Search results for "Fuzzy set"
showing 10 items of 197 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.
A naïve way of looking at fuzzy sets
2016
In this study, we consider the concept of a predicate (P) in a universe of discourse X from a specific viewpoint, i.e., the informational viewpoint with respect to its linguistic use. Its meaning and its different types are considered, particularly by considering the predicates that are "measurable" and designate a "collective" (P) in X, which is not always a classical subset of X. We show that the collective P manifests itself in different "states" or fuzzy sets, where knowledge and representation depend on the available information regarding the use of the predicate P in X. We also analyze the linguistic concept of a "collective" where the fuzzy sets are nothing other than informational s…
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…
Designing Cognitive Cities
2018
The following text intends to give an introduction into some of the basic ideas which determined the conception of this book. Thus, the first part of this article introduces the terms “City”, “Smart City” and “Cognitive City”. The second part gives an overview of design theories and approaches such as Action Design Research and Ontological Design (a concept in-the-making), in order to deduce from a theoretical point of view some of the principles that needs to be taken into account when designing the Cognitive City. The third part highlights some concrete techniques that can be usefully applied to the problem of citizen communication for Cognitive Cities (namely Metaheuristics, Fuzzy Sets a…
Automatic monitoring system for the detection and evaluation of the evolution of hemangiomas
2016
In this paper we introduce an automatic monitoring system for the detection and the evaluation of the evolution of hemangiomas using a fuzzy logic system based on two parameters: area and redness. We have considered pairs of images (from two different moments in time) that show hemangiomas either evolving, stationary or regressing. The starting points of the algorithm are the rectangular regions of interest (ROI), manually selected for each of the two images, and automatically segmented using Fuzzy C-means. Using the area and the redness of the hemagiomas extracted with Fuzzy C-means, for the same patient, at different moments of time, the algorithm decides whether the hemangioma is evolvin…
Strategic analysis of transit service quality using fuzzy AHP methodology
2013
Customer satisfaction analyses are deeply based on customers' judgments and as consequence, they can be characterized by a certain degree of uncertainty generally ascribed to coexistence of three relevant aspects: vagueness, imprecision and subjectivity. In the present paper, a methodology able to handle such uncertainty, based on the ServQual discrepancy paradigm and that uses in combined manner the AHP method and the Fuzzy Sets Theory is proposed in order to overcome limitations of the traditional service evaluation approaches. Subsequently, by considering the Italian public transit service sector, a service quality analysis is conducted and the overall transit service quality structure i…
A fuzzy ranking strategy for portfolio selection applied to the Spanish stock market
2007
In this paper we present a fuzzy ranking procedure for the portfolio selection problem. The uncertainty on the returns of each portfolio is approximated by means of a trapezoidal fuzzy number. The expected return and risk of the portfolio are then characteristics of that fuzzy number. A rank index that accounts for both expected return and risk is defined, allowing the decision-maker to compare different portfolios. The paper ends with an application of that fuzzy ranking strategy to the Spanish stock market.
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…
Determining the Parameters of a Sugeno Fuzzy Controller Using a Parallel Genetic Algorithm
2013
Developed in the mid 1970s, the technique based on genetic algorithms proved its usefulness in finding optimal or near optimal solutions to problems for which accurate solving strategies are either non-existent or require excessively long running time. We implemented a genetic algorithm to determine the parameters of a Sugeno fuzzy controller for the Truck Backer-Upper problem (This problem is considered an acknowledged benchmark in nonlinear system identification.). Less known at first than Mamdami fuzzy controllers, Sugeno fuzzy controllers became popular once they were included into the ANFIS neuro-fuzzy Matlab library. By their nature, Sugeno controllers can be regarded as interpolation…