• Title/Summary/Keyword: Fuzzy logic application

Search Result 292, Processing Time 0.022 seconds

Approximate Dynamic Programming-Based Dynamic Portfolio Optimization for Constrained Index Tracking

  • Park, Jooyoung;Yang, Dongsu;Park, Kyungwook
    • International Journal of Fuzzy Logic and Intelligent Systems
    • /
    • v.13 no.1
    • /
    • pp.19-30
    • /
    • 2013
  • Recently, the constrained index tracking problem, in which the task of trading a set of stocks is performed so as to closely follow an index value under some constraints, has often been considered as an important application domain for control theory. Because this problem can be conveniently viewed and formulated as an optimal decision-making problem in a highly uncertain and stochastic environment, approaches based on stochastic optimal control methods are particularly pertinent. Since stochastic optimal control problems cannot be solved exactly except in very simple cases, approximations are required in most practical problems to obtain good suboptimal policies. In this paper, we present a procedure for finding a suboptimal solution to the constrained index tracking problem based on approximate dynamic programming. Illustrative simulation results show that this procedure works well when applied to a set of real financial market data.

Multi-Object Tracking using the Color-Based Particle Filter in ISpace with Distributed Sensor Network

  • Jin, Tae-Seok;Hashimoto, Hideki
    • International Journal of Fuzzy Logic and Intelligent Systems
    • /
    • v.5 no.1
    • /
    • pp.46-51
    • /
    • 2005
  • Intelligent Space(ISpace) is the space where many intelligent devices, such as computers and sensors, are distributed. According to the cooperation of many intelligent devices, the environment, it is very important that the system knows the location information to offer the useful services. In order to achieve these goals, we present a method for representing, tracking and human following by fusing distributed multiple vision systems in ISpace, with application to pedestrian tracking in a crowd. And the article presents the integration of color distributions into particle filtering. Particle filters provide a robust tracking framework under ambiguity conditions. We propose to track the moving objects by generating hypotheses not in the image plan but on the top-view reconstruction of the scene. Comparative results on real video sequences show the advantage of our method for multi-object tracking. Simulations are carried out to evaluate the proposed performance. Also, the method is applied to the intelligent environment and its performance is verified by the experiments.

Nonlinear Time Series Analysis Tool and its Application to EEG

  • Kim, Eung-Soo;Park, Kyung-Gyu
    • International Journal of Fuzzy Logic and Intelligent Systems
    • /
    • v.1 no.1
    • /
    • pp.104-112
    • /
    • 2001
  • Simply, Nonlinear dynamics theory means the complicated and noise-like phenomena originated form nonlinearity involved in deterministic dynamical system. An almost all the natural signals have nonlinear property. However, there exist few analysis software tool or package for a research and development of applications. We develop nonlinear time series analysis simulator is to provide a common and useful tool for this purpose and to promote research and development of nonlinear dynamics theory. This simulator is consists of the following four modules such as generation module, preprocessing module, analysis module and ICA module. In this paper, we applied to Electroencephalograph (EEG), as it turned out, our simulator is able to analyze nonlinear time series. Besides, we could get the useful results using the various parameters. These results are used to diagnostic the brain diseases.

  • PDF

Application of Neural Network Scheme to Performance Enhancement of Rheotruder

  • Kim, Sung-Ho;Lee, Young-Sam;Diaconescu, Bogdana
    • International Journal of Fuzzy Logic and Intelligent Systems
    • /
    • v.5 no.2
    • /
    • pp.114-118
    • /
    • 2005
  • Recently, in order to guarantee the quality of the final product from the production line, several equipments able to examine the polymer ingredients' quality are being used. Rheotruder is one of the equipments manufactured to measure the viscosity of the ingredient that is an important factor for the quality of final product. However, Rheotruder has nonlinear characteristics such as time delay which make systematic analysis difficult. In this paper, in order to enhance the performance of Rheotruder, a new scheme is introduced. It incorporates TDNN (Time Delay Neural Network) bank and Elman network to get a right decision on whether the tested ingredient is good or not. Furthermore, the proposed scheme is verified through real test execution.

Application of Neural Inverse Modeling Scheme to Optimal Parameter Tuning of Filter Test Equipment

  • Kim, Sung-Ho;Han, Yun-Jong;Bae, Geum-Dong
    • International Journal of Fuzzy Logic and Intelligent Systems
    • /
    • v.4 no.2
    • /
    • pp.172-175
    • /
    • 2004
  • Generally, the yield rate of semiconductors is the major factor that affects directly the price of semiconductors. For a high yield rate of semiconductors, the air inside clean room is needed to be purified and high efficient filters are used for this. The filter are made of super-fine fiber and certain pinholes can be easily produced on the filter's surface by inadvertent manufacturing. As these pinholes are not easily detected with the bare sight, these pinholes exert a negative impact to filtration performance of the filter. In this research, not only the automatic test equipment for detecting pinholes is proposed, but also inverse modeling scheme based on artificial neural network is applied for tuning of its important parameters.

Stock and News Application of Intelligent Agent System

  • Kim, Dae-Su
    • International Journal of Fuzzy Logic and Intelligent Systems
    • /
    • v.3 no.2
    • /
    • pp.239-243
    • /
    • 2003
  • Recently, there has been active research conducted on the intelligent agent in various fields. The results have been widely applied to intelligent user-friendly interfaces. In this system, we modeled, designed, and implemented an intelligent agent system that can be applied to stock and news. Some procedures such as login sequence to the web site, process to get stock information, setting stock in concern, intelligent news system module, news analysis module, and news learning module are modeled in detail and described in block diagram level. In our experiment on stock system, it showed quite a useful alarming screen avatar result and also on news system. it successfully rearranged the order of the news according to the user's preferences.

Object Search Algorithm under Dynamic Programming in the Tree-Type Maze

  • Jang In-Hun;Lee Dong-Hoon;Sim Kwee-Bo
    • International Journal of Fuzzy Logic and Intelligent Systems
    • /
    • v.5 no.4
    • /
    • pp.333-338
    • /
    • 2005
  • This paper presents the target object search algorithm under Dynamic Programming (DP) in the Tree-type maze. We organized an experimental environment with the concatenation of Y-shape diverged way, small mobile robot, and a target object. By the principle of optimality, the backbone of DP, an agent recognizes that a given whole problem can be solved whether the values of the best solution of certain ancillary problem can be determined according to the principle of optimality. In experiment, we used two different control algorithms: a left-handed method and DP. Finally we verified the efficiency of DP in the practical application using our real robot.

Study on Design of Fingerprint Recognition Embedded System using Neural Network

  • Kim, Dong Han;Kim, Jung Hoon;Lee, Sang Hae
    • International Journal of Fuzzy Logic and Intelligent Systems
    • /
    • v.4 no.3
    • /
    • pp.347-352
    • /
    • 2004
  • We generated blocks from the direction-extracted fingerprint during the pre-process of the fingerprint recognition algorithm and performed training by using the direction minutiae of each block as the input pattern of the neural network, so that we extracted the core points to use in the matching. Based on this, we designed the fingerprint recognition embedded system and tested it by using the control board and the serial communication to utilize it for a variety of application systems. As a result, we can verify the reliance satisfactorily.

Flexible Iterative Learning Control Based Expert System and Its Application

  • Zuojun, Liu;Zhihu, Liu;Linan, Zu;Peng, Yang
    • International Journal of Fuzzy Logic and Intelligent Systems
    • /
    • v.9 no.3
    • /
    • pp.185-190
    • /
    • 2009
  • A scheme of expert system based on iterative learning control is proposed. Iterative learning control can obtain control experience from the historical data to build the knowledge base of expert system. Considering some uncertain factors, a flexible measure is adopted in iterative learning control (ILC). Simulation proves the feasibility and effect of the air conditioning control expert system based on flexible iterative learning control (F-ILC). Finally, a feedback compensation unit is incorporated against irregular heavy disturbance.

Development of Realtime EtherCAT Master Library Using INtime

  • Moon, Yong-Seon;Trong, Tuan Anh Vo;Ko, Nak-Yong;Seo, Dong-Jin;Lim, Seung-Woo
    • International Journal of Fuzzy Logic and Intelligent Systems
    • /
    • v.9 no.2
    • /
    • pp.94-98
    • /
    • 2009
  • This paper proposes an architecture of a real-time EtherCAT master library called RtEML. The controls EtherCAT slaves under EtherCAT protocol in real-time. It provides a simple programming interface which is useful in developing robot application in C/C++ or C#. To achieve deterministic, hard real-time control in Microsoft Windows environment without additional hardware, INtime is used. Since INtime is designed specifically to take advantage of the powerful capabilities of the x86 processor architecture, the proposed RtEML achieves microseconds of real-time performance.