• Proceedings of the Korean Institute of Intelligent Systems Conference
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• 2004.10a
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• pp.429-432
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• 2004

본 논문은 기존의 퍼지 다항식 뉴럴 네트워크 (Fuzzy Polynomial Neural Networks ; FPNN) 모델을 이용하여 비선형성 데이터에 대한 추론을 제안한다. 복잡한 비선형 시스템의 모델동정을 위하여 생성된 GMDH 방법에 기초한 FPNN의 각 노드는 퍼지 규칙을 기반으로 구축되었으며, 층이 진행되는 동안 모델 스스로 노드의 선택과 제거를 통해 최적의 네트워크 구조를 생성할 수 있는 유연성을 가지고 있다. FPNN 각각의 활성노드를 퍼지다항식 뉴론(Fuzzy Polynomial Neuron ; FPN)이라고 표현한다. FPNN의 후반부 구조는 입출력 변수 사이 의 간략과 회귀다항식 (1차, 2차, 변형된 2차식) 함수에 의해 구현된다. 규칙의 전반부 멤버쉽 함수는 삼각형과 가우시안형의 멤버쉽 함수가 사용된다. 또한 유전자 알고리즘을 사용하여 각노드의 부분표현식을 구성하는 입력변수의 수, 입력변수와 차수의 선택 동조를 통하여 최적의 Genetic Algorithms(GAs)을 이용한 FPNN모델을 설계하는 것이 유용하고 효과적임을 보인다.

• 제어로봇시스템학회:학술대회논문집
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• 2000.10a
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• pp.15-15
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• 2000

In the past couple of years, there has been increasing interest in the fusion of neural networks and fuzzy logic. Most of the existing fused models have been proposed to implement different types of fuzzy reasoning mechanisms and inevitably they suffer from the dimensionality problem when dealing with complex real-world problem. To overcome the problem, we propose the self-organizing networks with activation nodes based on fuzzy inference and polynomial function. The proposed model consists of two parts, one is fuzzy nodes which each node is operated as a small fuzzy system with fuzzy implication rules, and its fuzzy system operates with Gaussian or triangular MF in Premise part and constant or regression polynomials in consequence part. the other is polynomial nodes which several types of high-order polynomials such as linear, quadratic, and cubic form are used and are connected as various kinds of multi-variable inputs. To demonstrate the effectiveness of the proposed method, time series data for gas furnace process has been applied.

• Communications for Statistical Applications and Methods
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• v.19 no.2
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• pp.267-276
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• 2012

Bagai et al. (1989) proposed a distribution-free test for stochastic ordering in the competing risk model, and recently Murakami (2009) utilized a standard saddlepoint approximation to provide tail probabilities for the Bagai statistic under finite sample sizes. In the present paper, we consider the Gaussian-polynomial approximation proposed in Ha and Provost (2007) and compare it to the saddlepoint approximation in terms of approximating the percentiles of the Bagai statistic. We make numerical comparisons of these approximations for moderate sample sizes as was done in Murakami (2009). From the numerical results, it was observed that the Gaussianpolynomial approximation provides comparable or greater accuracy in the tail probabilities than the saddlepoint approximation. Unlike saddlepoint approximation, the Gaussian-polynomial approximation provides a simple explicit representation of the approximated density function. We also discuss the details of computations.

• Proceedings of the Korea Water Resources Association Conference
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• 2010.05a
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• pp.1596-1599
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• 2010

Group method of data handling neural networks model (GMDH-NNM) is used to estimate daily pan evaporation (PE) using limited climatic variables such as max temperature ($T_{max}$), min temperature ($T_{min}$), mean wind speed ($W_{mean}$), mean relative humidity ($RH_{mean}$) and sunshine duration (SD). And, for the performances of GMDH-NNM, it is composed of training and test performances, respectively. The training and test performances are carried out using daily time series data, respectively. From this research, we evaluate the impact of GMDH-NNM for the modeling of the nonlinear time series data. We should, thus, construct the credible data of the daily PE data using GMDH-NNM, and can suggest the methodology for the irrigation and drainage networks system. Furthermore, this research represents that the strong nonlinear relationship such as pan evaporation modeling can be generalized using GMDH-NNM.

• Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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• 2014.10a
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• pp.701-704
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• 2014

This Paper proposed the analysis and prediction method of beverage sales. We assumed weather had a relationship with beverage sales. We got the output as sales amount from a temperature and humidity of weather as input by using polynomial equation. We had modelling as quadric function with input and output data. In order to verify the effectiveness of proposed method, the sales data were collected over a 4 months during February 2014. The results showed that the proposed method can estimate sales data.

• Proceedings of the Korean Institute of Intelligent Systems Conference
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• 2005.04a
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• pp.301-304
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• 2005

In this paper, we propose a new fuzzy set-based polynomial neuron (FSPN) involving the information granule, and new fuzzy-neural networks - Fuzzy Set based Polynomial Neural Networks (FSPNN). We have developed a design methodology (genetic optimization using Genetic Algorithms) to find the optimal structure for fuzzy-neural networks that expanded from Group Method of Data Handling (GMDH). It is the number of input variables, the order of the polynomial, the number of membership functions, and a collection of the specific subset of input variables that are the parameters of FSPNN fixed by aid of genetic optimization that has search capability to find the optimal solution on the solution space. We have been interested in the architecture of fuzzy rules that mimic the real world, namely sub-model (node) composing the fuzzy-neural networks. We adopt fuzzy set-based fuzzy rules as substitute for fuzzy relation-based fuzzy rules and apply the concept of Information Granulation to the proposed fuzzy set-based rules.

• Smart Structures and Systems
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• v.11 no.4
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• pp.365-386
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• 2013

Monitoring systems currently applied to concrete bridges include strain gauges, inclinometers, accelerometers and displacement transducers. In general, vertical displacements are one of the parameters that more often need to be assessed because their information reflects the overall response of the bridge span. However, the implementation of systems to continuously and directly observe vertical displacements is known to be difficult. On the other hand, strain gauges and inclinometers are easier to install, but their measurements provide no more than indirect information regarding the bridge deflection. In this context, taking advantage of the information collected through strain gauges and inclinometers, and the processing capabilities of current computers, a procedure to evaluate bridge girder deflections based on polynomial functions is presented. The procedure has been implemented in an existing software system - MENSUSMONITOR -, improving the flexibility in the data handling and enabling faster data processing by means of real time visualization capabilities. Benefiting from these features, a comprehensive analysis aiming at assessing the suitability of polynomial functions as an approximate solution for deflection curves, is presented. The effect of boundary conditions and the influence of the order of the polynomial functions on the accuracy of results are discussed. Some recommendations for further instrumentation plans are provided based on the results of the present analysis. This work is supported throughout by monitoring data collected from a laboratory beam model and two full-scale bridges.

• Proceedings of the KIEE Conference
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• 2003.07d
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• pp.2633-2635
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• 2003

In this study, we propose a fuzzy polynomial neural networks (FPNN) and a genetically optimized fuzzy polynomial neural networks(GoFPNN) for identification of non-linear system. GoFPNN architecture is designed by a FPNN based on fuzzy set and its structure and parameters are optimized by genetic algorithms. A fuzzy neural networks(FNN) based on fuzzy set divide into two structures that is simplified inference structure and linear inference structure. The proposed FPNN is resulted from integration and extension of simplified and linear inference structure of FNN. The consequence structure of the FPNN consist of polynomials represented by networks using connection weights for rules. The networks comprehend simplified(Type 0), linear (Type 1), and quadratic(Type 3) inferences. The proposed FPNN can select polynomial type of consequence part for each rule. Therefore, proposed scheme can offer flexible structure design capability for a system characteristics. Moreover, GAs is applied to networks structure and parameters tuning of proposed FPNN, and its efficient application method is discussed, these subjects are result in GoFPNN that is optimal FPNN. To evaluate proposed model performance, a numerical experiment is carried out.

• Journal of Information Technology Application
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• v.3 no.3
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• pp.25-40
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• 2001

This paper deals with the problem of generating optimal polynomials using Genetic Programming(GP). The polynomial should approximate nonlinear response surfaces. Also, there should be a consideration regarding the size of the polynomial, It is not desirable if the polynomial is too large. To build small or medium size of polynomials that enable to model nonlinear response surfaces, we use the low order Tailor series in the function set of GP, and put the constrain on generating GP tree during the evolving process in order to prevent GP trees from becoming too large size of polynomials. Also, GAGPT(Group of Additive Genetic Programming Trees) is adopted to help achieving such purpose. Two examples are given to demonstrate our method.

• Industrial Engineering and Management Systems
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• v.10 no.1
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• pp.84-94
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• 2011

In this paper, we propose a method to provide the distribution of option price under local volatility model when market-provided implied volatility data are given. The local volatility model is one of the most widely used smile-consistent models. In local volatility model, the volatility is a deterministic function of the random stock price. Before estimating local volatility surface (LVS), we need to estimate implied volatility surfaces (IVS) from market data. To do this we use local polynomial smoothing method. Then we apply the Dupire formula to estimate the resulting LVS. However, the result is dependent on the bandwidth of kernel function employed in local polynomial smoothing method and to solve this problem, the proposed method in this paper makes use of model averaging approach by means of bandwidth priors, and then produces a robust local volatility surface estimation with a confidence interval. After constructing LVS, we price barrier option with the LVS estimation through Monte Carlo simulation. To show the merits of our proposed method, we have conducted experiments on simulated and market data which are relevant to KOSPI200 call equity linked warrants (ELWs.) We could show by these experiments that the results of the proposed method are quite reasonable and acceptable when compared to the previous works.