• Title/Summary/Keyword: Parametric algorithm

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Identification of Fuzzy Inference System Based on Information Granulation

  • Huang, Wei;Ding, Lixin;Oh, Sung-Kwun;Jeong, Chang-Won;Joo, Su-Chong
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.4 no.4
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    • pp.575-594
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    • 2010
  • In this study, we propose a space search algorithm (SSA) and then introduce a hybrid optimization of fuzzy inference systems based on SSA and information granulation (IG). In comparison with "conventional" evolutionary algorithms (such as PSO), SSA leads no.t only to better search performance to find global optimization but is also more computationally effective when dealing with the optimization of the fuzzy models. In the hybrid optimization of fuzzy inference system, SSA is exploited to carry out the parametric optimization of the fuzzy model as well as to realize its structural optimization. IG realized with the aid of C-Means clustering helps determine the initial values of the apex parameters of the membership function of fuzzy model. The overall hybrid identification of fuzzy inference systems comes in the form of two optimization mechanisms: structure identification (such as the number of input variables to be used, a specific subset of input variables, the number of membership functions, and polyno.mial type) and parameter identification (viz. the apexes of membership function). The structure identification is developed by SSA and C-Means while the parameter estimation is realized via SSA and a standard least square method. The evaluation of the performance of the proposed model was carried out by using four representative numerical examples such as No.n-linear function, gas furnace, NO.x emission process data, and Mackey-Glass time series. A comparative study of SSA and PSO demonstrates that SSA leads to improved performance both in terms of the quality of the model and the computing time required. The proposed model is also contrasted with the quality of some "conventional" fuzzy models already encountered in the literature.

Outlier detection in time series data (시계열 자료에서의 특이치 발견)

  • Choi, Jeong In;Um, In Ok;Choa, Hyung Jun
    • The Korean Journal of Applied Statistics
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    • v.29 no.5
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    • pp.907-920
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    • 2016
  • This study suggests an outlier detection algorithm that uses quantile autoregressive model in time series data, eventually applying it to actual stock manipulation cases by comparing its performance to existing methods. Studies on outlier detection have traditionally been conducted mostly in general data and those in time series data are insufficient. They have also been limited to a parametric model, which is not convenient as it is complicated with an analysis that takes a long time. Thus, we suggest a new algorithm of outlier detection in time series data and through various simulations, compare it to existing algorithms. Especially, the outlier detection algorithm in time series data can be useful in finding stock manipulation. If stock price which had a certain pattern goes out of flow and generates an outlier, it can be due to intentional intervention and manipulation. We examined how fast the model can detect stock manipulations by applying it to actual stock manipulation cases.

Robust Primary-ambient Signal Decomposition Method using Principal Component Analysis with Phase Alignment (위상 정렬을 이용한 주성분 분석법의 강인한 스테레오 음원 분리 성능유지 기법)

  • Baek, Yong-Hyun;Hyun, Dong-Il;Park, Young-Cheol
    • Journal of Broadcast Engineering
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    • v.19 no.1
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    • pp.64-74
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    • 2014
  • The primary and ambient signal decomposition of a stereo sound is a key step to the stereo upmix. The principal component analysis (PCA) is one of the most widely used methods of primary-ambient signal decomposition. However, previous PCA-based decomposition algorithms assume that stereo sound sources are only amplitude-panned without any consideration of phase difference. So it occurs some performance degradation in case of live recorded stereo sound. In this paper, we propose a new PCA-based stereo decomposition algorithm that can consider the phase difference between the channel signals. The proposed algorithm overcomes limitation of conventional signal model using PCA with phase alignment. The phase alignment is realized by using inter-channel phase difference (IPD) which is widely used in parametric stereo coding. Moreover, Enhanced Modified PCA(EMPCA) is combined to solve the problem of conventional PCA caused by Primary to Ambient energy Ratio(PAR) and panning angle dependency. The simulation results are presented to show the improvements of the proposed algorithm.

Design of Optimized Radial Basis Function Neural Networks Classifier with the Aid of Principal Component Analysis and Linear Discriminant Analysis (주성분 분석법과 선형판별 분석법을 이용한 최적화된 방사형 기저 함수 신경회로망 분류기의 설계)

  • Kim, Wook-Dong;Oh, Sung-Kwun
    • Journal of the Korean Institute of Intelligent Systems
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    • v.22 no.6
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    • pp.735-740
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    • 2012
  • In this paper, we introduce design methodologies of polynomial radial basis function neural network classifier with the aid of Principal Component Analysis(PCA) and Linear Discriminant Analysis(LDA). By minimizing the information loss of given data, Feature data is obtained through preprocessing of PCA and LDA and then this data is used as input data of RBFNNs. The hidden layer of RBFNNs is built up by Fuzzy C-Mean(FCM) clustering algorithm instead of receptive fields and linear polynomial function is used as connection weights between hidden and output layer. In order to design optimized classifier, the structural and parametric values such as the number of eigenvectors of PCA and LDA, and fuzzification coefficient of FCM algorithm are optimized by Artificial Bee Colony(ABC) optimization algorithm. The proposed classifier is applied to some machine learning datasets and its result is compared with some other classifiers.

SSI effects on seismic behavior of smart base-isolated structures

  • Shourestani, Saeed;Soltani, Fazlollah;Ghasemi, Mojtaba;Etedali, Sadegh
    • Geomechanics and Engineering
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    • v.14 no.2
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    • pp.161-174
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    • 2018
  • The present study investigates the soil-structure interaction (SSI) effects on the seismic performance of smart base-isolated structures. The adopted control algorithm for tuning the control force plays a key role in successful implementation of such structures; however, in most studied carried out in the literature, these algorithms are designed without considering the SSI effect. Considering the SSI effects, a linear quadratic regulator (LQR) controller is employed to seismic control of a smart base-isolated structure. A particle swarm optimization (PSO) algorithm is used to tune the gain matrix of the controller in both cases without and with SSI effects. In order to conduct a parametric study, three types of soil, three well-known earthquakes and a vast range of period of the superstructure are considered for assessment the SSI effects on seismic control process of the smart-base isolated structure. The adopted controller is able to make a significant reduction in base displacement. However, any attempt to decrease the maximum base displacement results in slight increasing in superstructure accelerations. The maximum and RMS base displacements of the smart base-isolated structures in the case of considering SSI effects are more than the corresponding responses in the case of ignoring SSI effects. Overall, it is also observed that the maximum and RMS base displacements of the structure are increased by increasing the natural period of the superstructure. Furthermore, it can be concluded that the maximum and RMS superstructure accelerations are significant influenced by the frequency content of earthquake excitations and the natural frequency of the superstructure. The results show that the design of the controller is very influenced by the SSI effects. In addition, the simulation results demonstrate that the ignoring the SSI effect provides an unfavorable control system, which may lead to decline in the seismic performance of the smart-base isolated structure including the SSI effects.

The Cardinality Constrained Multi-Period Linear Programming Knapsack Problem (선수제약 다기간 선형계획 배낭문제)

  • Won, Joong-Yeon
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.38 no.4
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    • pp.64-71
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    • 2015
  • In this paper, we present a multi-period 0-1 knapsack problem which has the cardinality constraints. Theoretically, the presented problem can be regarded as an extension of the multi-period 0-1 knapsack problem. In the multi-period 0-1 knapsack problem, there are n jobs to be performed during m periods. Each job has the execution time and its completion gives profit. All the n jobs are partitioned into m periods, and the jobs belong to i-th period may be performed not later than in the i-th period, i = 1, ${\cdots}$, m. The total production time for periods from 1 to i is given by $b_i$ for each i = 1, ${\cdots}$, m, and the objective is to maximize the total profit. In the extended problem, we can select a specified number of jobs from each of periods associated with the corresponding cardinality constraints. As the extended problem is NP-hard, the branch and bound method is preferable to solve it, and therefore it is important to have efficient procedures for solving its linear programming relaxed problem. So we intensively explore the LP relaxed problem and suggest a polynomial time algorithm. We first decompose the LP relaxed problem into m subproblems associated with each cardinality constraints. Then we identify some new properties based on the parametric analysis. Finally by exploiting the special structure of the LP relaxed problem, we develop an efficient algorithm for the LP relaxed problem. The developed algorithm has a worst case computational complexity of order max[$O(n^2logn)$, $O(mn^2)$] where m is the number of periods and n is the total number of jobs. We illustrate a numerical example.

Target Length Estimation of Target by Scattering Center Number Estimation Methods (산란점 수 추정방법에 따른 표적의 길이 추정)

  • Lee, Jae-In;Yoo, Jong-Won;Kim, Nammoon;Jung, Kwangyong;Seo, Dong-Wook
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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    • v.38 no.6
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    • pp.543-551
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    • 2020
  • In this paper, we introduce a method to improve the accuracy of the length estimation of targets using a radar. The HRRP (High Resolution Range Profile) obtained from a received radar signal represents the one-dimensional scattering characteristics of a target, and peaks of the HRRP means the scattering centers that strongly scatter electromagnetic waves. By using the extracted scattering centers, the downrange length of the target, which is the length in the RLOS (Radar Line of Sight), can be estimated, and the real length of the target should be estimated considering the angle between the target and the RLOS. In order to improve the accuracy of the length estimation, parametric estimation methods, which extract scattering centers more exactly than the method using the HRRP, can be used. The parametric estimation method is applied after the number of scattering centers is determined, and is thus greatly affected by the accuracy of the number of scattering centers. In this paper, in order to improve the accuracy of target length estimation, the number of scattering centers is estimated by using AIC (Akaike Information Criteria), MDL (Minimum Descriptive Length), and GLE (Gerschgorin Likelihood Estimators), which are the source number estimation methods based on information theoretic criteria. Using the ESPRIT algorithm as a parameter estimation method, a length estimation simulation was performed for simple target CAD models, and the GLE method represented excellent performance in estimating the number of scattering centers and estimating the target length.

Estimation of Structural Deformed Shapes Using Limited Number of Displacement Measurements (한정된 계측 변위를 이용한 구조물 변형 형상 추정)

  • Choi, Junho;Kim, Seungjun;Han, Seungryong;Kang, Youngjong
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.33 no.4
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    • pp.1295-1302
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    • 2013
  • The structural deformed shape is important information to structural analysis. If the sufficient measuring points are secured at the structural monitoring system, reasonable and accurate structural deformation shapes can be obtained and structural analysis is possible using this deformation. However, the accurate estimation of the global structural shapes might be difficult if sufficient measuring points are not secure under cost limitations. In this study, SFSM-LS algorithm, the economic and effective estimation method for the structural deformation shapes with limited displacement measuring points is developed and suggested. In the suggested method, the global structural deformation shape is determined by the superposition of the pre-investigated structural deformed shapes obtained by preliminary FE analyses, with their optimum weight factors which lead minimization of the estimate errors. 2-span continuous bridge model is used to verify developed algorithm and parametric studies are performed. By the parametric studies, the characteristics of the estimation results obtained by the suggested method were investigated considering essential parameters such as pre-investigated structural shapes, locations and numbers of displacement measuring points. By quantitative comparison of estimation results with the conventional methods such as polynomial, Lagrange and spline interpolation, the applicability and accuracy of the suggested method was validated.

Analysis of promising countries for export using parametric and non-parametric methods based on ERGM: Focusing on the case of information communication and home appliance industries (ERGM 기반의 모수적 및 비모수적 방법을 활용한 수출 유망국가 분석: 정보통신 및 가전 산업 사례를 중심으로)

  • Jun, Seung-pyo;Seo, Jinny;Yoo, Jae-Young
    • Journal of Intelligence and Information Systems
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    • v.28 no.1
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    • pp.175-196
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    • 2022
  • Information and communication and home appliance industries, which were one of South Korea's main industries, are gradually losing their export share as their export competitiveness is weakening. This study objectively analyzed export competitiveness and suggested export-promising countries in order to help South Korea's information communication and home appliance industries improve exports. In this study, network properties, centrality, and structural hole analysis were performed during network analysis to evaluate export competitiveness. In order to select promising export countries, we proposed a new variable that can take into account the characteristics of an already established International Trade Network (ITN), that is, the Global Value Chain (GVC), in addition to the existing economic factors. The conditional log-odds for individual links derived from the Exponential Random Graph Model (ERGM) in the analysis of the cross-border trade network were assumed as a proxy variable that can indicate the export potential. In consideration of the possibility of ERGM linkage, a parametric approach and a non-parametric approach were used to recommend export-promising countries, respectively. In the parametric method, a regression analysis model was developed to predict the export value of the information and communication and home appliance industries in South Korea by additionally considering the link-specific characteristics of the network derived from the ERGM to the existing economic factors. Also, in the non-parametric approach, an abnormality detection algorithm based on the clustering method was used, and a promising export country was proposed as a method of finding outliers that deviate from two peers. According to the research results, the structural characteristic of the export network of the industry was a network with high transferability. Also, according to the centrality analysis result, South Korea's influence on exports was weak compared to its size, and the structural hole analysis result showed that export efficiency was weak. According to the model for recommending promising exporting countries proposed by this study, in parametric analysis, Iran, Ireland, North Macedonia, Angola, and Pakistan were promising exporting countries, and in nonparametric analysis, Qatar, Luxembourg, Ireland, North Macedonia and Pakistan were analyzed as promising exporting countries. There were differences in some countries in the two models. The results of this study revealed that the export competitiveness of South Korea's information and communication and home appliance industries in GVC was not high compared to the size of exports, and thus showed that exports could be further reduced. In addition, this study is meaningful in that it proposed a method to find promising export countries by considering GVC networks with other countries as a way to increase export competitiveness. This study showed that, from a policy point of view, the international trade network of the information communication and home appliance industries has an important mutual relationship, and although transferability is high, it may not be easily expanded to a three-party relationship. In addition, it was confirmed that South Korea's export competitiveness or status was lower than the export size ranking. This paper suggested that in order to improve the low out-degree centrality, it is necessary to increase exports to Italy or Poland, which had significantly higher in-degrees. In addition, we argued that in order to improve the centrality of out-closeness, it is necessary to increase exports to countries with particularly high in-closeness. In particular, it was analyzed that Morocco, UAE, Argentina, Russia, and Canada should pay attention as export countries. This study also provided practical implications for companies expecting to expand exports. The results of this study argue that companies expecting export expansion need to pay attention to countries with a relatively high potential for export expansion compared to the existing export volume by country. In particular, for companies that export daily necessities, countries that should pay attention to the population are presented, and for companies that export high-end or durable products, countries with high GDP, or purchasing power, relatively low exports are presented. Since the process and results of this study can be easily extended and applied to other industries, it is also expected to develop services that utilize the results of this study in the public sector.

Multiobjective Space Search Optimization and Information Granulation in the Design of Fuzzy Radial Basis Function Neural Networks

  • Huang, Wei;Oh, Sung-Kwun;Zhang, Honghao
    • Journal of Electrical Engineering and Technology
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    • v.7 no.4
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    • pp.636-645
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    • 2012
  • This study introduces an information granular-based fuzzy radial basis function neural networks (FRBFNN) based on multiobjective optimization and weighted least square (WLS). An improved multiobjective space search algorithm (IMSSA) is proposed to optimize the FRBFNN. In the design of FRBFNN, the premise part of the rules is constructed with the aid of Fuzzy C-Means (FCM) clustering while the consequent part of the fuzzy rules is developed by using four types of polynomials, namely constant, linear, quadratic, and modified quadratic. Information granulation realized with C-Means clustering helps determine the initial values of the apex parameters of the membership function of the fuzzy neural network. To enhance the flexibility of neural network, we use the WLS learning to estimate the coefficients of the polynomials. In comparison with ordinary least square commonly used in the design of fuzzy radial basis function neural networks, WLS could come with a different type of the local model in each rule when dealing with the FRBFNN. Since the performance of the FRBFNN model is directly affected by some parameters such as e.g., the fuzzification coefficient used in the FCM, the number of rules and the orders of the polynomials present in the consequent parts of the rules, we carry out both structural as well as parametric optimization of the network. The proposed IMSSA that aims at the simultaneous minimization of complexity and the maximization of accuracy is exploited here to optimize the parameters of the model. Experimental results illustrate that the proposed neural network leads to better performance in comparison with some existing neurofuzzy models encountered in the literature.