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Intelligent financial time series forecasting: A complex neuro-fuzzy approach with multi-swarm intelligence

Chunshien Li, Tai-Wei Chiang (2012)

International Journal of Applied Mathematics and Computer Science

Financial investors often face an urgent need to predict the future. Accurate forecasting may allow investors to be aware of changes in financial markets in the future, so that they can reduce the risk of investment. In this paper, we present an intelligent computing paradigm, called the Complex Neuro-Fuzzy System (CNFS), applied to the problem of financial time series forecasting. The CNFS is an adaptive system, which is designed using Complex Fuzzy Sets (CFSs) whose membership functions are complex-valued...

LMI-based adaptive fuzzy integral sliding mode control of mismatched uncertain systems

Chaouki Mnasri, Moncef Gasmi (2011)

International Journal of Applied Mathematics and Computer Science

Integral sliding mode design is considered for a class of uncertain systems in the presence of mismatched uncertainties in both state and input matrices, as well as norm-bounded nonlinearities and external disturbances. A sufficient condition for the robust stability of the sliding manifold is derived by means of linear matrix inequalities. The initial existence of the sliding mode is guaranteed by the proposed control law. The improvement of the proposed control scheme performances, such as chattering...

Microelectronic design of universal fuzzy controllers.

M.ª Iluminada Baturone, Santiago Sánchez-Solano (2001)

Mathware and Soft Computing

Fuzzy controllers have been proven to be universal, that is, they can provide any control surface. Their microelectronic implementation is very suitable to achieve high-speed (real-time operation), and low area and power consumption. This paper focuses on discussing the two basic approaches that can be employed to design programmable universal controller integrated circuits. Analog, mixed-signal and digital realizations are summarized and compared.

Modelling and control of an omnidirectional mobile manipulator

Salima Djebrani, Abderraouf Benali, Foudil Abdessemed (2012)

International Journal of Applied Mathematics and Computer Science

A new approach to control an omnidirectional mobile manipulator is developed. The robot is considered to be an individual agent aimed at performing robotic tasks described in terms of a displacement and a force interaction with the environment. A reactive architecture and impedance control are used to ensure reliable task execution in response to environment stimuli. The mechanical structure of our holonomic mobile manipulator is built of two joint manipulators mounted on a holonomic vehicle. The...

Neuro-rough-fuzzy approach for regression modelling from missing data

Krzysztof Simiński (2012)

International Journal of Applied Mathematics and Computer Science

Real life data sets often suffer from missing data. The neuro-rough-fuzzy systems proposed hitherto often cannot handle such situations. The paper presents a neuro-fuzzy system for data sets with missing values. The proposed solution is a complete neuro-fuzzy system. The system creates a rough fuzzy model from presented data (both full and with missing values) and is able to elaborate the answer for full and missing data examples. The paper also describes the dedicated clustering algorithm. The...

New fault tolerant control strategies for nonlinear Takagi-Sugeno systems

Dalil Ichalal, Benoît Marx, José Ragot, Didier Maquin (2012)

International Journal of Applied Mathematics and Computer Science

New methodologies for Fault Tolerant Control (FTC) are proposed in order to compensate actuator faults in nonlinear systems. These approaches are based on the representation of the nonlinear system by a Takagi-Sugeno model. Two control laws are proposed requiring simultaneous estimation of the system states and of the occurring actuator faults. The first approach concerns the stabilization problem in the presence of actuator faults. In the second, the system state is forced to track a reference...

Non-fragile estimation for discrete-time T-S fuzzy systems with event-triggered protocol

Fei Han, Wei Gao, Hongyu Gao, Qianqian He (2020)

Kybernetika

This paper investigates the non-fragile state estimation problem for a class of discrete-time T-S fuzzy systems with time-delays and multiple missing measurements under event-triggered mechanism. First of all, the plant is subject to the time-varying delays and the stochastic disturbances. Next, a random white sequence, the element of which obeys a general probabilistic distribution defined on [ 0 , 1 ] , is utilized to formulate the occurrence of the missing measurements. Also, an event generator function...

Nonlinear actuator fault estimation observer: An inverse system approach via a T-S fuzzy model

Dezhi Xu, Bin Jiang, Peng Shi (2012)

International Journal of Applied Mathematics and Computer Science

Based on a Takagi-Sugeno (T-S) fuzzy model and an inverse system method, this paper deals with the problem of actuator fault estimation for a class of nonlinear dynamic systems. Two different estimation strategies are developed. Firstly, T-S fuzzy models are used to describe nonlinear dynamic systems with an actuator fault. Then, a robust sliding mode observer is designed based on a T-S fuzzy model, and an inverse system method is used to estimate the actuator fault. Next, the second fault estimation...

Non-quadratic performance design for Takagi-Sugeno fuzzy systems

Miguel Bernal, Petr Hušek (2005)

International Journal of Applied Mathematics and Computer Science

This paper improves controller synthesis of discrete Takagi-Sugeno fuzzy systems based on non-quadratic Lyapunov functions, making it possible to accomplish various kinds of control performance specifications such as decay rate conditions, requirements on control input and output and disturbance rejection. These extensions can be implemented via linear matrix inequalities, which are numerically solvable with commercially available software. The controller design is illustrated with an example.

Nonquadratic stabilization of continuous-time systems in the Takagi-Sugeno form

Miguel Bernal, Petr Hušek, Vladimír Kučera (2006)

Kybernetika

This paper presents a relaxed scheme for controller synthesis of continuous- time systems in the Takagi-Sugeno form, based on non-quadratic Lyapunov functions and a non-PDC control law. The relaxations here provided allow state and input dependence of the membership functions’ derivatives, as well as independence on initial conditions when input constraints are needed. Moreover, the controller synthesis is attainable via linear matrix inequalities, which are efficiently solved by commercially available...

Observer-based fault-tolerant control against sensor failures for fuzzy systems with time delays

Shaocheng Tong, Gengjiao Yang, Wei Zhang (2011)

International Journal of Applied Mathematics and Computer Science

This paper addresses the problems of robust fault estimation and fault-tolerant control for Takagi-Sugeno (T-S) fuzzy systems with time delays and unknown sensor faults. A fuzzy augmented state and fault observer is designed to achieve the system state and sensor fault estimates simultaneously. Furthermore, based on the information of on-line fault estimates, an observer-based dynamic output feedback fault-tolerant controller is developed to compensate for the effect of faults by stabilizing the...

On classification with missing data using rough-neuro-fuzzy systems

Robert K. Nowicki (2010)

International Journal of Applied Mathematics and Computer Science

The paper presents a new approach to fuzzy classification in the case of missing data. Rough-fuzzy sets are incorporated into logical type neuro-fuzzy structures and a rough-neuro-fuzzy classifier is derived. Theorems which allow determining the structure of the rough-neuro-fuzzy classifier are given. Several experiments illustrating the performance of the roughneuro-fuzzy classifier working in the case of missing features are described.

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