EUSFLAT Conf.最新文献

{"title":"Dealing with inconsistencies in the representation of ordinal information by a 2-additive Choquet integral","authors":"Brice Mayag, M. Grabisch, C. Labreuche","doi":"10.2991/eusflat.2011.29","DOIUrl":"https://doi.org/10.2991/eusflat.2011.29","url":null,"abstract":"We propose an algorithm to solve inconsistencies when the preferences of a decision-maker, given by a strict and an indifference relations on a set of binary actions, are not representable by a 2-additive Choquet integral. According to the characterization of this type of information, these inconsistencies arise from the violation of the MOPI property or occur in the presence of a strict cycle in his preferences.","PeriodicalId":403191,"journal":{"name":"EUSFLAT Conf.","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-08-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121414009","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 dependencies among attributes given by fuzzy confirmation measures","authors":"J. Kupka, I. Tomanova","doi":"10.2991/eusflat.2011.53","DOIUrl":"https://doi.org/10.2991/eusflat.2011.53","url":null,"abstract":"","PeriodicalId":403191,"journal":{"name":"EUSFLAT Conf.","volume":"94 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-08-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122557334","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":"F-boxes for filtering","authors":"O. Strauss, Sébastien Destercke","doi":"10.2991/eusflat.2011.108","DOIUrl":"https://doi.org/10.2991/eusflat.2011.108","url":null,"abstract":"Selecting a particular summative kernel (i.e., formally equivalent to a probability distribution) when filtering a digital signal can be a difficult task. An obvious solution to this problem is to filter with multiple kernels rather than with a single one, but the computing cost of such a solution can quickly become prohibitive (especially in real-time applications). Another alternative, the one studied in this paper, is to consider kernels modeled by imprecise probabilistic representations. Considering such representations makes the use of numerical tools coming from imprecise probability theory possible, such as the Choquet integral, and allows one to work with multiple kernels without multiplying too much the number of required computations. In this paper, we propose to use the well-known p-box representation to filter a digital signal. We show that the use p-boxes allows making more precise inferences than those obtained with possibility distributions and clouds. We then discuss the practical aspect of computing a filtered signal with pboxes, and finish by some experiments.","PeriodicalId":403191,"journal":{"name":"EUSFLAT Conf.","volume":"18 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-08-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125013033","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":"Evaluating Operational Risk Exposure Using Fuzzy umber Approach to Scenario Analysis","authors":"Antonina Durfee, A. Tselykh","doi":"10.2991/eusflat.2011.55","DOIUrl":"https://doi.org/10.2991/eusflat.2011.55","url":null,"abstract":"Abstract Risks and losses arising from system failure, unautho-rized activity, fraud and other operational errors are postulated to be one of the primary banking risks. Ex-pert-based scenario analysis aims at describing the fre-quency and severity of extreme operational losses. Ex-perts are not exact in predicting quantitative estimates for a distant future. The predicted scenarios are de-scribed by range estimates and qualitative storylines. This study introduces and applies the methodology for evaluation of the operational risk levels derived from the experts opinions collected from scenarios. The me-thodology is based on the use of fuzzy numbers to ex-press subjective probability of expert estimates. Keywords : operational risk, scenario analysis, fuzzy decision making, fuzzy number 1. Introduction In the light of the global financial crisis, both media, leading policy makers, economists and practitioners are questioning the appropriate levels of risk in the interna-tional financial system. Decision makers and banking practitioners are struggling to evaluate the risk attri-buted to the globalization of modern banking, the fast evolving information technology, new economic theo-ries, opaque financial instruments, and complex ma-thematical modeling. International banking industry had been trying to balance the existing risks in the financial systems for quite some time by regulating the ap-proaches to measure and manage risks. Although the latest financial crisis made us question some regulatory requirements, it had accentuated the necessity to eva-luate risks more holistically. The Bank for International Settlements, an interna-tional organization which fosters international monetary and financial cooperation and serves as a bank for cen-tral banks, had realized that developing banking prac-tices such as securitization, outsourcing, specialized processing operations and reliance on technology had introduced substantial risks which need to be reflected in credible capital assessments. As a result, Basel II Ac-cord that includes risks other than credit and market was proposed to be “a comprehensive framework for improving bank safety and soundness by more closely linking regulatory capital requirements with bank risk, by improving the ability of supervisors and financial markets to assess capital adequacy”, according to Fed-eral Reserve Chairman Ben S. Bernanke in a May 2006 speech at the Federal Reserve Bank of Chicago’s 42nd Annual Conference on Bank Structure and Competition. All the largest banks in the world that carry internation-al component are mandated to become Basel certified. Resulting international risk management practice for financial institutions focuses on three main risk catego-ries: Market Risk, Credit Risk and Operational Risk (OR). OR is a relatively newly defined category of risk which includes many different types of risk, from the simple operations risks of transaction processing, unau-thorized activities and systems risks","PeriodicalId":403191,"journal":{"name":"EUSFLAT Conf.","volume":"2013 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-08-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127354628","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":"Fuzzy logic in competence management","authors":"R. Houé, B. Grabot, Germaine Tchuenté-Foguem","doi":"10.2991/eusflat.2011.124","DOIUrl":"https://doi.org/10.2991/eusflat.2011.124","url":null,"abstract":"Industrial performance has for a long time been considered as a result of technical resources optimization. During the recent decades, competency- based approach has emerged as a promising concept for taking into account human skills/knowledge/abilities while addressing organizational goals and constraints. The aim for the companies is for instance to assess the compliance of competences acquired by workers with those required by the processes in which they are involved. In order to achieve this general purpose, it becomes necessary to provide the companies with an operational DSS capable of assessing competences. This paper focuses on a fuzzy based approach for modelling the competences in such a system.","PeriodicalId":403191,"journal":{"name":"EUSFLAT Conf.","volume":"40 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-08-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127357698","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":"Proposition of a semi-automatic possibilistic information scoring process","authors":"Marie-Jeanne Lesot, Thomas Delavallade, F. Pichon, H. Akdag, B. Bouchon-Meunier, Philippe Capet","doi":"10.2991/eusflat.2011.20","DOIUrl":"https://doi.org/10.2991/eusflat.2011.20","url":null,"abstract":"This paper proposes a semi-automatic three step information scoring process that starts from constructs representing structured pieces of information and a user query. It first identifies the constructs relevant to answer the user question, based on their similarity to the query. The relevant items are then individually scored, taking into account both the reliability of their source and the certainty the latter expresses through its choice of linguistic terms. Lastly, these individual scores are fused, modeling a corroboration process that takes into account information obsolescence and source relations. This procedure is performed in the framework of possibility theory, relying on the definition of the appropriate aggregation operators.","PeriodicalId":403191,"journal":{"name":"EUSFLAT Conf.","volume":"27 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-08-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128390851","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":"Approximation of fuzzy numbers by nonlinear Bernstein operators of max-product kind","authors":"Lucian C. Coroianu, S. Gal, B. Bede","doi":"10.2991/eusflat.2011.61","DOIUrl":"https://doi.org/10.2991/eusflat.2011.61","url":null,"abstract":"In this paper firstly we extend from [0, 1] to an arbitrary compact interval [a, b], the definition of the nonlinear Bernstein operators of max-product kind, B (M) n (f ), n ∈ N, by proving that their order of uniform approximation to f is ω1(f, 1/ √ n )a nd that they preserve the quasi-concavity of f .S ince B (M) n (f ) generates in a simple way a fuzzy number of the same support [a, b ]w ithf , it turns out that these results are very suitable in the approximation of the fuzzy numbers. Thus, besides the approximation properties, for sufficiently large n ,w e prove that these nonlinear operators preserve the non-degenerate segment core of the fuzzy number f and, in addition, the segment cores of B (M) n (f ), n ∈ N, approximate the segment core of f with the order 1/n.","PeriodicalId":403191,"journal":{"name":"EUSFLAT Conf.","volume":"6 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-08-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121805411","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":"Combining the -Plane Representation with an Interval Defuzzification Method","authors":"Sarah Greenfield, F. Chiclana","doi":"10.2991/eusflat.2011.25","DOIUrl":"https://doi.org/10.2991/eusflat.2011.25","url":null,"abstract":"This paper is concerned with the defuzzification of the discretised generalised type-2 fuzzy set. In 2008 Liu proposed the α-Plane Representation — a decomposition of the generalised type-2 set into horizontal slices termed ‘α-planes’. An α-plane is akin to an interval type-2 fuzzy set. The α-Plane Representation must be used in conjunction with an interval defuzzification method: The three main options are 1. the Karnik-Mendel Iterative Procedure, 2. the Greenfield-Chiclana Collapsing Defuzzifier, or 3. the Nie-Tan Method. The experiments recorded in this paper address the question, “Which is the best interval defuzzification method for the α-Plane Representation to be combined with?”","PeriodicalId":403191,"journal":{"name":"EUSFLAT Conf.","volume":"15 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-08-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129066613","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":"Methodology for adapting the parameters of a fuzzy system using the extended Kalman filter","authors":"Antonio Javier Barragán-Piña, J. Márquez, Mariano J. Aznar Torres, A. Jiménez, B. M. Al-Hadithi","doi":"10.2991/eusflat.2011.65","DOIUrl":"https://doi.org/10.2991/eusflat.2011.65","url":null,"abstract":"When we try to analyze and to control a system whose model was obtained only based on input/output data, accuracy is essential in the model. On the other hand, to make the procedure practical, the modeling stage must be computationally efficient. In this regard, this paper presents the application of extended Kalman filter for the parametric adaptation of a fuzzy model.","PeriodicalId":403191,"journal":{"name":"EUSFLAT Conf.","volume":"40 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-08-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129329111","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":"General aggregation operators acting on the L-fuzzy real line","authors":"P. Orlovs","doi":"10.2991/eusflat.2011.141","DOIUrl":"https://doi.org/10.2991/eusflat.2011.141","url":null,"abstract":"The paper is devoted to a general aggregation operator acting on L-fuzzy real numbers. It is defined as a t-norm based extension of an ordinary aggregation operator. The aim of our research is to analyze properties of the general aggregation operator depending on properties of the ordinary aggregation operator and the t-norm. By using the general aggregation operator we consider the properties of tnorm based operations with L-fuzzy real numbers such as addition, maximum, minimum.","PeriodicalId":403191,"journal":{"name":"EUSFLAT Conf.","volume":"42 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-08-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131638667","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}