Coverage and invariability in fuzzy systems

This paper presents a new complex system systemic. Here, we are working in a fuzzy environment, so we have to adapt all the previous concepts and results that were obtained in a non-fuzzy environment, for this fuzzy case. The direct and indirect influences between variables will provide the basis for obtaining fuzzy and/or non-fuzzy relationships, so that the concepts of coverage and invariability between sets of variables will appear naturally. These two concepts and their interconnections will be analyzed from the viewpoint of algebraic properties of inclusion, union and intersection (fuzzy and non-fuzzy), and also for the loop concept, which, as we shall see, will be of special importance.

Anwendungen von Fuzzy Logic im Controlling

Die wesentliche Aufgabe des Controllings besteht darin, dem Management aufbereitete Informationen zur Verfügung zu stellen. Die zu verarbeitenden Informationen liegen allerdings nicht immer in der gewünschten Genauigkeit vor. Trotz dieser Unschärfe muss eine Beschreibung stattfinden, um eine Entscheidungsfindung zu realsieren. Eine Möglichkeit ist der hier vorgestellte wissensbasierte Ansatz der Fuzzy Logic. Anhand von drei Controllinginstrumenten wird in der vorliegenden Arbeit das Anwendungspotential der Fuzzy Logic im Controlling bewertet.

A Framework of Fuzzy Diagnosis

Fault diagnosis has become an important component in intelligent systems, such as intelligent control systems and intelligent eLearning systems. Reiter's diagnosis theory, described by first-order sentences, has been attracting much attention in this field. However, descriptions and observations of most real-world situations are related to fuzziness because of the incompleteness and the uncertainty of knowledge, e. g., the fault diagnosis of student behaviors in the eLearning processes. In this paper, an extension of Reiter's consistency-based diagnosis methodology, Fuzzy Diagnosis, has been proposed, which is able to deal with incomplete or fuzzy knowledge. A number of important properties of the Fuzzy diagnoses schemes have also been established. The computing of fuzzy diagnoses is mapped to solving a system of inequalities. Some special cases, abstracted from real-world situations, have been discussed. In particular, the fuzzy diagnosis problem, in which fuzzy observations are represented by clause-style fuzzy theories, has been presented and its solving method has also been given. A student fault diagnostic problem abstracted from a simplified real-world eLearning case is described to demonstrate the application of our diagnostic framework.

System for foreign exchange trading using genetic algorithms and reinforcement learning

Foreign exchange trading has emerged recently as a significant activity in many countries. As with most forms of trading, the activity is influenced by many random parameters so that the creation of a system that effectively emulates the trading process will be very helpful. A major issue for traders in the deregulated Foreign Exchange Market is when to sell and when to buy a particular currency in order to maximize profit. This paper presents novel trading strategies based on the machine learning methods of genetic algorithms and reinforcement learning.

Off-line signature verification and forgery detection using fuzzy modeling

Automatic signature verification is a well-established and an active area of research with numerous applications such as bank check verification, ATM access, etc. This paper proposes a novel approach to the problem of automatic off-line signature verification and forgery detection. The proposed approach is based on fuzzy modeling that employs the Takagi-Sugeno (TS) model. Signature verification and forgery detection are carried out using angle features extracted from box approach. Each feature corresponds to a fuzzy set. The features are fuzzified by an exponential membership function involved in the TS model, which is modified to include structural parameters. The structural parameters are devised to take account of possible variations due to handwriting styles and to reflect moods. The membership functions constitute weights in the TS model. The optimization of the output of the TS model with respect to the structural parameters yields the solution for the parameters. We have also derived two TS models by considering a rule for each input feature in the first formulation (Multiple rules) and by considering a single rule for all input features in the second formulation. In this work, we have found that TS model with multiple rules is better than TS model with single rule for detecting three types of forgeries; random, skilled and unskilled from a large database of sample signatures in addition to verifying genuine signatures. We have also devised three approaches, viz., an innovative approach and two intuitive approaches using the TS model with multiple rules for improved performance. (C) 2004 Pattern Recognition Society. Published by Elsevier Ltd. All rights reserved.

Tracking the states of a nonlinear and nonstationary system in the weight-space of artificial neural networks

We propose a novel interpretation and usage of Neural Network (NN) in modeling physiological signals, which are allowed to be nonlinear and/or nonstationary. The method consists of training a NN for the k-step prediction of a physiological signal, and then examining the connection-weight-space (CWS) of the NN to extract information about the signal generator mechanism. We de. ne a novel feature, Normalized Vector Separation (gamma(ij)), to measure the separation of two arbitrary states i and j in the CWS and use it to track the state changes of the generating system. The performance of the method is examined via synthetic signals and clinical EEG. Synthetic data indicates that gamma(ij) can track the system down to a SNR of 3.5 dB. Clinical data obtained from three patients undergoing carotid endarterectomy of the brain showed that EEG could be modeled (within a root-means-squared-error of 0.01) by the proposed method, and the blood perfusion state of the brain could be monitored via gamma(ij), with small NNs having no more than 21 connection weight altogether.

A sensor-based multimedia authentication system

User requirements of multimedia authentication are various. In some cases, the user requires an authentication system to monitor a set of specific areas with respective sensitivity while neglecting other modification. Most current existing fragile watermarking schemes are mixed systems, which can not satisfy accurate user requirements. Therefore, in this paper we designed a sensor-based multimedia authentication architecture. This system consists of sensor combinations and a fuzzy response logic system. A sensor is designed to strictly respond to given area tampering of a certain type. With this scheme, any complicated authentication requirement can be satisfied, and many problems such as error tolerant tamper method detection will be easily resolved. We also provided experiments to demonstrate the implementation of the sensor-based system

An implementation of genetic algorithms as a basis for a trading system on the foreign exchange market

Foreign exchange trading has emerged in recent times as a significant activity in many countries. As with most forms of trading, the activity is influenced by many random parameters so that the creation of a system that effectively emulates the trading process is very helpful. In this paper, we try to create such a system with a genetic algorithm engine to emulate trader behaviour on the foreign exchange market and to find the most profitable trading strategy.

Approximate Bayesian techniques for inference in stochastic dynamical systems

This thesis is concerned with approximate inference in dynamical systems, from a variational Bayesian perspective. When modelling real world dynamical systems, stochastic differential equations appear as a natural choice, mainly because of their ability to model the noise of the system by adding a variant of some stochastic process to the deterministic dynamics. Hence, inference in such processes has drawn much attention. Here two new extended frameworks are derived and presented that are based on basis function expansions and local polynomial approximations of a recently proposed variational Bayesian algorithm. It is shown that the new extensions converge to the original variational algorithm and can be used for state estimation (smoothing). However, the main focus is on estimating the (hyper-) parameters of these systems (i.e. drift parameters and diffusion coefficients). The new methods are numerically validated on a range of different systems which vary in dimensionality and non-linearity. These are the Ornstein-Uhlenbeck process, for which the exact likelihood can be computed analytically, the univariate and highly non-linear, stochastic double well and the multivariate chaotic stochastic Lorenz '63 (3-dimensional model). The algorithms are also applied to the 40 dimensional stochastic Lorenz '96 system. In this investigation these new approaches are compared with a variety of other well known methods such as the ensemble Kalman filter / smoother, a hybrid Monte Carlo sampler, the dual unscented Kalman filter (for jointly estimating the systems states and model parameters) and full weak-constraint 4D-Var. Empirical analysis of their asymptotic behaviour as a function of observation density or length of time window increases is provided.

A new variational radial basis function approximation for inference in multivariate diffusions

In this paper we present a radial basis function based extension to a recently proposed variational algorithm for approximate inference for diffusion processes. Inference, for state and in particular (hyper-) parameters, in diffusion processes is a challenging and crucial task. We show that the new radial basis function approximation based algorithm converges to the original algorithm and has beneficial characteristics when estimating (hyper-)parameters. We validate our new approach on a nonlinear double well potential dynamical system.

Variational inference for diffusion processes

Diffusion processes are a family of continuous-time continuous-state stochastic processes that are in general only partially observed. The joint estimation of the forcing parameters and the system noise (volatility) in these dynamical systems is a crucial, but non-trivial task, especially when the system is nonlinear and multimodal. We propose a variational treatment of diffusion processes, which allows us to compute type II maximum likelihood estimates of the parameters by simple gradient techniques and which is computationally less demanding than most MCMC approaches. We also show how a cheap estimate of the posterior over the parameters can be constructed based on the variational free energy.

METEX: An expert system for metamorphic petrography

Classification of metamorphic rocks is normally carried out using a poorly defined, subjective classification scheme making this an area in which many undergraduate geologists experience difficulties. An expert system to assist in such classification is presented which is capable of classifying rocks and also giving further details about a particular rock type. A mixed knowledge representation is used with frame, semantic and production rule systems available. Classification in the domain requires that different facets of a rock be classified. To implement this, rocks are represented by 'context' frames with slots representing each facet. Slots are satisfied by calling a pre-defined ruleset to carry out the necessary inference. The inference is handled by an interpreter which uses a dependency graph representation for the propagation of evidence. Uncertainty is handled by the system using a combination of the MYCIN certainty factor system and the Dempster-Shafer range mechanism. This allows for positive and negative reasoning, with rules capable of representing necessity and sufficiency of evidence, whilst also allowing the implementation of an alpha-beta pruning algorithm to guide question selection during inference. The system also utilizes a semantic net type structure to allow the expert to encode simple relationships between terms enabling rules to be written with a sensible level of abstraction. Using frames to represent rock types where subclassification is possible allows the knowledge base to be built in a modular fashion with subclassification frames only defined once the higher level of classification is functioning. Rulesets can similarly be added in modular fashion with the individual rules being essentially declarative allowing for simple updating and maintenance. The knowledge base so far developed for metamorphic classification serves to demonstrate the performance of the interpreter design whilst also moving some way towards providing a useful assistant to the non-expert metamorphic petrologist. The system demonstrates the possibilities for a fully developed knowledge base to handle the classification of igneous, sedimentary and metamorphic rocks. The current knowledge base and interpreter have been evaluated by potential users and experts. The results of the evaluation show that the system performs to an acceptable level and should be of use as a tool for both undergraduates and researchers from outside the metamorphic petrography field. .

Aggregating preference ranking with fuzzy Data Envelopment Analysis

Selecting the best alternative in a group decision making is a subject of many recent studies. The most popular method proposed for ranking the alternatives is based on the distance of each alternative to the ideal alternative. The ideal alternative may never exist; hence the ranking results are biased to the ideal point. The main aim in this study is to calculate a fuzzy ideal point that is more realistic to the crisp ideal point. On the other hand, recently Data Envelopment Analysis (DEA) is used to find the optimum weights for ranking the alternatives. This paper proposes a four stage approach based on DEA in the Fuzzy environment to aggregate preference rankings. An application of preferential voting system shows how the new model can be applied to rank a set of alternatives. Other two examples indicate the priority of the proposed method compared to the some other suggested methods.

Fuzzy knowledge-based approach to treating uncertainty in inventory control

Inventory control in complex manufacturing environments encounters various sources of uncertainity and imprecision. This paper presents one fuzzy knowledge-based approach to solving the problem of order quantity determination, in the presence of uncertain demand, lead time and actual inventory level. Uncertain data are represented by fuzzy numbers, and vaguely defined relations between them are modeled by fuzzy if-then rules. The proposed representation and inference mechanism are verified using a large numbers of examples. The results of three representative cases are summarized. Finally a comparison between the developed fuzzy knowledge-based and traditional, probabilistic approaches is discussed.