables of hedge fund data are ambiguous to analyze and have internal uncertainty and these characteristics make it challenging to predict their survival from the past records. The object of this study is to evaluate the predictability of fuzzy neural network which uses grades of membership to predict survival. The results of this study show that proposed system is effective to predict the hedge funds survival and can be a desirable solution which helps investors to support decision-making.

Design of the Model for Predicting Ship Collision Risk using Fuzzy and DEVS (퍼지와 DEVS를 이용한 선박 충돌 위험 예측 모델 설계)

  • Yi, Mira
    • Journal of the Korea Society for Simulation
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    • v.25 no.4
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    • pp.127-135
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    • 2016
  • Even thought modernized marine navigation devices help navigators, marine accidents has been often occurred and ship collision is one of the main types of the accidents. Various studies on the assessment method of collision risk have been reported, and studies using fuzzy theory are remarkable for the reason that reflect linguistic and ambiguous criteria for real situations. In these studies, collision risks were assessed on the assumption that the current state of navigation ship would be maintained. However, navigators ignore or turn off frequent alarms caused by the devices predicting collision risk, because they think that they can avoid the collisions in the most of situations. This paper proposes a model of predicting ship collision risk considering the general patterns of collision avoidance, and the approach is based on fuzzy inference and discrete event system specification (DEVS) formalism.

Design of Very Short-term Precipitation Forecasting Classifier Based on Polynomial Radial Basis Function Neural Networks for the Effective Extraction of Predictive Factors (예보인자의 효과적 추출을 위한 다항식 방사형 기저 함수 신경회로망 기반 초단기 강수예측 분류기의 설계)

  • Kim, Hyun-Myung;Oh, Sung-Kwun;Kim, Hyun-Ki
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.64 no.1
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    • pp.128-135
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    • 2015
  • In this study, we develop the very short-term precipitation forecasting model as well as classifier based on polynomial radial basis function neural networks by using AWS(Automatic Weather Station) and KLAPS(Korea Local Analysis and Prediction System) meteorological data. The polynomial-based radial basis function neural networks is designed to realize precipitation forecasting model as well as classifier. The structure of the proposed RBFNNs consists of three modules such as condition, conclusion, and inference phase. The input space of the condition phase is divided by using Fuzzy C-means(FCM) and the local area of the conclusion phase is represented as four types of polynomial functions. The coefficients of connection weights are estimated by weighted least square estimation(WLSE) for modeling as well as least square estimation(LSE) method for classifier. The final output of the inference phase is obtained through fuzzy inference method. The essential parameters of the proposed model and classifier such ad input variable, polynomial order type, the number of rules, and fuzzification coefficient are optimized by means of Particle Swarm Optimization(PSO) and Differential Evolution(DE). The performance of the proposed precipitation forecasting system is evaluated by using KLAPS meteorological data.

Disease Prediction System based on WEB (WEB 기반 질병 예측 시스템)

  • Hong, YouSik;Han, Y.H.;Lee, W.B.
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.22 no.3
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    • pp.125-132
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    • 2022
  • The Ministry of Environment recently analyzed the output data of 10 fine dust measuring stations and, as a result, announced that about 60% had an error that the existing atmospheric measurement concentration was higher. In order to accurately predict fine dust, the wind direction and measurement position must be corrected. In this paper, in order to solve these problems, fuzzy rules are used to solve these problems. In addition, in order to calculate the fine particulate sensation index actually felt by pedestrians on the street, a computer simulation experiment was conducted to calculate the fine particulate sensation index in consideration of weather conditions, temperature conditions, humidity conditions, and wind conditions.

Power peaking factor prediction using ANFIS method

  • Ali, Nur Syazwani Mohd;Hamzah, Khaidzir;Idris, Faridah;Basri, Nor Afifah;Sarkawi, Muhammad Syahir;Sazali, Muhammad Arif;Rabir, Hairie;Minhat, Mohamad Sabri;Zainal, Jasman
    • Nuclear Engineering and Technology
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    • v.54 no.2
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    • pp.608-616
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    • 2022
  • Power peaking factors (PPF) is an important parameter for safe and efficient reactor operation. There are several methods to calculate the PPF at TRIGA research reactors such as MCNP and TRIGLAV codes. However, these methods are time-consuming and required high specifications of a computer system. To overcome these limitations, artificial intelligence was introduced for parameter prediction. Previous studies applied the neural network method to predict the PPF, but the publications using the ANFIS method are not well developed yet. In this paper, the prediction of PPF using the ANFIS was conducted. Two input variables, control rod position, and neutron flux were collected while the PPF was calculated using TRIGLAV code as the data output. These input-output datasets were used for ANFIS model generation, training, and testing. In this study, four ANFIS model with two types of input space partitioning methods shows good predictive performances with R2 values in the range of 96%-97%, reveals the strong relationship between the predicted and actual PPF values. The RMSE calculated also near zero. From this statistical analysis, it is proven that the ANFIS could predict the PPF accurately and can be used as an alternative method to develop a real-time monitoring system at TRIGA research reactors.

An evolutionary fuzzy modelling approach and comparison of different methods for shear strength prediction of high-strength concrete beams without stirrups

  • Mohammadhassani, Mohammad;Nezamabadi-pour, Hossein;Suhatril, Meldi;shariati, Mahdi
    • Smart Structures and Systems
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    • v.14 no.5
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    • pp.785-809
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    • 2014
  • In this paper, an Adaptive nerou-based inference system (ANFIS) is being used for the prediction of shear strength of high strength concrete (HSC) beams without stirrups. The input parameters comprise of tensile reinforcement ratio, concrete compressive strength and shear span to depth ratio. Additionally, 122 experimental datasets were extracted from the literature review on the HSC beams with some comparable cross sectional dimensions and loading conditions. A comparative analysis has been carried out on the predicted shear strength of HSC beams without stirrups via the ANFIS method with those from the CEB-FIP Model Code (1990), AASHTO LRFD 1994 and CSA A23.3 - 94 codes of design. The shear strength prediction with ANFIS is discovered to be superior to CEB-FIP Model Code (1990), AASHTO LRFD 1994 and CSA A23.3 - 94. The predictions obtained from the ANFIS are harmonious with the test results not accounting for the shear span to depth ratio, tensile reinforcement ratio and concrete compressive strength; the data of the average, variance, correlation coefficient and coefficient of variation (CV) of the ratio between the shear strength predicted using the ANFIS method and the real shear strength are 0.995, 0.014, 0.969 and 11.97%, respectively. Taking a look at the CV index, the shear strength prediction shows better in nonlinear iterations such as the ANFIS for shear strength prediction of HSC beams without stirrups.

Application of AI models for predicting properties of mortars incorporating waste powders under Freeze-Thaw condition

  • Cihan, Mehmet T.;Arala, Ibrahim F.
    • Computers and Concrete
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    • v.29 no.3
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    • pp.187-199
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    • 2022
  • The usability of waste materials as raw materials is necessary for sustainable production. This study investigates the effects of different powder materials used to replace cement (0%, 5% and 10%) and standard sand (0%, 20% and 30%) (basalt, limestone, and dolomite) on the compressive strength (fc), flexural strength (fr), and ultrasonic pulse velocity (UPV) of mortars exposed to freeze-thaw cycles (56, 86, 126, 186 and 226 cycles). Furthermore, the usability of artificial intelligence models is compared, and the prediction accuracy of the outputs is examined according to the inputs (powder type, replacement ratio, and the number of cycles). The results show that the variability of the outputs was significantly high under the freeze-thaw effect in mortars produced with waste powder instead of those produced with cement and with standard sand. The highest prediction accuracy for all outputs was obtained using the adaptive-network-based fuzzy inference system model. The significantly high prediction accuracy was obtained for the UPV, fc, and fr of mortars produced using waste powders instead of standard sand (R2 of UPV, fc and ff is 0.931, 0.759 and 0.825 respectively), when under the freeze-thaw effect. However, for the mortars produced using waste powders instead of cement, the prediction accuracy of UPV was significantly high (R2=0.889) but the prediction accuracy of fc and fr was low (R2fc=0.612 and R2ff=0.334).

Study on Prediction of Solar Insolation and Heating Load (일사량 및 난방부하 예측에 관한 연구)

  • Yoo, Seong Yeon;Kim, Tae Ho;Han, Kyu Hyun;Kim, Myung Ho
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.37 no.12
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    • pp.1105-1112
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    • 2013
  • In this study, a method for predicting heating loads using building characteristic coefficients is proposed for heating system control, and a method for predicting hourly temperature and solar insolation, which mainly affect building heating loads, is also proposed. The temperature and solar insolation are predicted by using a fuzzy theory from forecast information at the meteorological agency, and the building characteristic coefficients for the prediction of heating loads are derived from EnergyPlus. The simulated heating loads of the present study show good agreement with those of EnergyPlus. and the variations of the predicted heating loads using the predicted temperature and solar insolation are similar to those using the actual weather data.

Application of Sliding Mode fuzzy Control with Disturbance Prediction (외란 예측기가 포함된 슬라이딩 모드 퍼지 제어기의 응용)

  • 김상범;윤정방;구자인
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2000.04b
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    • pp.365-370
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    • 2000
  • A sliding mode fuzzy control (SMFC) algorithm is applied to design a controller for a benchmark problem on a wind- excited building. The structure is a 76-story concrete office tower with a height of 306 meters, hence the wind resistance characteristics are very important for the serviceability as well as the safety. A control system with an active tuned mass damper is assumed to be installed on the top floor. Since the structural acceleration is measured only at ,limited number of locations without measurement of the wind force, the structure of the conventional continuous sliding mode control may have the feed-back loop only. So, an adaptive least mean squares (LMS) filter is employed in the SMFC algorithm to generate a fictitious feed-forward loop. The adaptive LMS filter is designed based on the information of the stochastic characteristics of the wind velocity along the structure. A numerical study is carried out. and the performance of the present SMFC with the ,adaptive LMS filter is investigated in comparison with those of' other control, of algorithms such as linear quadratic Gaussian control, frequency domain optimal control, quadratic stability control, continuous sliding mode control, and H/sub ∞///sub μ/, control, which were reported by other researchers. The effectiveness of the adaptive LMS filter is also examined. The results indicate that the present algorithm is very efficient .

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Effects of infill walls on RC buildings under time history loading using genetic programming and neuro-fuzzy

  • Kose, M. Metin;Kayadelen, Cafer
    • Structural Engineering and Mechanics
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    • v.47 no.3
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    • pp.401-419
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    • 2013
  • In this study, the efficiency of adaptive neuro-fuzzy inference system (ANFIS) and genetic expression programming (GEP) in predicting the effects of infill walls on base reactions and roof drift of reinforced concrete frames were investigated. Current standards generally consider weight and fundamental period of structures in predicting base reactions and roof drift of structures by neglecting numbers of floors, bays, shear walls and infilled bays. Number of stories, number of bays in x and y directions, ratio of shear wall areas to the floor area, ratio of bays with infilled walls to total number bays and existence of open story were selected as parameters in GEP and ANFIS modeling. GEP and ANFIS have been widely used as alternative approaches to model complex systems. The effects of these parameters on base reactions and roof drift of RC frames were studied using 3D finite element method on 216 building models. Results obtained from 3D FEM models were used to in training and testing ANFIS and GEP models. In ANFIS and GEP models, number of floors, number of bays, ratio of shear walls and ratio of infilled bays were selected as input parameters, and base reactions and roof drifts were selected as output parameters. Results showed that the ANFIS and GEP models are capable of accurately predicting the base reactions and roof drifts of RC frames used in the training and testing phase of the study. The GEP model results better prediction compared to ANFIS model.