Temat: membership function

Skocz do pozycji: 1.

Tytuł:: Influence of membership function’s shape on portfolio optimization results
Autorzy:: Rutkowska, A.
Tematy:: fuzzy variable
membership function
fuzzy portfolio optimization; Pokaż więcej
Wydawca:: Społeczna Akademia Nauk w Łodzi. Polskie Towarzystwo Sieci Neuronowych
Powiązania:: https://bibliotekanauki.pl/articles/91535.pdf Link otwiera się w nowym oknie
Opis:: Portfolio optimization, one of the most rapidly growing field of modern finance, is selection process, by which investor chooses the proportion of different securities and other assets to held. This paper studies the influence of membership function’s shape on the result of fuzzy portfolio optimization and focused on portfolio selection problem based on credibility measure. Four different shapes of the membership function are examined in the context of the most popular optimization problems: mean-variance, mean-semivariance, entropy minimization, value-at-risk minimization. The analysis takes into account both: the study of necessary and sufficient conditions for the existence of extremes, as well as the statistical inference about the differences based on simulation.
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 2.

Tytuł:: Supporting decisions on the Forex market using fuzzy approach
Autorzy:: Juszczuk, Przemysław
Kruś, Lech
Tematy:: trading system
Forex
fuzzy membership function
multicriteria analysis; Pokaż więcej
Wydawca:: Sieć Badawcza Łukasiewicz - Przemysłowy Instytut Automatyki i Pomiarów
Powiązania:: https://bibliotekanauki.pl/articles/384399.pdf Link otwiera się w nowym oknie
Opis:: A new concept of the multicriteria fuzzy trading system using the technical analysis is proposed. The existing trading systems use different indicators of the technical analysis and generate buy or sell signal only when assumed conditions for a given indicator are satisfied. The information presented to the trader – decision maker is binary. The decision maker obtains a signal or no. In comparison to the existing traditional systems called as crisp, the proposed system treats all considered indicators jointly using the multicriteria approach and the binary information is extended with the use of the fuzzy approach. Currency pairs are considered as variants in the multicriteria space in which criteria refer to different technical indicators. The introduced domination relation allows generating the most efficient, non‐dominated (Pareto optimal) variants in the space. An algorithm generated these non-dominated variants is proposed. It is implemented in a computer‐based system assuring the sovereignty of the decision maker. We compare the proposed system with the traditional crisp trading system. It is made experimentally on different sets of real‐world data for three different types of trading: short‐term, medium and long‐term trading. The achieved results show the computational efficiency of the proposed system. The proposed approach is more robust and flexible than the traditional crisp approach. The set of variants derived for the decision maker in the case of the proposed approach includes only non‐dominated variants, what is not possible in the case of the traditional crisp approach. The reservation point and its impact on the overall results are measured with the use of the sensitivity analysis.
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 3.

Tytuł:: On joint modelling of random uncertainty and fuzzy imprecision
Raport Badawczy = Research Report ; RB/33/2007
Autorzy:: Hryniewicz, Olgierd (1948– )
Wydawca:: Instytut Badań Systemowych. Polska Akademia Nauk
Systems Research Institute. Polish Academy of Sciences
Powiązania:: Raport Badawczy = Research Report
Opis:: 22 pages ; 21 cm
22 stron ; 21 cm
Bibliografia s. 19-22
The paper deals with the problem of the mathematical description of uncertainties of different type. It has been demonstrated by many authors that the theory of probability is not always suitable for the description of uncertainty related to vagueness. Some of the most promising theories recently proposed to address this problem have been described. It then focused on the application of fuzzy random variables which seem to be very useful for the joint modelling of random uncertainty and fuzzy imprecision, and for the statistical analysis of imprecise data. The application of the statistical methodology for fuzzy data, called fuzzy statistics, is illustrated with a practical example, typical for the problems of making decisions using small amount of available data.
Bibliography p. 19-22
Dostawca treści:: RCIN - Repozytorium Cyfrowe Instytutów Naukowych

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Skocz do pozycji: 4.

Tytuł:: The Optimization of a Revenue Function in a Fuzzy Linear Programming Model Used for Industrial Production Planning
Autorzy:: Vasant, P.
Barsoum, N
Webb, J F
Tematy:: production planning
Vague environment
Membership function
Fuzzy interval
Satisfactory solutions; Pokaż więcej
Wydawca:: Społeczna Akademia Nauk w Łodzi
Powiązania:: https://bibliotekanauki.pl/articles/108740.pdf Link otwiera się w nowym oknie
Opis:: In this paper, the S-curve membership function methodology is used in a reallife industrial problem in which there are various products, each of which requires a certain mix of raw materials selected from a set of available raw materials. This problem occurs in the chocolate manufacturing industry where decision makers and implementers play important roles that enable successful manufacturing of the products in an uncertain environment. The analysis in this paper tries to find a solution that helps a decision maker when deciding on what to implement. This problem is considered because it can be modeled with the help of fuzzy parameters (for example, the availability of raw materials is not always certain, and so can be treated as a fuzzy parameter). With 29 constraints and 8 variables the problem here is sufficiently large for the S-curve methodology employed because this methodology is applicable to problems with as few as 1 constraint and 1 variable. A decision maker can specify which vagueness parameter is suitable for achieving a revenue which through the analysis results in an initial solution that can be implemented. From the results of this implementation the decision maker can then suggest some possible and practicable changes in fuzzy intervals for improving the revenue. Within the framework of the analysis this interactive process has to go on between the decision maker and the implementer until an optimum solution is achieved and implemented.
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 5.

Tytuł:: The Model of Correspondence of Passenger Transportation on the Basis of Fuzzy Logic
Autorzy:: Fornalchyk, Ye.
Bilous, A.
Demchuk, I.
Tematy:: fuzzy logic
transportation correspondence
membership function
basis of fuzzy rules
route attractiveness; Pokaż więcej
Wydawca:: Polska Akademia Nauk. Oddział w Lublinie PAN
Powiązania:: https://bibliotekanauki.pl/articles/410734.pdf Link otwiera się w nowym oknie
Opis:: The article dwells upon possibilities of the implementation of smooth calculation methods for predicting the demand for passenger transportation. The developed model which is based on fuzzy logic successfully solves the problem with traffic assignment – formation of passenger throughput for each traffic route. The model of correspondence takes into account such defining factors as fare on the route, average headway on it and fullness of the vehicle saloon. Different combination of these factors forms attractiveness as a criterion of an optimal route for a prospective passenger. It is determined that the lower saloon fullness, transportation fare and headway, the higher attractiveness is. Using the reasoned criterion, it is possible to allocate the total number of prospective passengers according to each existing route.
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 6.

Tytuł:: Multy-criteria fuzzy analysis of regional development
Autorzy:: Zhalezka, B.
Navitskaya, K.
Tematy:: membership function
classification
fuzzy clusters
Grodno counties
regional economy
sustainable development
regional competitiveness
place marketing; Pokaż więcej
Wydawca:: Polska Akademia Nauk. Oddział w Lublinie PAN
Powiązania:: https://bibliotekanauki.pl/articles/411029.pdf Link otwiera się w nowym oknie
Opis:: The article presents the possibility of Rusing multi-criteria fuzzy analysis for assessing the region al competitiveness. This estimation can be used for place marketing strategy development and based on results of socio-economic development. The proposed approach is characterized by comparative estimation, when the level of development of one region is determined by the development of other areas. The final evaluation is the level of the cluster which the object being analyzed belongs. This allows ignoring minor fluctuations in Total indexes. The results of robust and fuzzy groups of regions are analyzed. This grouping is characterized by similar levels of development and helps to define the directions of further development of the regions.
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 7.

Tytuł:: Comparative analysis for kinematics of 5-DOF industrial robotic manipulator
Autorzy:: Manjaree, S.
Nakra, B. C.
Agarwal, V.
Tematy:: kinematic analysis
wrist
anfis
membership function
degree of freedom
analiza kinematyczna
nadgarstek
manipulator przemysłowy
robot przemysłowy; Pokaż więcej
Wydawca:: Politechnika Białostocka. Oficyna Wydawnicza Politechniki Białostockiej
Powiązania:: https://bibliotekanauki.pl/articles/386276.pdf Link otwiera się w nowym oknie
Opis:: This paper gives the kinematic analysis of a 5-DOF industrial robotic manipulator while considering wrist in motion. Analytical solutions have been obtained for forward kinematics and inverse kinematics to accurately position the end-effector of robotic manipulator in three dimensional spaces. For the first time, a hybrid neuro-fuzzy intelligent technique with two different membership functions has been studied and their performances are comparatively evaluated with analytical solutions. An experiment has been performed for a desired trajectory. It is seen that the results for the intelligent technique are reasonably in agreement with experiment. Also, the results obtained highlight the importance of selection of a particular membership function for robotic manipulators of industrial use.
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 8.

Tytuł:: Application of Hurst Indicator to choose an algorithm for resource control of a telecommunication network
Zastosowanie wskaźnika Hursta w sieci telekomunikacyjnej dla wyboru algorytmu sterowania
Autorzy:: Vrublevskiy, Anton
Lesovoy, Ivan
Pylypenko, Gennadij
Tematy:: traffic
Hurst coefficient
membership function
fuzzy integral
fuzzy measure
ruch
współczynnik Hursta
funkcja przynależności
całka rozmyta
miara rozmyta; Pokaż więcej
Wydawca:: Politechnika Lubelska. Wydawnictwo Politechniki Lubelskiej
Powiązania:: https://bibliotekanauki.pl/articles/408290.pdf Link otwiera się w nowym oknie
Opis:: It has been shown that fuzzy integrals (Sugeno and Shocke) have special properties and are suitable for a fuzzy system for managing the resources of a telecommunication network. The form of choosing a method for calculating the Hurst coefficient in a fuzzy control system for telecommunication network resources is proposed.
Wykazano, że całki rozmyte (Sugeno i Shock) mają szczególne właściwości i są odpowiednie dla systemu rozmytego do zarządzaniazasobami sieci telekomunikacyjnej. Zaproponowano formę wyboru metody obliczania współczynnika Hursta w systemie sterowania rozmytego dla zasobów sieci telekomunikacyjnych.
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 9.

Tytuł:: MODEL-ORIENTED DECISION SUPPORT SYSTEM AND FUZZY INFORMATION PROCESSING FOR INCREASING EFFICIENCY OF UNIVERSITY – IT-COMPANY CONSORTIA
Autorzy:: Kondratenko, Yuriy P.
Kondratenko, Galyna V.
Sidenko, Ievgen V.
Kharchenko, Vyacheslav S.
Tematy:: decision support system
fuzzy logic
linguistic model
membership function
linguistic term
rule base
fuzzyfication
defuzzyfication
university – IT-company consortium; Pokaż więcej
Wydawca:: Szkoła Główna Gospodarstwa Wiejskiego w Warszawie. Katedra Ekonometrii i Statystyki
Powiązania:: https://bibliotekanauki.pl/articles/453957.pdf Link otwiera się w nowym oknie
Opis:: In the paper the existing approaches for improving abovementioned collaboration processes, technologies and methodologies based on efficient methods of optimization and decision making, modern computer-based systems and Internet opportunities are been discussed. The main contribution of the authors in this paper is a structure of computerized decision making system (CDMS) which can help partners from education and industry to find the best model of university – IT-company consortia from proposed set of efficient models A1, A2, B, C and their rational combinations.
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 10.

Tytuł:: Evaluation of the Residual Bagging Height using the Regression Technique and Fuzzy Theory
Ocena wysokości odkształcenia przy wypychaniu dzianin metodą regresji i teorii zbiorów rozmytych
Autorzy:: Jaouachi, B.
Tematy:: bagging
knitted fabric
residual height
fuzzy membership function
regression
pakowanie
dzianina
wysokość odkształcenia
wypychanie dzianin
teoria zbiorów rozmytych
regresja; Pokaż więcej
Wydawca:: Sieć Badawcza Łukasiewicz - Instytut Biopolimerów i Włókien Chemicznych
Powiązania:: https://bibliotekanauki.pl/articles/232523.pdf Link otwiera się w nowym oknie
Opis:: This paper deals with the evaluation of the residual bagging height using the fuzzy theory method. An experimental design was used to objectively evaluate the effect of input parameters on the residual bagging height of knitted fabrics using two different yarn structures without and within elastane filament. Our findings show that among the overall input parameters tested, two are influential. In our experimental design the fuzzy theory method was applied using five different membership functions: triangular-shaped, trapezoidal function, Gaussian, generalized-bell and Đ-shaped . To prove our results, the experimental regression technique and fuzzy theory were compared. In addition, among the other membership functions tested, the triangular membership function gives a more effective evaluation and widely fits to residual bagging height behaviour.
Praca opisuje ocenę wysokości odkształcenia przy wypychaniu dzianin przy zastosowaniu teorii zbiorów rozmytych. Eksperymentalny system został opracowany do oceny wpływu parametrów wyjściowych. Do badań przyjęto dzianiny wykonane z dwóch rodzajów przędzy, z oraz bez elastomerowego składnika. Nasze wyniki pokazują, że spośród wszystkich badanych parametrów wejściowych 2 posiadają istotne znaczenie. Do badań korzystano z metody zbiorów rozmytych stosując 5 różnych funkcji przynależności: trójkątną, trapezoidalną, Gaussowską, dzwonową oraz typu Pi. Dla oceny uzyskanych wyników przeprowadzono porównanie danych uzyskanych z teorii zbiorów rozmytych oraz techniki regresji danych doświadczalnych. Stwierdzono, że najlepsze rezultaty uzyskano stosując metodę trójkątnej funkcji przynależności, przy której korelacja z danymi eksperymentalnymi wysokości odkształcenia przy wypychaniu była największa.
Dostawca treści:: Biblioteka Nauki

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