Neural network and interval type-2 fuzzy system for stock price forecasting

Stock price forecast has long been received special attention of investors and financial institutions. As stock prices are changeable over time and increasingly uncertain in modern financial markets, their forecasting becomes more important than ever before. A hybrid approach consisting of two components, a neural network and a fuzzy logic system, is proposed in this paper for stock price prediction. The first component of the hybrid, i.e. a feedforward neural network (FFNN), is used to select inputs that are highly relevant to the dependent variables. An interval type-2 fuzzy logic system (IT2 FLS) is employed as the second component of the hybrid forecasting method. The IT2 FLS’s parameters are initialized through deployment of the k-means clustering method and they are adjusted by the genetic algorithm. Experimental results demonstrate the efficiency of the FFNN input selection approach as it reduces the complexity and increase the accuracy of the forecasting models. In addition, IT2 FLS outperforms the widely used type-1 FLS and FFNN models in stock price forecasting. The combination of the FFNN and the IT2 FLS produces dominant forecasting accuracy compared to employing only the IT2 FLSs without the FFNN input selection.

Mass spectrometry-based proteomic data for cancer diagnosis using interval type-2 fuzzy system

An interval type-2 fuzzy logic system is introduced for cancer diagnosis using mass spectrometry-based proteomic data. The fuzzy system is incorporated with a feature extraction procedure that combines wavelet transform and Wilcoxon ranking test. The proposed feature extraction generates feature sets that serve as inputs to the type-2 fuzzy classifier. Uncertainty, noise and outliers that are common in the proteomic data motivate the use of type-2 fuzzy system. Tabu search is applied for structure learning of the fuzzy classifier. Experiments are performed using two benchmark proteomic datasets for the prediction of ovarian and pancreatic cancer. The dominance of the suggested feature extraction as well as type-2 fuzzy classifier against their competing methods is showcased through experimental results. The proposed approach therefore is helpful to clinicians and practitioners as it can be implemented as a medical decision support system in practice.

Identificação fuzzy-multimodelos para sistemas não lineares

This paper presents a new multi-model technique of dentification in ANFIS for nonlinear systems. In this technique, the structure used is of the fuzzy Takagi-Sugeno of which the consequences are local linear models that represent the system of different points of operation and the precursors are membership functions whose adjustments are realized by the learning phase of the neuro-fuzzy ANFIS technique. The models that represent the system at different points of the operation can be found with linearization techniques like, for example, the Least Squares method that is robust against sounds and of simple application. The fuzzy system is responsible for informing the proportion of each model that should be utilized, using the membership functions. The membership functions can be adjusted by ANFIS with the use of neural network algorithms, like the back propagation error type, in such a way that the models found for each area are correctly interpolated and define an action of each model for possible entries into the system. In multi-models, the definition of action of models is known as metrics and, since this paper is based on ANFIS, it shall be denominated in ANFIS metrics. This way, ANFIS metrics is utilized to interpolate various models, composing a system to be identified. Differing from the traditional ANFIS, the created technique necessarily represents the system in various well defined regions by unaltered models whose pondered activation as per the membership functions. The selection of regions for the application of the Least Squares method is realized manually from the graphic analysis of the system behavior or from the physical characteristics of the plant. This selection serves as a base to initiate the linear model defining technique and generating the initial configuration of the membership functions. The experiments are conducted in a teaching tank, with multiple sections, designed and created to show the characteristics of the technique. The results from this tank illustrate the performance reached by the technique in task of identifying, utilizing configurations of ANFIS, comparing the developed technique with various models of simple metrics and comparing with the NNARX technique, also adapted to identification

Ambiente para desenvolvimento de aplicações fuzzy industriais

This paper describes the design, implementation and enforcement of a system for industrial process control based on fuzzy logic and developed using Java, with support for industrial communication protocol through the OPC (Ole for Process Control). Besides the java framework, the software is completely independent from other platforms. It provides friendly and functional tools for modeling, construction and editing of complex fuzzy inference systems, and uses these logical systems in control of a wide variety of industrial processes. The main requirements of the developed system should be flexibility, robustness, reliability and ease of expansion

Controle fuzzy espacialmente diferenciado para um sistema de irrigação

Traditional irrigation projects do not locally determine the water availability in the soil. Then, irregular irrigation cycles may occur: some with insufficient amount that leads to water deficit, other with excessive watering that causes lack of oxygen in plants. Due to the nonlinear nature of this problem and the multivariable context of irrigation processes, fuzzy logic is suggested to replace commercial ON-OFF irrigation system with predefined timing. Other limitation of commercial solutions is that irrigation processes either consider the different watering needs throughout plant growth cycles or the climate changes. In order to fulfill location based agricultural needs, it is indicated to monitor environmental data using wireless sensors connected to an intelligent control system. This is more evident in applications as precision agriculture. This work presents the theoretical and experimental development of a fuzzy system to implement a spatially differentiated control of an irrigation system, based on soil moisture measurement with wireless sensor nodes. The control system architecture is modular: a fuzzy supervisor determines the soil moisture set point of each sensor node area (according to the soil-plant set) and another fuzzy system, embedded in the sensor node, does the local control and actuates in the irrigation system. The fuzzy control system was simulated with SIMULINK® programming tool and was experimentally built embedded in mobile device SunSPOTTM operating in ZigBee. Controller models were designed and evaluated in different combinations of input variables and inference rules base

Hybrid visual-driven decision support system in video monitor manufacturing

An intelligent system that emulates human decision behaviour based on visual data acquisition is proposed. The approach is useful in applications where images are used to supply information to specialists who will choose suitable actions. An artificial neural classifier aids a fuzzy decision support system to deal with uncertainty and imprecision present in available information. Advantages of both techniques are exploited complementarily. As an example, this method was applied in automatic focus checking and adjustment in video monitor manufacturing. Copyright © 2005 IFAC.

Aplicação de um sistema de Inferência Fuzzy de suporte à decisão para estimação de valores de ações cotadas na Bolsa de Valores de São Paulo

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Uma contribuição da aplicação de modelos fuzzy empregados na detecção da queima de peças na retificação plana

Pós-graduação em Engenharia Mecânica - FEB

The Balanced Cross-Layer Design Routing Algorithm in Wireless Sensor Networks Using Fuzzy Logic

Recently, the cross-layer design for the wireless sensor network communication protocol has become more and more important and popular. Considering the disadvantages of the traditional cross-layer routing algorithms, in this paper we propose a new fuzzy logic-based routing algorithm, named the Balanced Cross-layer Fuzzy Logic (BCFL) routing algorithm. In BCFL, we use the cross-layer parameters’ dispersion as the fuzzy logic inference system inputs. Moreover, we give each cross-layer parameter a dynamic weight according the value of the dispersion. For getting a balanced solution, the parameter whose dispersion is large will have small weight, and vice versa. In order to compare it with the traditional cross-layer routing algorithms, BCFL is evaluated through extensive simulations. The simulation results show that the new routing algorithm can handle the multiple constraints without increasing the complexity of the algorithm and can achieve the most balanced performance on selecting the next hop relay node. Moreover, the Balanced Cross-layer Fuzzy Logic routing algorithm can adapt to the dynamic changing of the network conditions and topology effectively.

Controle ativo de vibração em estruturas inteligentes utilizando um controlador por modos deslizantes com compensação difusa

Smart structures and systems have the main purpose to mimic living organisms, which are essentially characterized by an autoregulatory behavior. Therefore, this kind of structure has adaptive characteristics with stimulus-response mechanisms. The term adaptive structure has been used to identify structural systems that are capable of changing their geometry or physical properties with the purpose of performing a specific task. In this work, a sliding mode controller with fuzzy inference is applied for active vibration control in an SMA two-bar truss. In order to obtain a simpler controller, a polynomial model is used in the control law, while a more sophisticated version, which presents close agreement with experimental data, is applied to describe the SMA behavior of the structural elements. This system has a rich dynamic response and can easily reach a chaotic behavior even at moderate loads and frequencies. Therefore, this approach has the advantage of not only obtaining a simpler control law, but also allows its robustness be evidenced. Numerical simulations are carried out in order to demonstrate the control system performance.

Controle ativo de vibração em estruturas inteligentes utilizando um controlador por modos deslizantes com compensação difusa

Smart structures and systems have the main purpose to mimic living organisms, which are essentially characterized by an autoregulatory behavior. Therefore, this kind of structure has adaptive characteristics with stimulus-response mechanisms. The term adaptive structure has been used to identify structural systems that are capable of changing their geometry or physical properties with the purpose of performing a specific task. In this work, a sliding mode controller with fuzzy inference is applied for active vibration control in an SMA two-bar truss. In order to obtain a simpler controller, a polynomial model is used in the control law, while a more sophisticated version, which presents close agreement with experimental data, is applied to describe the SMA behavior of the structural elements. This system has a rich dynamic response and can easily reach a chaotic behavior even at moderate loads and frequencies. Therefore, this approach has the advantage of not only obtaining a simpler control law, but also allows its robustness be evidenced. Numerical simulations are carried out in order to demonstrate the control system performance.

Adaptação do paradigma orientado a notificações para desenvolvimento de sistemas fuzzy

This work proposes to adjust the Notification Oriented Paradigm (NOP) so that it provides support to fuzzy concepts. NOP is inspired by elements of imperative and declarative paradigms, seeking to solve some of the drawbacks of both. By decomposing an application into a network of smaller computational entities that are executed only when necessary, NOP eliminates the need to perform unnecessary computations and helps to achieve better logical-causal uncoupling, facilitating code reuse and application distribution over multiple processors or machines. In addition, NOP allows to express the logical-causal knowledge at a high level of abstraction, through rules in IF-THEN format. Fuzzy systems, in turn, perform logical inferences on causal knowledge bases (IF-THEN rules) that can deal with problems involving uncertainty. Since PON uses IF-THEN rules in an alternative way, reducing redundant evaluations and providing better decoupling, this research has been carried out to identify, propose and evaluate the necessary changes to be made on NOP allowing to be used in the development of fuzzy systems. After that, two fully usable materializations were created: a C++ framework, and a complete programming language (LingPONFuzzy) that provide support to fuzzy inference systems. From there study cases have been created and several tests cases were conducted, in order to validate the proposed solution. The test results have shown a significant reduction in the number of rules evaluated in comparison to a fuzzy system developed using conventional tools (frameworks), which could represent an improvement in performance of the applications.

Modeling of a magneto-rheological (MR) fluid damper using a self tuning fuzzy mechanism

A magneto-rheological (MR) fluid damper is a semi-active control device that has recently begun to receive more attention in the vibration control community. However, the inherent nonlinear nature of the MR fluid damper makes it challenging to use this device to achieve high damping control system performance. Therefore the development of an accurate modeling method for a MR fluid damper is necessary to take advantage of its unique characteristics. Our goal was to develop an alternative method for modeling a MR fluid damper by using a self tuning fuzzy (STF) method based on neural technique. The behavior of the researched damper is directly estimated through a fuzzy mapping system. In order to improve the accuracy of the STF model, a back propagation and a gradient descent method are used to train online the fuzzy parameters to minimize the model error function. A series of simulations had been done to validate the effectiveness of the suggested modeling method when compared with the data measured from experiments on a test rig with a researched MR fluid damper. Finally, modeling results show that the proposed STF interference system trained online by using neural technique could describe well the behavior of the MR fluid damper without need of calculation time for generating the model parameters.

Quadcopter see and avoid using a fuzzy controller

Unmanned Aerial Vehicles (UAVs) industry is a fast growing sector. Nowadays, the market offers numerous possibilities for off-the-shelf UAVs such as quadrotors or fixed-wings. Until UAVs demonstrate advance capabilities such as autonomous collision avoidance they will be segregated and restricted to flight in controlled environments. This work presents a visual fuzzy servoing system for obstacle avoidance using UAVs. To accomplish this task we used the visual information from the front camera. Images are processed off-board and the result send to the Fuzzy Logic controller which then send commands to modify the orientation of the aircraft. Results from flight test are presented with a commercial off-the-shelf platform.

Sensing and control for a small-size helicopter

This paper details the progress to date, toward developing a small autonomous helicopter. We describe system architecture, avionics, visual state estimation, custom IMU design, aircraft modelling, as well as various linear and neuro/fuzzy control algorithms. Experimental results are presented for state estimation using fused stereo vision and IMU data, heading control, and attitude control. FAM attitude and velocity controllers have been shown to be effective in simulation.