• Title/Summary/Keyword: Rough sets

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Conceptual Framework for Pattern-Based Real-Time Trading System using Genetic Algorithm (유전알고리즘 활용한 실시간 패턴 트레이딩 시스템 프레임워크)

  • Lee, Suk-Jun;Jeong, Suk-Jae
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.36 no.4
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    • pp.123-129
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    • 2013
  • The aim of this study is to design an intelligent pattern-based real-time trading system (PRTS) using rough set analysis of technical indicators, dynamic time warping (DTW), and genetic algorithm in stock futures market. Rough set is well known as a data-mining tool for extracting trading rules from huge data sets such as real-time data sets, and a technical indicator is used for the construction of the data sets. To measure similarity of patterns, DTW is used over a given period. Through an empirical study, we identify the ideal performances that were profitable in various market conditions.

Band Feature Extraction of Normal Distributive Multispectral Image Data using Rough Sets

  • Chung, Hwan-mook;Won, Sung-Hyun
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 1998.06a
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    • pp.314-319
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    • 1998
  • In this paper, for efficient data classification in multispectral bands environment, a band feature extraction method using the Rough sets theroy is proposed. First, we make a look up table from training data, and analyze the properties of experimental multispectral image data, then select the efficient band usin indiscernibility relation of Rough sets theory from analysis results. Proposed method is applied to LAMDSAT TM data on 2, June, 1992. Among them, normal distributive data were experimented, mainly. From this, we show clustering trends that similar to traditional band selection results by wavelength properties, from this, we verify that can use the proposed method that centered on data properties to select the efficient bands, though data sensing environment change to hyperspectral band environments.

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Intelligent Intrusion Detection Systems Using the Asymmetric costs of Errors in Data Mining (데이터 마이닝의 비대칭 오류비용을 이용한 지능형 침입탐지시스템 개발)

  • Hong, Tae-Ho;Kim, Jin-Wan
    • The Journal of Information Systems
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    • v.15 no.4
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    • pp.211-224
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    • 2006
  • This study investigates the application of data mining techniques such as artificial neural networks, rough sets, and induction teaming to the intrusion detection systems. To maximize the effectiveness of data mining for intrusion detection systems, we introduced the asymmetric costs with false positive errors and false negative errors. And we present a method for intrusion detection systems to utilize the asymmetric costs of errors in data mining. The results of our empirical experiment show our intrusion detection model provides high accuracy in intrusion detection. In addition the approach using the asymmetric costs of errors in rough sets and neural networks is effective according to the change of threshold value. We found the threshold has most important role of intrusion detection model for decreasing the costs, which result from false negative errors.

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Supplier Evaluation in Green Supply Chain: An Adaptive Weight D-S Theory Model Based on Fuzzy-Rough-Sets-AHP Method

  • Li, Lianhui;Xu, Guanying;Wang, Hongguang
    • Journal of Information Processing Systems
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    • v.15 no.3
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    • pp.655-669
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    • 2019
  • Supplier evaluation is of great significance in green supply chain management. Influenced by factors such as economic globalization, sustainable development, a holistic index framework is difficult to establish in green supply chain. Furthermore, the initial index values of candidate suppliers are often characterized by uncertainty and incompleteness and the index weight is variable. To solve these problems, an index framework is established after comprehensive consideration of the major factors. Then an adaptive weight D-S theory model is put forward, and a fuzzy-rough-sets-AHP method is proposed to solve the adaptive weight in the index framework. The case study and the comparison with TOPSIS show that the adaptive weight D-S theory model in this paper is feasible and effective.

A Philosophical Implication of Rough Set Theory (러프집합론의 철학적 함의)

  • Park, Chang Kyun
    • Korean Journal of Logic
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    • v.17 no.2
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    • pp.349-358
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    • 2014
  • Human being has attempted to solve the problem of imperfect knowledge for a long time. In 1982 Pawlak proposed the rough set theory to manipulate the problem in the area of artificial intelligence. The rough set theory has two interesting properties: one is that a rough set is considered as distinct sets according to distinct knowledge bases, and the other is that distinct rough sets are considered as one same set in a certain knowledge base. This leads to a significant philosophical interpretation: a concept (or an event) may be understood as different ones from different perspectives, while different concepts (or events) may be understood as a same one in a certain perspective. This paper claims that such properties of rough set theory produce a mathematical model to support critical realism and theory ladenness of observation in the philosophy of science.

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Constructions of Relational Database Model Using Rough Sets and Its Analysis (러프 집합을 이용한 관계데이터베이스 모델의 구성 및 해석)

  • 정구범;정환묵
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 1996.10a
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    • pp.337-339
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    • 1996
  • In this paper, we construct rough relational database model using approximation concepts of rough set. Also, we analyze the relation between objects, attributes and attribute values and, propose the method that can generate flexible retrieval results.

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A Study on the Incomplete Information Processing System(INiPS) Using Rough Set

  • Jeong, Gu-Beom;Chung, Hwan-Mook;Kim, Guk-Boh;Park, Kyung-Ok
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2000.11a
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    • pp.243-251
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    • 2000
  • In general, Rough Set theory is used for classification, inference, and decision analysis of incomplete data by using approximation space concepts in information system. Information system can include quantitative attribute values which have interval characteristics, or incomplete data such as multiple or unknown(missing) data. These incomplete data cause the inconsistency in information system and decrease the classification ability in system using Rough Sets. In this paper, we present various types of incomplete data which may occur in information system and propose INcomplete information Processing System(INiPS) which converts incomplete information system into complete information system in using Rough Sets.

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ROUGH SET THEORY APPLIED TO INTUITIONISTIC FUZZY IDEALS IN RINGS

  • Jun, Young-Bae;Park, Chul-Hwan;Song, Seok-Zun
    • Journal of applied mathematics & informatics
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    • v.25 no.1_2
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    • pp.551-562
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    • 2007
  • This paper concerns a relationship between rough sets, intuitionistic fuzzy sets and ring theory. We consider a ring as a universal set and we assume that the knowledge about objects is restricted by an intuitionistic fuzzy ideal. We apply the notion of intutionistic fuzzy ideal of a ring for definitions of the lower and upper approximations in a ring. Some properties of the lower and upper approximations are investigated.

Rough Set-based Incremental Inductive Learning Algorithm Theory and Applications

  • Bang, Won-Chul;Z. Zenn Bien
    • Journal of the Korean Institute of Intelligent Systems
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    • v.11 no.7
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    • pp.666-674
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    • 2001
  • Classical methods to find a minimal set of rules based on the rough set theory are known to be ineffective in dealing with new instances added to the universe. This paper introduces an inductive learning algorithm for incrementally retrieving a minimal set of rules from a given decision table. Then, the algorithm is validated via simulations with two sets of data, in comparison with a classical non-incremental algorithm. The simulation results show that the proposed algorithm is effective in dealing with new instances, especially in practical use.

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