Search results for "Defuzzification"
showing 10 items of 33 documents
Introducing a Fuzzy-Pattern Operator in Fuzzy Time Series
2017
In this paper we introduce a fuzzy pattern operator and propose a new weighting fuzzy time series strategy for generating accurate ex-post forecasts. A decision support system is built for managing the weights of the information provided by the historical data, under a fuzzy time series framework. Our procedure analyzes the historical performance of the time series using different experiments, and it classifies the characteristics of the series through a fuzzy operator, providing a trapezoidal fuzzy number as one-step ahead forecast. We also present some numerical results related to the predictive performance of our procedure with time series of financial data sets.
Forecasting portfolio returns using weighted fuzzy time series methods
2016
We propose using weighted fuzzy time series (FTS) methods to forecast the future performance of returns on portfolios. We model the uncertain parameters of the fuzzy portfolio selection models using a possibilistic interval-valued mean approach, and approximate the uncertain future return on a given portfolio by means of a trapezoidal fuzzy number. Introducing some modifications into the classical models of fuzzy time series, based on weighted operators, enables us to generate trapezoidal numbers as forecasts of the future performance of the portfolio returns. This fuzzy forecast makes it possible to approximate both the expected return and the risk of the investment through the value and a…
Optimal control of discrete-time interval type-2 fuzzy-model-based systems with D-stability constraint and control saturation
2016
This paper investigates the optimal control problem for discrete-time interval type-2 (IT2) fuzzy systems with pole constraints. An IT2 fuzzy controller is characterized by two predefined functions, and the membership functions and the premise rules of the IT2 fuzzy controller can be chosen freely. The pole assignment is considered, which is constrained in a presented disk region. Based on Lyapunov stability theory, sufficient conditions of asymptotic stability with an H ∞ performance are obtained for the discrete-time IT2 fuzzy model based (FMB) system. Based on the criterion, the desired IT2 state-feedback controller is designed to guarantee that the closed-loop system is asymptotically s…
Fuzzy control of pH using NAL
1991
Abstract A fuzzy controller for a neutralization process is described. The controller was set up for a laboratory pilot plant. The approach is shown to be effective and can be extended to highly nonlinear and nonstationary processes. The “operator” knowledge encoded in the rules was obtained by several experimental runs of the system using manual control. Rules are composed using the max-min compositional rule of inference. The use of metarules, which depends on controller performance and on active disturbances, makes the controller behave like an adaptive controller. The control program is encoded in NAL, a new experimental logic programming language that was first used in this work in a r…
Prediction of stock index futures prices based on fuzzy sets and multivariate fuzzy time series
2015
Abstract This paper makes a prediction of Chinese stock index (CSI) future prices using fuzzy sets and multivariate fuzzy time series method. We select Chinese CSI 300 index futures as the research object. The fuzzy time series model combines the fuzzy theory and the time series theory, thus this model can solve the fuzzy data in stock index futures prices. This paper establishes a multivariate model and improves the accuracy of computation. By combing traditional fuzzy time series models and rough set method, we use fuzzy c-mean algorithm to make the data into discrete. Further more, we deal with the rules in mature modules of the rough set and then refine the rules using data mining algor…
Type-2 Fuzzy Control of a Bioreactor
2009
Abstract—In this paper the control of a bioprocess using an adaptive type-2 fuzzy logic controller is proposed. The process is concerned with the aerobic alcoholic fermentation for the growth of Saccharomyces Cerevisiae a n d i s characterized by nonlinearity and parameter uncertainty. Three type-2 fuzzy controllers heve been developed and tested by simulation: a simple type-2 fuzzy logic controller with 49 rules; a type-2 fuzzyneuro- predictive controller (T2FNPC); a t y p e -2 selftuning fuzzy controller ( T2STFC). The T2FNPC combines the capability of the type-2 fuzzy logic to handle uncertainties, with the ability of predictive control to predict future plant performance making use of a…
Upper and lower generalized factoraggregations based on fuzzy equivalence relation
2014
We develop the concept of a general factoraggre-gation operator introduced by the authors on the basis of an equivalence relation and applied in two recent papers for analysis of bilevel linear programming solving parameters. In the paper this concept is generalized by using a fuzzy equivalence relation instead of the crisp one. By using a left-continuous t-norm and its residuum we define and investigate two modifications of such generalized construction: upper and lower generalized factoraggregations. These generalized factoraggregations can be used for construction of extensional fuzzy sets.
Fuzzy functions: a fuzzy extension of the category SET and some related categories
2000
<p>In research Works where fuzzy sets are used, mostly certain usual functions are taken as morphisms. On the other hand, the aim of this paper is to fuzzify the concept of a function itself. Namely, a certain class of L-relations F : X x Y -&gt; L is distinguished which could be considered as fuzzy functions from an L-valued set (X,Ex) to an L-valued set (Y,Ey). We study basic properties of these functions, consider some properties of the corresponding category of L-valued sets and fuzzy functions as well as briefly describe some categories related to algebra and topology with fuzzy functions in the role of morphisms.</p>
Upper and lower approximations of general aggregation operators based on fuzzy rough sets
2015
Our paper deals with constructions of upper and lower general aggregation operators which act on fuzzy sets. These constructions are based on fuzzy rough sets and provide two approximations (upper and lower) of the pointwise extension and the t-extension of an ordinary aggregation operator. Considering two lattices of corresponding general aggregation operators we describe two approximate systems with respect to a lattice of fuzzy equivalence relations.
Fuzzy methods for analysing fuzzy production environment
1998
Abstract Very recently, in production management research literature, the necessity to extend production systems analysis techniques, such as queue theory, Mean Value Analysis (MVA) and discrete simulation, to Fuzzy Production Environments, i.e. to those production situations in which data are vague, has emerged. Fuzzy set theory is a powerful tool to model vagueness and, therefore, fuzzy mathematics can be used to extend classical production system analysis techniques. This paper proposes a methodology based on fuzzy relation algebra to extend classical MVA and discrete event simulation.