基于改进PSO与规则约简的模糊系统优化算法

模糊系统是一种具有强可解释性和高鲁棒性的智能方法,但目前仍存在精度不高、产生的模糊规则太多等缺陷.针对目前存在的问题,论文通过改进粒子群优化算法优化模糊系统高斯型隶属度函数的参数,以及计算规则支持度约简模糊规则,提出了CPSFS和SPSFS两种模糊系统优化算法.在两个不同领域的经典数据集上的研究结果表明:1)CPSFS算法在训练集和测试集上的预测精度明显优于传统的BP神经网络、RBF神经网络、线性回归等算法;2)CPSFS算法与SPSFS算法减少了大量模糊规则,保证了模型的可解释性;3)CPSFS算法在约简模糊规则后预测精度依然表现最优,符合新时代下回归问题对于AI技术的要求.     

基于进化规划与最小二乘辨识的自动模糊建模策略

提出一种基于进化规划结合最小二乘法的自动模糊建模算法EPLSE.利用扩展Sugeno模型中的后件参数,对训练误差实现了二次修正,显著提高了建模精度并精简了模糊规则基.仿真部分应用EPLSE分别完成了对一个三输入非线性函数的建模和对Mackey-Glass混沌时间序列的预测,并与其他一些典型的模糊建模方法做了比较,结果表明该算法在提高建模精度以及精简结构方面具有较明显的优越性.     

一种用于机场气象预测的模糊神经网络模型

针对民用机场多因素气象预测问题的复杂性,该文构建出一种基于粗糙集的模糊神经网络模型。采用粗糙集理论约简属性,挖掘潜在规则,在此基础上建立模糊神经网络模型,并根据规则的统计性质和离散化结果初始化网络参数,采用BP算法训练网络。实例验证,该模型在收敛速度与预测精度上优于传统的神经网络模型。     

基于协同进化算法的TS模糊模型设计

提出一种基于协同进化算法的TS模糊模型设计方法．该方法由以下两步组成：（1）采用模糊聚类算法辨识初始的模糊模型；（2）利用协同进化算法对所获得的初始模糊模型进行结构和参数的优化．协同进化算法由两类种群组成：规则前件种群和隶属函数参数种群；其适应度函数同时考虑模型的精确性和解释性，采用两种群合作计算的策略；为提高模型的解释性，在协同进化算法中利用基于相似性的模型简化方法对模型进行约简．最后，利用该方法对Mackey-Glass系统进行辨识，仿真结果验证了方法的有效性．     

基于改进遗传算法的TS模糊模型的优化设计

提出了一种新的将隶属度函数和规则库统一编码的改进遗传算法进行TS模糊模型整体优化设计的方法。利用FCM算法和最小二乘法辨识初始的模糊模型;利用改进遗传算法整体优化模糊模型,克服了以往将模型结构和参数分开优化的缺陷。为了提高模型的解释性,提出了将基于相似性的模糊集合和模糊规则的简化方法用于对模型的约简,并利用该方法对Mackey-Glass混沌序列建模。仿真结果验证了该方法的有效性。     

基于变精度粗糙直觉模糊集的决策规则获取

以直觉模糊目标信息系统为研究对象,以粗糙集和直觉模糊集为工具,以知识发现为目的,给出了从直觉模糊决策表中获取决策规则的一种有效方法。即通过对Pawlak粗糙隶属函数的定义进行推广,给出粗糙直觉模糊隶属函数,利用新的粗糙隶属函数,建立了变精度粗糙直觉模糊集模型。在此模型基础上定义了变精度粗糙直觉模糊集的近似质量和近似约简,由近似约简导出概率决策规则集,从而给出了直觉模糊决策表的概率决策规则获取方法。最后,以实例说明了这一方法的有效性。关键词：     

结合模拟退火与规则约简的模糊系统优化方法

从数据中学习模糊系统是其智能建模的重要方法之一,针对目前模糊系统建模及优化方法对于学习后的模糊系统的规则数以及结构优化关注不足而影响了其精度和可解释性的问题,提出了一种结合模拟退火与基于支持度约简规则的模糊系统优化方法。该方法通过支持度约简系统冗余规则进而提高模糊系统的可解释性;同时利用模拟退火算法优化模糊系统的隶属度函数参数进一步提高模糊系统的精度。针对回归任务,与BP（Back Propagation）神经网络、径向基（Radial Basis Function,RBF）神经网络以及经典的模糊算法WM（Wang-Mendel）在不同领域的3个经典数据集上进行实验比较,实验结果表明：该算法在预测方面取得了更高的精度;与WM算法相比,所提算法中规则数明显减少,进一步提高了系统的可解释性。     

二型模糊粗糙属性约简模型

属性约简是粗糙集理论的重要应用之一,其目的是在保持分类能力不变的前提下去掉冗余的属性,从而简化信息系统。由于经典粗糙集等价关系的要求过于严格,为了更好地解决实际问题,将粗糙集与二型模糊集结合,得到二型模糊粗糙集。利用论域和特征空间的积空间上的两个一型模糊集来构造论域的一个二型模糊划分,将模糊粗糙集属性约简的模型推广到二型模糊粗糙集框架中,得到了一个二型模糊粗糙属性约简的模型,并举例说明了用此模型进行属性约简的方法。     

动态粗糙模糊集及其在模糊规则提取中的应用

基于粗糙模糊集的规则提取方法通常分为两步:首先利用粗糙模糊集进行属性约简,然后采用提取模糊规则的方法提取规则.在规则提取的预处理阶段通过属性约简某种程度上可以缩短规则提取的时间,但其固有的不足导致不利于产生良好的规则.在模糊规则产生过程中避开属性约简,可以提高规则提取方法的适用性,降低计算复杂度.本文提出了动态粗糙模糊集的概念,基于此的规则提取算法不再依赖于属性约简,而是基于粒度序和逐步缩小的论域.首先,通过两种不同方式定义了动态粗糙模糊集并得到一些重要性质;在此基础上提出一种新的模糊规则提取算法;最后通过对比实验说明了算法的有效性.     

基于混核LSSVM的批特征风功率预测方法

针对风电场风功率预测问题, 利用历史风功率、气象数据和测风塔实时数据等相关信息, 提出了带有批特征的混核最小二乘支持向量机(Hybrid kernel least squares support vector machine, HKLSSVM)方法, 建立风电场风功率预测模型.为了增强模型的适应性, 设计改进的差分进化算法对模型参数进行优化, 并利用稀疏选择方法来选取合适的训练样本集, 缩短建模时间, 保证预测模型精度.根据风场风机的地理位置分布情况, 提出批划分的建模策略, 对相近地理位置的风机进行组批, 替代传统风场风功率预测方法.通过风场中实际数据进行测试, 实验结果表明与其他预测方法相比, 本文提出的方法能够提高预测精度和效率, 减少风电波动性对电网的影响, 从而提高电网的安全性和可靠性.     

A type-2 fuzzy rule-based expert system model for stock price analysis

In this paper, a type-2 fuzzy rule based expert system is developed for stock price analysis. Interval type-2 fuzzy logic system permits us to model rule uncertainties and every membership value of an element is interval itself. The proposed type-2 fuzzy model applies the technical and fundamental indexes as the input variables. This model is tested on stock price prediction of an automotive manufactory in Asia. Through the intensive experimental tests, the model has successfully forecasted the price variation for stocks from different sectors. The results are very encouraging and can be implemented in a real-time trading system for stock price prediction during the trading period.     

Interval type-2 fuzzy expert system for prediction of carbon monoxide concentration in mega-cities

This paper presents an indirect approach to interval type-2 fuzzy logic system modeling to forecaste the level of air pollutants. The type-2 fuzzy logic system permits us to model the uncertainties among rules and the parameters related to data analysis. In this paper, we propose an indirect method to create an interval type-2 fuzzy logic system from a historical data, where Footprint of Uncertainties of fuzzy sets are extracted by implementation of an interval type-2 FCM algorithm and based on an upper and lower value for the level of fuzziness m in FCM. Finally, the proposed model is applied for prediction of carbon monoxide concentration in Tehran air pollution. It is shown that the proposed type-2 fuzzy logic system is superior in comparison to type-1 fuzzy logic systems in terms of two performance indices.     

Transformation between type-2 TSK fuzzy systems and an uncertain Gaussian mixture model

In this paper, an interval extension of the Gaussian mixture model called uncertain Gaussian mixture model (UGMM) is proposed and its transformation into the additive type-2 TSK fuzzy systems is presented. The conditions under which a UGMM becomes a corresponding type-2 TSK fuzzy system are derived theoretically. Furthermore, the mathematical equivalence between the conditional mean of a UGMM and the defuzzified output of a type-2 TSK fuzzy system is proved. Our results provide a new perspective for type-2 TSK fuzzy systems, i.e., interpreting them from a probabilistic viewpoint. Thus, instead of directly estimating the parameters of the fuzzy rules in a type-2 TSK fuzzy system, we can first estimate the parameters of the corresponding UGMM using any popular density estimation algorithm like the expectation maximization (EM) algorithm. Our experimental results clearly indicate that a type-2 fuzzy system trained in such a new way has higher approximation accuracy and stronger robustness than current type-2 fuzzy systems.     

Interval type-2 neuro-fuzzy system with implication-based inference mechanism

Neuro-fuzzy systems have been proved to be an efficient tool for modelling real life systems. They are precise and have ability to generalise knowledge from presented data. Neuro-fuzzy systems use fuzzy sets – most commonly type-1 fuzzy sets. Type-2 fuzzy sets model uncertainties better than type-1 fuzzy sets because of their fuzzy membership function. Unfortunately computational complexity of type reduction in general type-2 systems is high enough to hinder their practical application. This burden can be alleviated by application of interval type-2 fuzzy sets. The paper presents an interval type-2 neuro-fuzzy system with interval type-2 fuzzy sets both in premises (Gaussian interval type-2 fuzzy sets with uncertain fuzziness) and consequences (trapezoid interval type-2 fuzzy set). The inference mechanism is based on the interval type-2 fuzzy Łukasiewicz, Reichenbach, Kleene-Dienes, or Brouwer–Gödel implications. The paper is accompanied by numerical examples. The system can elaborate models with lower error rate than type-1 neuro-fuzzy system with implication-based inference mechanism. The system outperforms some known type-2 neuro-fuzzy systems.     

Improving risk-adjusted performance in high frequency trading using interval type-2 fuzzy logic

In this paper, we investigate the ability of higher order fuzzy systems to handle increased uncertainty, mostly induced by the market microstructure noise inherent in a high frequency trading (HFT) scenario. Whilst many former studies comparing type-1 and type-2 Fuzzy Logic Systems (FLSs) focus on error reduction or market direction accuracy, our interest is predominantly risk-adjusted performance and more in line with both trading practitioners and upcoming regulatory regimes. We propose an innovative approach to design an interval type-2 model which is based on a generalisation of the popular type-1 ANFIS model. The significance of this work stems from the contributions as a result of introducing type-2 fuzzy sets in intelligent trading algorithms, with the objective to improve the risk-adjusted performance with minimal increase in the design and computational complexity. Overall, the proposed ANFIS/T2 model scores significant performance improvements when compared to both standard ANFIS and Buy-and-Hold methods. As a further step, we identify a relationship between the increased trading performance benefits of the proposed type-2 model and higher levels of microstructure noise. The results resolve a desirable need for practitioners, researchers and regulators in the design of expert and intelligent systems for better management of risk in the field of HFT.     

Type-2 fuzzy logic-based classifier fusion for support vector machines

As a machine-learning tool, support vector machines (SVMs) have been gaining popularity due to their promising performance. However, the generalization abilities of SVMs often rely on whether the selected kernel functions are suitable for real classification data. To lessen the sensitivity of different kernels in SVMs classification and improve SVMs generalization ability, this paper proposes a fuzzy fusion model to combine multiple SVMs classifiers. To better handle uncertainties existing in real classification data and in the membership functions (MFs) in the traditional type-1 fuzzy logic system (FLS), we apply interval type-2 fuzzy sets to construct a type-2 SVMs fusion FLS. This type-2 fusion architecture takes considerations of the classification results from individual SVMs classifiers and generates the combined classification decision as the output. Besides the distances of data examples to SVMs hyperplanes, the type-2 fuzzy SVMs fusion system also considers the accuracy information of individual SVMs. Our experiments show that the type-2 based SVM fusion classifiers outperform individual SVM classifiers in most cases. The experiments also show that the type-2 fuzzy logic-based SVMs fusion model is better than the type-1 based SVM fusion model in general.     

Bearing condition prediction considering uncertainty: An interval type-2 fuzzy neural network approach

Rolling-element bearings are critical components of rotating machinery. It is important to accurately predict in real-time the health condition of bearings so that maintenance practices can be scheduled to avoid malfunctions or even catastrophic failures. In this paper, an Interval Type-2 Fuzzy Neural Network (IT2FNN) is proposed to perform multi-step-ahead condition prediction of faulty bearings. Since the IT2FNN defines an interval type-2 fuzzy logic system in the form of a multi-layer neural network, it can integrate the merits of each, such as fuzzy reasoning to handle uncertainties and neural networks to learn from data. The interval type-2 fuzzy linguistic process in the IT2FNN enables the system to handle prediction uncertainties, since the type-2 fuzzy sets are such sets whose membership grades are type-1 fuzzy sets that can be used in failure prediction due to the difficult determination of an exact membership function for a fuzzy set. Noisy data of faulty bearings are used to validate the proposed predictor, whose performance is compared with that of a prevalent type-1 condition predictor called Adaptive Neuro-Fuzzy Inference System (ANFIS). The results show that better prediction accuracy can be achieved via the IT2FNN.     

Parallel Interval Type-2 Subsethood Neural Fuzzy Inference System

Neuro-fuzzy models are being increasingly employed in the domains like weather forecasting, stock market prediction, computational finance, control, planning, physics, economics and management, to name a few. These models enable one to predict system behavior in a more human-like manner than their crisp counterparts. In the present work, an interval type-2 neuro-fuzzy evolutionary subsethood based model has been proposed for its use in finding solutions to some well-known problems reported in the literature such as regression analysis, data mining and research problems relevant to expert and intelligent systems. A novel subsethood based interval type-2 fuzzy inference system, named as Interval Type-2 Subsethood Neural Fuzzy Inference System (IT2SuNFIS) is proposed in the present work. Mathematical modeling and empirical studies clearly bring out the efficacy of this model in a wide variety of practical problems such as Truck backer-upper control, Mackey–Glass time-series prediction, Narazaki–Ralescu and bell function approximation. The simulation results demonstrate intelligent decision making capability of the proposed system based on the available data. The major contribution of this work lies in identifying subsethood as an efficient measure for finding correlation in interval type-2 fuzzy sets and applying this concept to a wide variety of problems pertaining to expert and intelligent systems. Subsethood between two type-2 fuzzy sets is different from the commonly used sup-star methods. In the proposed model, this measure assists in providing better contrast between dissimilar objects. This method, coupled with the uncertainty handling capacity of type-2 fuzzy logic system, results in better trainability and improved performance of the system. The integration of subsethood with type-2 fuzzy logic system is a novel idea with several advantages, which is reported for the first time in this paper.