Dissertations / Theses on the topic 'Neuro-Fuzzy Approach'
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Sisman, Yilmaz Nuran Arzu. "A Temporal Neuro-fuzzy Approach For Time Series Analysis." Phd thesis, METU, 2003. http://etd.lib.metu.edu.tr/upload/570366/index.pdf.
Full textOsut, Demet. "A Behavior Based Robot Control System Using Neuro-fuzzy Approach." Master's thesis, METU, 2004. http://etd.lib.metu.edu.tr/upload/109765/index.pdf.
Full textArslan, Dilek. "A Control System Using Behavior Hierarchies And Neuro-fuzzy Approach." Master's thesis, METU, 2005. http://etd.lib.metu.edu.tr/upload/12605743/index.pdf.
Full texts indoor environment. Then the control system was extended to control an agent in a multi-agent environment. The main motivation of this study is to design a control system which is robust to errors and easy to modify. Behaviour based approach with the advantages of fuzzy reasoning systems is used in the system.
OLIVEIRA, CARLOS ALEXANDRE DOS SANTOS. "STRATEGIC GROUPS: ARESOURCE-BASED VIEW AND NEURO-FUZZY SYSTEMS APPROACH." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2004. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=5856@1.
Full textDesde sua formulação, no início da década de setenta, o conceito de grupo estratégico é objeto de pesquisas teóricas e empíricas que buscam confirmar sua existência, sua contribuição à avaliação da performance e à formação das estratégias das empresas. Este trabalho soma-se a estas pesquisas, utilizando os conceitos da Visão Resource- Based e a aplicação de ferramentas de inteligência computacional, neste caso as redes neurais e os sistemas de inferência fuzzy, com o objetivo de contribuir para a discussão deste tema na superação de suas limitações e dos novos desafios que o aumento da complexidade das arenas competitivas trouxeram para as pesquisas do gerenciamento estratégico. A Visão Resource-Based fornece a base teórica para o desenvolvimento dos construtos: grau de inimitabilidade e grau de imobilidade, resultantes da exploração estratégica dos recursos da empresa. Estes construtos são propostos como dimensões de avaliação da semelhança estratégica entre as empresas de uma arena competitiva. A inteligência computacional fornece os meios de extração de informações subjetivas, e presentes em ambientes complexos, através da simulação do aprendizado, percepção, evolução e adaptação do raciocínio humano. O resultado é a proposição de um modelo de avaliação da existência de grupos estratégicos, utilizando os construtos Grau de Inimitabilidade e Grau de Imobilidade, e Sistemas Neuro-fuzzy. Este modelo é aplicado ao setor de supermercados como teste de validação do mesmo.
Since its has introduced, in the beginning of the decade of seventy, the concept of strategic groups is object of theoretical and empirical research that aims to confirm its existence, its contribution to performance evaluation and the formulation of the strategies of the firms. This text join these research, using the Resource-Based Views framework and soft computing, in this case neural networks and fuzzy inference systems, with aims at contributing for the discussion of this subject to overcome its limitations and the new challenges, resulting increasingly complexity and competitive environment, for the strategic management research. The Resource-Based View framework supplies the theoretical underpinnings to use the inimitability degree and immobility degree, resultants of the strategical exploration of the resources of the firms, as constructors to evaluate firm strategic similarity in a competitive environment. Soft computing is a tool to extract subjective data from complexity environments, simulating the ability for learning, perception, evolution and adaptation of human reasoning. The result of this research is the proposal of a model to identify strategic groups, applying the constructors Inimitability Degree and Immobility Degree, and Neuro-fuzzy Inference Systems. To validate the model, a test is performed to the supermarkets industry.
Wang, Liren. "An approach to neuro-fuzzy feedback control in statistical process control." Thesis, University of South Wales, 2001. https://pure.southwales.ac.uk/en/studentthesis/an-approach-to-neurofuzzy-feedback-control-in-statistical-process-control(7d9c736f-e85d-4873-a6bb-9bcea107d371).html.
Full textKim, Sungshin. "A neuro-fuzzy approach to optimization and control of complex nonlinear processes." Diss., Georgia Institute of Technology, 1996. http://hdl.handle.net/1853/14820.
Full textMountrakis, Georgios. "Context-Specific Preference Learning of One Dimensional Quantitative Geospatial Attributes Using a Neuro-Fuzzy Approach." Fogler Library, University of Maine, 2004. http://www.library.umaine.edu/theses/pdf/MountrakisGX2004.pdf.
Full textTaghizadeh, Vahed Amir. "Fan And Pitch Angle Selection For Efficient Mine Ventilation Using Analytical Hierachy Process And Neuro Fuzzy Approach." Master's thesis, METU, 2012. http://etd.lib.metu.edu.tr/upload/12614320/index.pdf.
Full textblades plays an important role in fan&rsquo
s efficiency. Therefore, selection of a fan and its pitch angle, which yields the maximum efficiency, is an emerging issue for an efficient mine ventilation. The main objective of this research study is to provide a decision making methodology for the selection of a main fan and its appropriate pitch angle for efficient mine ventilation. Nowadays, analytical hierarchy process as multi criteria decision making is used, and it yields outputs based on pairwise comparison. On the other hand, Fuzzy Logic as a soft computing method was combined with analytical hierarchy process and combined model did not yield appropriate results
because Fuzzy AHP increased uncertainty ratio in this study. However, fuzzy analytical hierarchy process might be inapplicable when it faces with vague and complex data set. Soft computing methods can be utilized for complicated situations. One of the soft computing methods is a Neuro-Fuzzy algorithm which is used in classification and DM issues. This study has two phases: i) selection of an appropriate fan using Analytical Hierarchy Process (AHP) and Fuzzy Analytical Hierarchy Process (Fuzzy AHP) and ii) selection of an appropriate pitch angle using Neuro-Fuzzy algorithm and Fuzzy AHP method. This study showed that AHP can be effectively utilized for main fan selection. It performs better than Fuzzy AHP because FAHP contains more expertise and makes problems more complex for evaluating. When FAHP and Neuro-Fuzzy is compared for pitch angle selection, both methodologies yielded the same results. Therefore, utilization of Neuro-Fuzzy in situation with complicated and vague data will be applicable.
[Verfasser], Habtamu Gezahegn Tolossa, and Silke [Akademischer Betreuer] Wieprecht. "Sediment transport computation using a data-driven adaptive neuro-fuzzy modelling approach / Habtamu Gezahegn Tolossa. Betreuer: Silke Wieprecht." Stuttgart : Universitätsbibliothek der Universität Stuttgart, 2012. http://d-nb.info/1024692574/34.
Full textKOTHAMASU, RANGANATH. "INTELLIGENT CONDITION BASED MAINTENANCE - A SOFT COMPUTING APPROACH TO SYSTEM DIAGNOSIS AND PROGNOSIS." University of Cincinnati / OhioLINK, 2006. http://rave.ohiolink.edu/etdc/view?acc_num=ucin1141339344.
Full textJneid, Khoder. "Apprentissage par Renforcement Profond pour l'Optimisation du Contrôle et de la Gestion des Bâtiment." Electronic Thesis or Diss., Université Grenoble Alpes, 2023. http://www.theses.fr/2023GRALM062.
Full textHeating, ventilation, and air-conditioning (HVAC) systems account for high energy consumption in buildings. Conventional approaches used to control HVAC systems rely on rule-based control (RBC) that consists of predefined rules set by an expert. Model-predictive control (MPC), widely explored in literature, is not adopted in the industry since it is a model-based approach that requires to build models of the building at the first stage to be used in the optimization phase and thus is time-consuming and expensive. During the PhD, we investigate reinforcement learning (RL) to optimize the energy consumption of HVAC systems while maintaining good thermal comfort and good air quality. Specifically, we focus on model-free RL algorithms that learn through interaction with the environment (building including the HVAC) and thus not requiring to have accurate models of the environment. In addition, online approaches are considered. The main challenge of an online model-free RL is the number of days that are necessary for the algorithm to acquire enough data and actions feedback to start acting properly. Hence, the research subject of the PhD is boosting model-free RL algorithms to converge faster to make them applicable in real-world applications, HVAC control. Two approaches have been explored during the PhD to achieve our objective: the first approach combines RBC with value-based RL, and the second approach combines fuzzy rules with policy-based RL. Both approaches aim to boost the convergence of RL by guiding the RL policy but they are completely different. The first approach exploits RBC rules during training while in the second approach, the fuzzy rules are injected directly into the policy. Tests areperformed on a simulated office during winter. This simulated office is a replica of a real office at Grenoble INP
Palancioglu, Haci Mustafa. "Extracting Movement Patterns Using Fuzzy and Neuro-fuzzy Approaches." Fogler Library, University of Maine, 2003. http://www.library.umaine.edu/theses/pdf/PalanciogluHM2003.pdf.
Full textSilva, Sanchez Rosa Elvira. "Contribution au pronostic de durée de vie des systèmes piles à combustible PEMFC." Thesis, Besançon, 2015. http://www.theses.fr/2015BESA2005/document.
Full textThis thesis work aims to provide solutions for the limited lifetime of Proton Exchange Membrane Fuel Cell Systems (PEM-FCS) based on two complementary disciplines:A first approach consists in increasing the lifetime of the PEM-FCS by designing and implementing a Prognostics & Health Management (PHM) architecture. The PEM-FCS are essentially multi-physical systems (electrical, fluid, electrochemical, thermal, mechanical, etc.) and multi-scale (time and space), thus its behaviors are hardly understandable. The nonlinear nature of phenomena, the reversibility or not of degradations and the interactions between components makes it quite difficult to have a failure modeling stage. Moreover, the lack of homogeneity (actual) in the manufacturing process makes it difficult for statistical characterization of their behavior. The deployment of a PHM solution would indeed anticipate and avoid failures, assess the state of health, estimate the Remaining Useful Lifetime (RUL) of the system and finally consider control actions (control and/or maintenance) to ensure operation continuity.A second approach proposes to use a passive hybridization of the PEMFC with Ultra Capacitors (UC) to operate the fuel cell closer to its optimum operating conditions and thereby minimize the impact of aging. The UC appear as an additional source to the PEMFC due to their high power density, their capacity to charge/discharge rapidly, their reversibility and their long life. If we take the example of fuel cell hybrid electrical vehicles, the association between a PEMFC and UC can be performed using a hybrid of active or passive type system. The overall behavior of the system depends on both, the choice of the architecture and the positioning of these elements in connection with the electric charge. Today, research in this area focuses mainly on energy management between the sources and embedded storage and the definition and optimization of a power electronic interface designated to adjust the flow of energy between them. However, the presence of power converters increases the source of faults and failures (failure of the switches of the power converter and the impact of high frequency current oscillations on the aging of the PEMFC), and also increases the energy losses of the entire system (even if the performance of the power converter is high, it nevertheless degrades the overall system)
Alshejari, Abeer. "Neuro-fuzzy based intelligent approaches to nonlinear system identification and forecasting." Thesis, University of Westminster, 2018. https://westminsterresearch.westminster.ac.uk/item/q5w11/neuro-fuzzy-based-intelligent-approaches-to-nonlinear-system-identification-and-forecasting.
Full textUppal, Faisel J. "A critical study of neuro-fuzzy and decoupling approaches to monitoring of dynamic systems." Thesis, University of Hull, 2003. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.397070.
Full textWinter, Maximilian [Verfasser], Christian W. M. [Akademischer Betreuer] Breitsamter, Christian W. M. [Gutachter] Breitsamter, and Stefan [Gutachter] Görtz. "Nonlinear Aerodynamic Reduced-Order Modeling Using Neuro-Fuzzy Approaches / Maximilian Winter ; Gutachter: Christian W. M. Breitsamter, Stefan Görtz ; Betreuer: Christian W. M. Breitsamter." München : Universitätsbibliothek der TU München, 2021. http://d-nb.info/1230985239/34.
Full textLin, Wen-Sheng, and 林文勝. "A Neuro-Fuzzy Approach for Classificaion." Thesis, 2004. http://ndltd.ncl.edu.tw/handle/50709106002275282041.
Full text國立中山大學
電機工程學系研究所
92
We develop a neuro-fuzzy network technique to extract TSK-type fuzzy rules from a given set of input-output data for classification problems. Fuzzy clusters are generated incrementally from the training data set, and similar clusters are merged dynamically together through input-similarity, output-similarity, and output-variance tests. The associated membership functions are defined with statistical means and deviations. Each cluster corresponds to a fuzzy IF-THEN rule, and the obtained rules can be further refined by a fuzzy neural network with a hybrid learning algorithm which combines a recursive SVD-based least squares estimator and the gradient descent method. The proposed technique has several advantages. The information about input and output data subspaces is considered simultaneously for cluster generation and merging. Membership functions match closely with and describe properly the real distribution of the training data points. Redundant clusters are combined and the sensitivity to the input order of training data is reduced. Besides, generation of the whole set of clusters from the scratch can be avoided when new training data are considered.
Lu, Ho, and 呂赫. "Information Search Robot with Neuro-Fuzzy Approach." Thesis, 1998. http://ndltd.ncl.edu.tw/handle/48650155968677579759.
Full textChou, Yu-Chieh, and 周煜傑. "Intellignet Information Retrieval Agent with Neuro-Fuzzy Approach." Thesis, 1998. http://ndltd.ncl.edu.tw/handle/56495200760296633877.
Full text國立成功大學
資訊工程學系
86
Based on the neuro-fuzzy approach, we propose an intelligent software component retrieval system to serve as demonstration case of intelligent information retrieval (IR) system, which supports users for correctly retrieving desired information in personal convenience. The intelligent software component retrieval system can help users implementing their softwaresystems in rapid prototyping approach. Fuzzy information retrieval, knowledge-based system, and machine learning techniques are adopted to develop the proposed system. Thesaurus process and indexing process are two major parts in the proposed system, and two fuzzy neural networks are developed to realize these two processes. The learning ability of neural network helps the retrieval systemexecuting the dynamic adjustment task in personal thesaurus, so users can inquire the component retrieval system in their convenient representation. An encoding process and bias compensation process are activated in the thesaurus process to make system have the abilities of error typing tolerance and top-and-tail tolerance. Besides, the system is implemented and installed in a WWW site, so users can retrieve the components what they want by using the Internet Explorer conveniently.Three major modules of the proposed model, adaptive thesaurus, fuzzy indexing, and information filter, have been designed with ActiveX technology. By using these components, designers can easily build intelligent retrieval system in other application domains such as intelligent song retrieval of KTV systems, digital library retrieval system, electronic commerce purchasing system, and so on. The functions of applications can be increased and the time of development can be reduced easily by using software components.
Huang, Li-Ming, and 黃立銘. "A Neuro-Fuzzy Approach for Multiple Human Objects Segmentation." Thesis, 2003. http://ndltd.ncl.edu.tw/handle/52652425900675413672.
Full text國立中山大學
電機工程學系研究所
91
We propose a novel approach for segmentation of human objects, including face and body, in image sequences. In modern video coding techniques, e.g., MPEG-4 and MPEG-7, human objects are usually the main focus for multimedia applications. We combine temporal and spatial information and employ a neuro-fuzzy mechanism to extract human objects. A fuzzy self-clustering technique is used to divide the video frame into a set of segments. The existence of a face within a candidate face region is ensured by searching for possible constellations of eye-mouth triangles and verifying each eye-mouth combination with the predefined template. Then rough foreground and background are formed based on a combination of multiple criteria. Finally, human objects in the base frame and the remaining frames of the video stream are precisely located by a fuzzy neural network which is trained by a SVD-based hybrid learning algorithm. Through experiments, we compare our system with two other approaches, and the results have shown that our system can detect face locations and extract human objects more accurately.
Wu, Fong Hsiang, and 吳逢祥. "Adaptive RSVP Buffer Control Based on Neuro-Fuzzy Approach." Thesis, 1999. http://ndltd.ncl.edu.tw/handle/48691430713152583741.
Full text國立成功大學
資訊工程研究所
87
This thesis proposes an adaptive RSVP buffer control scheme based on the neuro-fuzzy approach that is called RSVP Neuro-Fuzzy Buffer Control Scheme (RSVP-NFBCS). The RSVP-NFBCS controls the occupancy of the buffer by dynamically allocating bandwidth, so that it can not only to prevent the buffer from overflow and underflow but also improve the utilization of reserved bandwidth effectively. The RSVP-NFBCS is constructed by using a fuzzy neural network model with an additional reference model which is called Fuzzy Rule Generator (FRG). The FRG adaptively extracts from the training patterns fuzzy rules by the back-propagation learning algorithm with momentum (BPM). There are two different operation modes in RSVP-NFBCS; inference mode and learning mode. In the inference mode, the RSVP-NFBCS infers the required token rate by the learned fuzzy rules. In learning mode, the reference module FRG adopts BPM to learn the new fuzzy rules. In summary, the RSVP-NFBCS has advantages of adaptive fuzzy rule learning ability. According to the simulation results, the proposed RSVP-NFBC has a good performance of buffer control in both VBR traffic and CBR traffic.
"A BEHAVIOR BASED ROBOT CONTROL SYSTEM USING NEURO-FUZZY APPROACH." Master's thesis, METU, 2004. http://etd.lib.metu.edu.tr/upload/109765/index.pdf.
Full textLeong, Kit-weng, and 梁杰榮. "A Study on Classification Problem using Complex Neuro-Fuzzy Approach." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/tu322j.
Full text國立中央大學
資訊管理學系
103
We present a complex neuro-fuzzy system (CNFS) as a pattern classifier that utilizes complex fuzzy sets. For feature selection of training samples, we consider the removal of redundant and irrelevant features by which we aspire to improve the predictive accuracy of the classifier. Based on information theory, we employ a well-known feature selection method that combines minimal redundancy and maximal relevance for feature selection. One crucial problem for fuzzy-rule based model construction is that the amount of data is usually large in volume, which would make the consequence part parameters of rule base grow exponentially. A modified grid-partitioning method that can select portioned area of input space if some rule-firing-strength threshold is satisfied is employed to deal with that major problem. For the parameter learning method, the particle swarm optimization algorithm (PSO) and the recursive least-squares estimator (RLSE) are integrated as a hybrid learning method to adjust the free parameters of the CNFS effectively. We conducted experiments using 10 data sets of various fields and made performance comparison with other classifiers. The experimental results demonstrate that our approach can find smaller size feature subset with high classification accuracy.
"Strategic groups: a resource-based view and neuro-fuzzy systems approach." Tese, MAXWELL, 2004. http://www.maxwell.lambda.ele.puc-rio.br/cgi-bin/db2www/PRG_0991.D2W/SHOW?Cont=5856:pt&Mat=&Sys=&Nr=&Fun=&CdLinPrg=pt.
Full textKao, Chien-Jen, and 高堅仁. "A Neuro-Fuzzy Approach to System Identification and Time Series Prediction." Thesis, 1995. http://ndltd.ncl.edu.tw/handle/93126081317828674676.
Full text淡江大學
資訊工程研究所
83
Neural Networks are currently used extensively to find solutions to certain kinds of problems that can not be efficiently solved by means of conventional algorithms. Neural Networks widely applied are known as backpropagation networks. However, backpropagation networks suffer from lengthy training time. Furthermore, it is difficult to physically interpret the results obtained from trained networks. This thesis proposes a neuro-fuzzy system which can overcome these limitations. The neuro-fuzzy system under consideration is implemented as a two- layer Fuzzy Hyperrectangular Composite Neural Network (FHRCNN). A special hybrid training algorithm is developed to find a set of appropriate initial weights in order to speed up the learning process. First we divide the output space into fuzzy regions, and then transform function approximation into a pattern recognition problem. In this step, we use the supervised decision directed learning (SDDL) algorithm to find the information imbedded in the training data. The hidden nodes of the FHRCNN are then initialized according to the extracted information. We may use the least mean squared error (LMS) algorithm or the backpropagation algorithm to minimize the error to an acceptable value. After sufficient training, the fuzzy neural network can evolve automatically to acquire a set of fuzzy if-then rules. Based on the experimental results we conclude that the proposed neuro-fuzzy approach is an attractive alternative to traditional techniques as a tool for system identification and time series prediction.
Neagu, Daniel, and V. Palade. "A Neuro-Fuzzy Approach for Functional Genomics Data Interpretation and Analysis." 2003. http://hdl.handle.net/10454/2630.
Full textLu, Wei-Zhe, and 呂維哲. "A Neuro-fuzzy-based Approach to the Classification of Remotely Sensed Images." Thesis, 2002. http://ndltd.ncl.edu.tw/handle/91825898402484058455.
Full text國立中央大學
資訊工程研究所
90
Remotely sensed images offer much information on planning or exploitation of natural resources, monitoring environmentally sensitive areas, detecting sudden changes of areas, etc. Over the years, an extremely large volume of remotely sensed images is currently available. Although human interpreters often are superior in identifying land-cover/land-use on remotely sensed images, they may be overwhelmed by the amount of data. Therefore, a substantial part of these images is not optimally used because it has not been properly indexed. For this reason, it is necessary to develop a technique to automatically classify remotely sensed images. In this thesis, we first report the application of a class of HyperRectangular Composite Neural Networks (HRCNNs) for classification of remotely sensed multi-spectral image data. After sufficient training, the classification knowledge embedded in the numerical weights of trained HRCNNs can be successfully extracted and represented in the form of If-Then rules. These extracted rules are helpful to justify their responses so the classification results can be more trustable. In addition, we propose a new class of classifiers called Modified SFAM (MSFAM). MSFAM is a modified and simplified version of the well-known Fuzzy ARTMAP. Two sets of remotely sensed images are used to verify the performance of the two different classes of classifiers.
Chun, Chia-Hao, and 莊家豪. "Corporate Governance and the Prediction of Litigation Presence- A Neuro-Fuzzy Approach." Thesis, 2005. http://ndltd.ncl.edu.tw/handle/50696733275342759048.
Full text國立中興大學
會計學研究所
93
This study examines if corporate governance mechanisms of publicly listed companies may play the role of self-supervision, hence provide auditors with judgmental assistances for decision-making. A sample including 62 sued cases selected from Securities and Futures Bureau as well as Investors Protcetion Center and 124 non-sued companies chosen as matched-pair samples having equivalently demographic characteristics of size and industry is used to analyze the characteristics and weaknesses of contemporary corporate governance. The study applies a logistic regression and a neuro-fuzzy technique to construct litigation-presence warning models, subsequently to capture the relationship between corporate governance and litigation presence. Empirical results show that litigation presence significantly has negative relation with both the shareholding and the number of directors and supervisors. However, the relationship between institutional/secondary shareholders and litigation presence remains unclear. Further, concerning the prediction ability, the logistic regression can provide the earliest warnings in comparison with neuro-fuzzy, but such an ability would be violated if structural changes occur, for instance, law regulations become rigorous. On the contrary, the neuro-fuzzy with its unique ability of learning offers better warning while the time is getting closed to litigation occurrence. Hence benefits to the related parties could be derived from avoiding economic losses and resource wastes. In addition, the knowledge base rules and 3D plots among the variables obtained from the neuro-fuzzy also offer a promotion of auditing effectiveness and efficiency, and a guidance for regulation establishments.
Chi-Hong, Chen. "A Final Price Prediction Model for online English Auctions -A Neuro-Fuzzy Approach." 2006. http://www.cetd.com.tw/ec/thesisdetail.aspx?etdun=U0005-1307200611455200.
Full textChen, Chi-Hong, and 陳志弘. "A Final Price Prediction Model for online English Auctions—A Neuro-Fuzzy Approach." Thesis, 2006. http://ndltd.ncl.edu.tw/handle/41638647161178117822.
Full text國立中興大學
電子商務研究所
94
Markov Chain Model provides a concise mathematical model to describe the online English auction process, converting the complicated interaction between the bidders and auctioneer into a tractable mathematical problem, which is a milestone for researches involved in this area. However, the assumptions about the parameters are not consistent with the actual phenomena, for example, the distribution of the private values and the arrival rates. Furthermore it is hard to obtain the values of these parameters. In this research, a hybrid method, Neuro-Fuzzy, is proposed to predict the final price in addition to exploring the complicated, possibly nonlinear, relationship between the auction mechanisms and final price. The research results show that Neuro Fuzzy system can predict the final price accurately much better than the others, which is of great help for the buyers to avoid overpricing and for the sellers to facilitate the auction. Besides, the knowledge base obtained from Neuro Fuzzy provides the elaborative relationship among the variables, which can be further tested for theory building.
Chen, Jian-Sin, and 陳建欣. "The performance study of price-quantity based trading system - A neuro fuzzy approach." Thesis, 2002. http://ndltd.ncl.edu.tw/handle/63854817802975693167.
Full text靜宜大學
企業管理研究所
90
Weak form market efficiency implies that stock price has contained the related information in the past that investors cannot get excess return through the technical analysis. In this case, investors can only diversify the risk through a portfolio strategy. Owing to its importance, the weak form market efficiency has been a focus no matter in the academia or practice for years. Price and quantity are two important variables in technical analysis. Ying(1966)、Copeland(1976)、Epps(1975) and Smirlock & Starks(1985) revealed that quantity of stock is positively related to the absolute value of price change. Some researches also emphasized the existence of linear relationship among price, quantity, and next day’s price change. However, the nonlinear relationships are rarely referred to. This paper assumes that the relationships among the variables are complicated more than just linear relationship, and tries to capture the nonlinear relationships by using a hybrid technique—neuro fuzzy. Moreover constructing a price-quantity based trading system to probe with Weak Form Efficient. The objective of this paper is combining price-quantity technical index and neuro-fuzzy hybrid technique to construct a trading system for each Morgan stocks. Another we also compare the portfolio performance constructed by this proposed trading system with the performance of Markowitz model. The empirical results show that the proposed model beats the market in return of year and sharpe ratio. It is also right in different market condition. When the trading cost increases, the return of neuro-fuzzy is eroded. Another proposed model beats the market in return of day and each of trading is profitable. The four kinds of excess return index are all positive. The return and sharpe ratio of portfolio is better than Markowitz, and all better than other indexes.
LY, NGUYEN THI HA, and 阮氏荷莉. "Adaptive Neuro-Fuzzy Predictive Control Approach for Design of Cooperative Adaptive Cruise Control System." Thesis, 2017. http://ndltd.ncl.edu.tw/handle/94upa4.
Full textTettey, Thando. "A computational intelligence approach to modelling interstate conflict : Forecasting and causal interpretations." Thesis, 2008. http://hdl.handle.net/10539/5863.
Full textDu, Shih-Huai, and 杜世懷. "A Neuro-Fuzzy Approach to Detection of Human Face and Body for MPEG Video Compression." Thesis, 2001. http://ndltd.ncl.edu.tw/handle/06796222400390784842.
Full text國立中山大學
電機工程學系研究所
89
For some new multimedia applications using Mpeg-4 or Mpeg-7 video coding standards, it is important to find the main objects in a video frame. In this thesis, we propose a neuro-fuzzy modeling approach to the detection of human face and body. Firstly, a fuzzy clustering technique is performed to segment a video frame into clusters to generating several fuzzy rules. Secondly, chrominance and motion features are used to roughly classify the clusters into foreground and background, respectively. Finally, the fuzzy rules are refined by a fuzzy neural network, and the ambiguous regions between foreground and background are further distinguished by the fuzzy neural network. Our method improves the correctness of human face and body detection by getting training data more precisely. Besides, we can extract the VOs correctly even the VOs have no obvious motion in the video sequence.
Lin, Chuan-Wei, and 林傳維. "A Study for Interval Forecasting – An Intelligent Approach Using Complex Neuro-Fuzzy System, Support Vector Regression and Bootstrap." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/xh3a6a.
Full text國立中央大學
資訊管理研究所
99
A novel intelligent approach using complex neuro-fuzzy system based support vector regression (denoted as CNFS-SVR) and moving-block bootstrap is proposed to the problem of time series interval forecasting in this thesis. The proposed CNFS-SVR approach combines both of the complex neuro-fuzzy system (CNFS) theory and the support vector regression (SVR) theory. With complex fuzzy sets (CFSs), the CNFS has excellent adaptive ability for functional mapping. The output of CNFS is complex-valued and can be used to develop the so-called dual output capability, which can be used to predict two time series simultaneously. SVR is based on the statistical learning theory. With the principle of structural risk minimization (SRM), SVR can possess excellent generalization ability without over fitting. In the study, CNFS-SVR is developed to integrate the merits of the CNFS theory and the SVR rationale to obtain excellent performance. Bootstrap is a re-sampling method, by which empirical statistical distribution can be developed and confidence interval can be obtained using statistical inference. For the learning strategy, a FCM-based clustering method is used to automatically determine the initial knowledge base of CNFS-SVR. Particle swarm optimization (PSO) and recursive least squares estimator (RLSE) algorithm are used in a hybrid way to update the parameters of If-Then fuzzy rules of CNFS-SVR. The LibSVM package is used to optimize the proposed CNFS-SVR machines. Several real-world exchange-rate time series are used in the study. The experimental results show promising performance.
Nguyen, Huy Huynh. "A neural fuzzy approach to modeling the thermal behavior of power transformers." Thesis, 2007. https://vuir.vu.edu.au/1495/.
Full text