Applications of random set theory in econometrics

In recent years, the econometrics literature has shown a growing interest in the study of partially identified models, in which the object of economic and statistical interest is a set rather than a point. The characterization of this set and the development of consistent estimators and inference procedures for it with desirable properties are the main goals of partial identification analysis. This review introduces the fundamental tools of the theory of random sets, which brings together elements of topology, convex geometry, and probability theory to develop a coherent mathematical framework to analyze random elements whose realizations are sets. It then elucidates how these tools have been fruitfully applied in econometrics to reach the goals of partial identification analysis.

FORA - A Fuzzy Set Based Framework for Online Reputation Management

The Social Web offers increasingly simple ways to publish and disseminate personal or opinionated information, which can rapidly exhibit a disastrous influence on the online reputation of organizations. Based on social Web data, this study describes the building of an ontology based on fuzzy sets. At the end of a recurring harvesting of folksonomies by Web agents, the aggregated tags are purified, linked, and transformed to a so-called fuzzy grassroots ontology by means of a fuzzy clustering algorithm. This self-updating ontology is used for online reputation analysis, a crucial task of reputation management, with the goal to follow the online conversation going on around an organization to discover and monitor its reputation. In addition, an application of the Fuzzy Online Reputation Analysis (FORA) framework, lesson learned, and potential extensions are discussed in this article.

Fuzzy min-max neural networks for categorical data: application to missing data imputation

The fuzzy min–max neural network classifier is a supervised learning method. This classifier takes the hybrid neural networks and fuzzy systems approach. All input variables in the network are required to correspond to continuously valued variables, and this can be a significant constraint in many real-world situations where there are not only quantitative but also categorical data. The usual way of dealing with this type of variables is to replace the categorical by numerical values and treat them as if they were continuously valued. But this method, implicitly defines a possibly unsuitable metric for the categories. A number of different procedures have been proposed to tackle the problem. In this article, we present a new method. The procedure extends the fuzzy min–max neural network input to categorical variables by introducing new fuzzy sets, a new operation, and a new architecture. This provides for greater flexibility and wider application. The proposed method is then applied to missing data imputation in voting intention polls. The micro data—the set of the respondents’ individual answers to the questions—of this type of poll are especially suited for evaluating the method since they include a large number of numerical and categorical attributes.

A Multiagent system model which suggests solutions to fuzzy incidents in the field of telecommunications

This article presents the model of a multi-agent system (SMAF), which objectives are the input of fuzzy incidents as the human experts express them with different severities degrees and the further search and suggestion of solutions. The solutions will be later confirm or not by the users. This model was designed, implemented and tested in the telecommunications field, with heterogeneous agents in a cooperative model. In the design, different abstract levels where considered, according to the agents? objectives, their ways to carry it out and the environment in which they act. Each agent is modeled with different spectrum of the knowledge base

A first approach to an axiomatic model of multi-measures

We establish an axiomatic model of multi-measures, capturing some classes of measures studied in the fuzzy sets literature, where they are applied to only one or two arguments.

Categorical Missing Data Imputation Using Fuzzy Neural Networks with Numerical and Categorical Inputs

There are many situations where input feature vectors are incomplete and methods to tackle the problem have been studied for a long time. A commonly used procedure is to replace each missing value with an imputation. This paper presents a method to perform categorical missing data imputation from numerical and categorical variables. The imputations are based on Simpson’s fuzzy min-max neural networks where the input variables for learning and classification are just numerical. The proposed method extends the input to categorical variables by introducing new fuzzy sets, a new operation and a new architecture. The procedure is tested and compared with others using opinion poll data.

The Lagrangian description of aperiodic flows: a case study of the Kuroshio Current

This article reviews several recently developed Lagrangian tools and shows how their com- bined use succeeds in obtaining a detailed description of purely advective transport events in general aperiodic flows. In particular, because of the climate impact of ocean transport processes, we illustrate a 2D application on altimeter data sets over the area of the Kuroshio Current, although the proposed techniques are general and applicable to arbitrary time depen- dent aperiodic flows. The first challenge for describing transport in aperiodical time dependent flows is obtaining a representation of the phase portrait where the most relevant dynamical features may be identified. This representation is accomplished by using global Lagrangian descriptors that when applied for instance to the altimeter data sets retrieve over the ocean surface a phase portrait where the geometry of interconnected dynamical systems is visible. The phase portrait picture is essential because it evinces which transport routes are acting on the whole flow. Once these routes are roughly recognised it is possible to complete a detailed description by the direct computation of the finite time stable and unstable manifolds of special hyperbolic trajectories that act as organising centres of the flow.

Dominance intensity measure within fuzzy weight oriented MAUT: an application

We introduce a dominance intensity measuring method to derive a ranking of alternatives to deal with incomplete information in multi-criteria decision-making problems on the basis of multi-attribute utility theory (MAUT) and fuzzy sets theory. We consider the situation where there is imprecision concerning decision-makers’ preferences, and imprecise weights are represented by trapezoidal fuzzy weights.The proposed method is based on the dominance values between pairs of alternatives. These values can be computed by linear programming, as an additive multi-attribute utility model is used to rate the alternatives. Dominance values are then transformed into dominance intensity measures, used to rank the alternatives under consideration. Distances between fuzzy numbers based on the generalization of the left and right fuzzy numbers are utilized to account for fuzzy weights. An example concerning the selection of intervention strategies to restore an aquatic ecosystem contaminated by radionuclides illustrates the approach. Monte Carlo simulation techniques have been used to show that the proposed method performs well for different imprecision levels in terms of a hit ratio and a rank-order correlation measure.

A Schwarz lemma for Kahler affine metrics and the canonical potential of a proper convex cone

This is an account of some aspects of the geometry of Kahler affine metrics based on considering them as smooth metric measure spaces and applying the comparison geometry of Bakry-Emery Ricci tensors. Such techniques yield a version for Kahler affine metrics of Yau s Schwarz lemma for volume forms. By a theorem of Cheng and Yau, there is a canonical Kahler affine Einstein metric on a proper convex domain, and the Schwarz lemma gives a direct proof of its uniqueness up to homothety. The potential for this metric is a function canonically associated to the cone, characterized by the property that its level sets are hyperbolic affine spheres foliating the cone. It is shown that for an n -dimensional cone, a rescaling of the canonical potential is an n -normal barrier function in the sense of interior point methods for conic programming. It is explained also how to construct from the canonical potential Monge-Ampère metrics of both Riemannian and Lorentzian signatures, and a mean curvature zero conical Lagrangian submanifold of the flat para-Kahler space.

Faithful representation of similarities among three-dimensional shapes in human vision.

Efficient and reliable classification of visual stimuli requires that their representations reside a low-dimensional and, therefore, computationally manageable feature space. We investigated the ability of the human visual system to derive such representations from the sensory input-a highly nontrivial task, given the million or so dimensions of the visual signal at its entry point to the cortex. In a series of experiments, subjects were presented with sets of parametrically defined shapes; the points in the common high-dimensional parameter space corresponding to the individual shapes formed regular planar (two-dimensional) patterns such as a triangle, a square, etc. We then used multidimensional scaling to arrange the shapes in planar configurations, dictated by their experimentally determined perceived similarities. The resulting configurations closely resembled the original arrangements of the stimuli in the parameter space. This achievement of the human visual system was replicated by a computational model derived from a theory of object representation in the brain, according to which similarities between objects, and not the geometry of each object, need to be faithfully represented.

Analysis of the spectral response of fractal antennas related with its geometry and current paths

Fractal antennas have been proposed to improve the bandwidth of resonant structures and optical antennas. Their multiband characteristics are of interest in radiofrequency and microwave technologies. In this contribution we link the geometry of the current paths built-in the fractal antenna with the spectral response. We have seen that the actual currents owing through the structure are not limited to the portion of the fractal that should be geometrically linked with the signal. This fact strongly depends on the design of the fractal and how the different scales are arranged within the antenna. Some ideas involving materials that could actively respond to the incoming radiation could be of help to spectrally select the response of the multiband design.

Geometry and Optimization of Relative Arbitrage

Thesis (Ph.D.)--University of Washington, 2016-06

Data-driven fuzzy analysis in quantitative mineral resource assessment

The integration of geo-information from multiple sources and of diverse nature in developing mineral favourability indexes (MFIs) is a well-known problem in mineral exploration and mineral resource assessment. Fuzzy set theory provides a convenient framework to combine and analyse qualitative and quantitative data independently of their source or characteristics. A novel, data-driven formulation for calculating MFIs based on fuzzy analysis is developed in this paper. Different geo-variables are considered fuzzy sets and their appropriate membership functions are defined and modelled. A new weighted average-type aggregation operator is then introduced to generate a new fuzzy set representing mineral favourability. The membership grades of the new fuzzy set are considered as the MFI. The weights for the aggregation operation combine the individual membership functions of the geo-variables, and are derived using information from training areas and L, regression. The technique is demonstrated in a case study of skarn tin deposits and is used to integrate geological, geochemical and magnetic data. The study area covers a total of 22.5 km(2) and is divided into 349 cells, which include nine control cells. Nine geo-variables are considered in this study. Depending on the nature of the various geo-variables, four different types of membership functions are used to model the fuzzy membership of the geo-variables involved. (C) 2002 Elsevier Science Ltd. All rights reserved.

Mixed partitions of sets of triples into small planes

We continue our study of partitions of the set of all ((v)(3)) triples chosen from a v-set into pairwise disjoint planes with three points per line. We develop further necessary conditions for the existence of partitions of such sets into copies of PG(2, 2) and copies of AG(2, 3), and deal with the cases v = 13, 14, 15 and 17. These partitions, together with those already known for v = 12, 16 and 18, then become starters for recursive constructions of further infinite families of partitions. (C) 2004 Elsevier B.V. All rights reserved.

Off-line signature verification and forgery detection system based on fuzzy modeling

This paper presents an innovative approach for signature verification and forgery detection based on fuzzy modeling. The signature image is binarized and resized to a fixed size window and is then thinned. The thinned image is then partitioned into a fixed number of eight sub-images called boxes. This partition is done using the horizontal density approximation approach. Each sub-image is then further resized and again partitioned into twelve further sub-images using the uniform partitioning approach. The features of consideration are normalized vector angle (α) from each box. Each feature extracted from sample signatures gives rise to a fuzzy set. Since the choice of a proper fuzzification function is crucial for verification, we have devised a new fuzzification function with structural parameters, which is able to adapt to the variations in fuzzy sets. This function is employed to develop a complete forgery detection and verification system.