Robust fuzzy Gustafson-Kessel clustering for nonlinear system identification

This paper deals with Takagi-Sugeno (TS) fuzzy model identification of nonlinear systems using fuzzy clustering. In particular, an extended fuzzy Gustafson-Kessel (EGK) clustering algorithm, using robust competitive agglomeration (RCA), is developed for automatically constructing a TS fuzzy model from system input-output data. The EGK algorithm can automatically determine the 'optimal' number of clusters from the training data set. It is shown that the EGK approach is relatively insensitive to initialization and is less susceptible to local minima, a benefit derived from its agglomerate property. This issue is often overlooked in the current literature on nonlinear identification using conventional fuzzy clustering. Furthermore, the robust statistical concepts underlying the EGK algorithm help to alleviate the difficulty of cluster identification in the construction of a TS fuzzy model from noisy training data. A new hybrid identification strategy is then formulated, which combines the EGK algorithm with a locally weighted, least-squares method for the estimation of local sub-model parameters. The efficacy of this new approach is demonstrated through function approximation examples and also by application to the identification of an automatic voltage regulation (AVR) loop for a simulated 3 kVA laboratory micro-machine system.

An Investigation of Fuzzy Multiple Heuristic Orderings in the Construction of University Examination Timetables

In this paper, we present an investigation into using fuzzy methodologies to guide the construction of high quality feasible examination timetabling solutions. The provision of automated solutions to the examination timetabling problem is achieved through a combination of construction and improvement. The enhancement of solutions through the use of techniques such as metaheuristics is, in some cases, dependent on the quality of the solution obtained during the construction process. With a few notable exceptions, recent research has concentrated on the improvement of solutions as opposed to focusing on investigating the ‘best’ approaches to the construction phase. Addressing this issue, our approach is based on combining multiple criteria in deciding on how the construction phase should proceed. Fuzzy methods were used to combine three single construction heuristics into three different pair wise combinations of heuristics in order to guide the order in which exams were selected to be inserted into the timetable solution. In order to investigate the approach, we compared the performance of the various heuristic approaches with respect to a number of important criteria (overall cost penalty, number of skipped exams, number of iterations of a rescheduling procedure required and computational time) on twelve well-known benchmark problems. We demonstrate that the fuzzy combination of heuristics allows high quality solutions to be constructed. On one of the twelve problems we obtained lower penalty than any previously published constructive method and for all twelve we obtained lower penalty than when any of the single heuristics were used alone. Furthermore, we demonstrate that the fuzzy approach used less backtracking when constructing solutions than any of the single heuristics. We conclude that this novel fuzzy approach is a highly effective method for heuristically constructing solutions and, as such, has particular relevance to real-world situations in which the construction of feasible solutions is often a difficult task in its own right.

Volatile and persistent real exchange rates with or without sticky prices

The flexible-price two-country monetary model is extended to include a consumption externality with habit persistence. Two methodologies are employed to explore this model's ability to generate volatile and persistent exchange rates. In the first, actual data is used for the exogenous driving processes. In the second, the model is simulated using estimated forcing processes. The theory, in both cases, is capable of explaining the high volatility and persistence of real and nominal exchange rates as well as the high correlation between real and nominal rates. © 2007 Elsevier B.V. All rights reserved.