{"title":"Financial Time Series Data Forecasting by Wavelet and TSK Fuzzy Rule Based System","authors":"P. Chang, C. Fan, Shih-Hsin Chen","doi":"10.1109/FSKD.2007.290","DOIUrl":"https://doi.org/10.1109/FSKD.2007.290","url":null,"abstract":"In this study, a novel approach by integrating the wavelet and Takagi-Sugeno-Kang (TSK) fuzzy rule based systems (FRBS) for financial time series data prediction is developed. The wavelet method is applied to eliminate the noises caused by random fluctuations. The data output from the wavelet is then input to the TSK fuzzy rule system for prediction of the future value of a time series data. Through the intensive experimental tests, the model has successfully forecasted the price variation for stocks with accuracy close to 97.6% in TSE index.","PeriodicalId":201883,"journal":{"name":"Fourth International Conference on Fuzzy Systems and Knowledge Discovery (FSKD 2007)","volume":"42 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2007-08-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114508865","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Weighted Gray Correlation Analysis Model Based on DEA and Its Application to Highway Network Evaluation","authors":"W. Nie, C. Shao","doi":"10.1109/FSKD.2007.616","DOIUrl":"https://doi.org/10.1109/FSKD.2007.616","url":null,"abstract":"A new model combined weighted gray correlation analysis with DEA (data envelopment analysis) was presented in this paper. It integrates the advantages of both DEA and gray correlation analysis, and takes the latter as a central model. In the model, DEA determines the weight vector of correlation coefficients for each decision-making unit (DMU) to calculate the relatively optimal correlation degrees and then realizes the priority order of the objects to be evaluated. This method can avoid the subjectivity when the weight vector is determined and obtain the optimal results by non-uniform weight. Finally, an example of some provincial highway networks assessment in China was given to prove the validity of the model.","PeriodicalId":201883,"journal":{"name":"Fourth International Conference on Fuzzy Systems and Knowledge Discovery (FSKD 2007)","volume":"38 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2007-08-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114596634","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"A Fuzzy Classification Model with SVM","authors":"Aimin Yang, Xing-guang Li, Yongmei Zhou, Ling-min Jiang","doi":"10.1109/FSKD.2007.31","DOIUrl":"https://doi.org/10.1109/FSKD.2007.31","url":null,"abstract":"A fuzzy classification model with support vector machine (FCMWSVM) is proposed. For the basic idea of constructing this model, firstly the kernel function is constructed by selecting suitable membership function. Then a fuzzy partition is built around each training pattern and a fuzzy IF-THEN classification rule is defined for each fuzzy partition. Finally, the support vectors and the parameters for rule are got by SVM learning method. The basic idea and the structure of this model are introduced. The effects of the membership function parameters and the penalty parameters for the classification rule and the classifier performance are analyzed. Experiments with two-spiral line data and typical data sets evaluate the performances of this model.","PeriodicalId":201883,"journal":{"name":"Fourth International Conference on Fuzzy Systems and Knowledge Discovery (FSKD 2007)","volume":"9 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2007-08-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122194597","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Kernel Principal Component Analysis for Fuzzy Point Data Set","authors":"Li-Li Wei, Chong-Zhao Han","doi":"10.1109/FSKD.2007.372","DOIUrl":"https://doi.org/10.1109/FSKD.2007.372","url":null,"abstract":"Kernel principal component analysis (KPCA) has provided an extremely powerful approach to extracting nonlinear features via kernel trick, and it has been suggested for a number of applications. Whereas the nonlinearity can be allowed by the utilization of Mercer kernels, the standard KPCA could only process exact training samples which be treated uniformly and can't reflect prior information of data. However, in many real-world applications, each training data has different meanings and confidence degrees for population. In this paper, a new concept, called \"fuzzy point data\" which is defined by giving a fuzzy membership to each training sample, is proposed for helping us handle the confidence of data. We reformulate KPCA for fuzzy point data. Experimental results show our method could embody effects of different samples in constructing principal axes and supply a feasible method to control possible outliers.","PeriodicalId":201883,"journal":{"name":"Fourth International Conference on Fuzzy Systems and Knowledge Discovery (FSKD 2007)","volume":"27 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2007-08-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122205715","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Some Sufficient Stability Conditions on T-S Fuzzy Systems with Time-Delay","authors":"Shengjuan Huang, Xiqin He","doi":"10.1109/FSKD.2007.521","DOIUrl":"https://doi.org/10.1109/FSKD.2007.521","url":null,"abstract":"Some sufficient stability conditions on T-S fuzzy systems with time-delay are given in this paper. First, the T-S fuzzy models with time-delay are presented and the sufficient stability conditions are derived by using the second Lyapunov functional approach. Then a stabilization approach for nonlinear retarded systems through fuzzy state feedback controller is proposed. It shows that the analysis results provide an efficient technique for the design of fuzzy controllers. Sufficient conditions for the existence of fuzzy state feedback gain of the time-delay systems are derived through the numerical solution of a set of coupled linear matrix inequalities.","PeriodicalId":201883,"journal":{"name":"Fourth International Conference on Fuzzy Systems and Knowledge Discovery (FSKD 2007)","volume":"50 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2007-08-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122236041","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Application of Time-Optimal Strategy and Fuzzy Logic to the Engine Speed Control during the Gear-Shifting Process of AMT","authors":"Xiaofeng Yin, Dianlun Xue, Yun Cai","doi":"10.1109/FSKD.2007.184","DOIUrl":"https://doi.org/10.1109/FSKD.2007.184","url":null,"abstract":"Engine speed control is a crucial issue in the gear- shifting process of Automated Manual Transmission (AMT). In this paper, we proposed a combined strategy to control the engine speed in such process, which overcomes the shortcomings of time-optimal control and fuzzy control while maintains the advantages of both through a mode switching mechanism in a combined controller. When the deviation between the control target and the actual control output is relatively large, the controller switches to time-optimal control mode; while the deviation is small, the controller switches to fuzzy control mode. The proposed strategy has been applied to engine speed control in the automatic gear-shifting process of an AMT test vehicle, which is testified to be efficient to reduce fuel consumption, engine noise, shift jerk, and clutch friction work by means of decreasing engine speed undulation and shortening gear-shifting time.","PeriodicalId":201883,"journal":{"name":"Fourth International Conference on Fuzzy Systems and Knowledge Discovery (FSKD 2007)","volume":"32 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2007-08-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116735177","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Hui Han, Binghuan Mao, Hairong Lv, Qing Zhuo, Wenyuan Wang
{"title":"One-Sided Fuzzy SVM Based on Sphere for Imbalanced Data Sets Learning","authors":"Hui Han, Binghuan Mao, Hairong Lv, Qing Zhuo, Wenyuan Wang","doi":"10.1109/FSKD.2007.430","DOIUrl":"https://doi.org/10.1109/FSKD.2007.430","url":null,"abstract":"Learning from imbalanced data sets presents a new challenge to machine learning community, as traditional algorithms are biased to the majority classes and produce poor detection rate of the minority classes. This paper presents a one-sided fuzzy support vector machine algorithm based on sphere to improve the classification performance of the minority class. Firstly, the approach obtains the minimal hyper sphere of the majority class; secondly, it uses the center and radius of the hyper sphere to give the fuzzy membership of the majority instances, and thus effectively reduces the influence of majority noises and redundant instances in the classification process. Experiments show that our new approach improves not only the classification performance of the minority class more effectively, but also the classification performance of the whole data set comparing with other methods.","PeriodicalId":201883,"journal":{"name":"Fourth International Conference on Fuzzy Systems and Knowledge Discovery (FSKD 2007)","volume":"108 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2007-08-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129842792","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Optimizing Parameters of Fuzzy c-Means Clustering Algorithm","authors":"Yongchao Liu, Yunjie Zhang","doi":"10.1109/FSKD.2007.436","DOIUrl":"https://doi.org/10.1109/FSKD.2007.436","url":null,"abstract":"For overcoming the shortcoming that Fuzzy c-Means (FCM) clustering algorithm seriously depends on the initial values of clustering numbers (c) and fuzzy exponent (m), we introduce genetic algorithm to find the pair parameters of FCM simultaneity. In the proposed algorithm, the clustering numbers and the fuzzy exponent are controlled by a binary code. In order to optimize the two parameters, new methods to code, decode, crossover and establish fitness function have been proposed. Results demonstrating the superiority of the proposed method, as compared to other method that only use validity index to find the clustering numbers (c), are provided for several real-life and artificial data sets.","PeriodicalId":201883,"journal":{"name":"Fourth International Conference on Fuzzy Systems and Knowledge Discovery (FSKD 2007)","volume":"30 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2007-08-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128320403","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"A New Fuzzy Modeling Approach Based on Support Vector Regression","authors":"Long Yu, Jian Xiao, Yifeng Bai","doi":"10.1109/FSKD.2007.78","DOIUrl":"https://doi.org/10.1109/FSKD.2007.78","url":null,"abstract":"New interpretable kernels created by conjoining the univariate fuzzy membership functions with a t-norm operator are proposed in this paper. Based on support vector regression with presented kernel, a learning algorithm consisting of two phases is developed to construct fuzzy system. In the first phase, the support vector regression learning model provides architecture to extract support vectors for generating fuzzy rules, and then characterizes the support vector expansion in TS fuzzy inference procedure through simple equivalent transform. In the second phase, a reduced set method is employed to simplify the obtained fuzzy model, and a bottom-up strategy with relative degree of sharing is suggested to obtain a transparent rule base, at the same time preserves the accuracy and generalization performance of the fuzzy model. Finally, the performance of the proposed fuzzy model is compared with hierarchical clustering based on using a self-organizing network modeling methods.","PeriodicalId":201883,"journal":{"name":"Fourth International Conference on Fuzzy Systems and Knowledge Discovery (FSKD 2007)","volume":"13 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2007-08-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128265525","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"An Effective Drill-Down Paths Pruning Method in OLAP","authors":"Dehui Zhang, Shiwei Tang, Dongqing Yang, Lizheng Jiang","doi":"10.1109/FSKD.2007.148","DOIUrl":"https://doi.org/10.1109/FSKD.2007.148","url":null,"abstract":"The complexity of multi-dimensional data structure affects the efficiency of OLAP, because there are too many drill-down paths to be chosen from when analysis. While most methods in the literature are associated to some specific analysis tasks, so they cannot get reasonable effect. In this paper, we proposed a new method that is irrelevant to analysis task that we try to prune the invalid drill-down operations. The vectorial angle method is employed to evaluate the validness of every drill-down operation. We give the corresponding path pruning algorithm, and it is effective that it takes the fact table as the input in only one pass scanning. The experiments show that our method is feasible, effective, sparsity-proof and skewness-proof","PeriodicalId":201883,"journal":{"name":"Fourth International Conference on Fuzzy Systems and Knowledge Discovery (FSKD 2007)","volume":"4 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2007-08-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129667914","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}