本文嘗試以模糊理論的觀念，應用到時間數列分析上。研究重點包括模糊關係、模糊規則庫和模糊時間數列模式建構與預測等。我們首先給定模糊時間數列模式的概念與一些重要性質。接著提出模糊規則庫的定義，以及模式建構的流程，並以模糊關係方程式的推導，提出模糊時間數列模式建構方法。最後，利用提出的方法，對台灣地區加權股票指數建立模糊時間數列模式，並對未來進行預測，且考慮以平均預測準確度來做預測效果之比較。這對於財務金融的未來走勢分析將深具意義。 / The paper has attempted to apply the concept of fuzzy method on the analysis of time series. This reserch is also to include fuzzy relation, fuzzy rule base, fuzzy time series model constructed and forecasting. First, we'll define the concept of fuzzy time series model and some important properties. Next, the definition of fuzzy rule base will also be put forward, along with procedure of model constructed, the formation of fuzzy relation polynomial, and the methods to construct fuzzy time series model. At last, with the above methods, we'll build up fuzzy time series model on Taiwan Weighted Index and predict future trend while examine the predictive results with average forecasting accuracy. This shall carry profund signifigornce on the analysis of future trend in terms of financialism.

Made available in DSpace on 2016-06-02T19:05:54Z (GMT). No. of bitstreams: 1 3998.pdf: 3486824 bytes, checksum: f1c040adfdc7d0672bc93a058f8a413d (MD5) Previous issue date: 2011-06-28 / Financiadora de Estudos e Projetos / The goal of this work is to study, expand and evaluate the use of multiobjective genetic algorithms and the iterative rule learning approach in fuzzy system generation, especially, in fuzzy rule-based systems, both in automatic fuzzy rule generation from datasets and in fuzzy sets optimization. This work investigates the use of multi-objective genetic algorithms with a focus on the trade-off between accuracy and interpretability, considered contradictory objectives in the representation of fuzzy systems. With this purpose, we propose and implement an evolutive multi-objective genetic model composed of three stages. In the first stage uniformly distributed fuzzy sets are created. In the second stage, the rule base is generated by using an iterative rule learning approach and a multiobjective genetic algorithm. Finally the fuzzy sets created in the first stage are optimized through a multi-objective genetic algorithm. The proposed model was evaluated with a number of benchmark datasets and the results were compared to three other methods found in the literature. The results obtained with the optimization of the fuzzy sets were compared to the result of another fuzzy set optimizer found in the literature. Statistical comparison methods usually applied in similar context show that the proposed method has an improved classification rate and interpretability in comparison with the other methods. / O objetivo deste trabalho é estudar, expandir e avaliar o uso dos algoritmos genéticos multiobjetivo e a abordagem iterativa na geração de sistemas fuzzy, mais especificamente para sistemas fuzzy baseados em regras, tanto na geração automática da base de regras fuzzy a partir de conjuntos de dados, como a otimização dos conjuntos fuzzy. Esse trabalho investiga o uso dos algoritmos genéticos multiobjetivo com enfoque na questão de balanceamento entre precisão e interpretabilidade, ambos considerados contraditórios entre si na representação de sistemas fuzzy. Com este intuito, é proposto e implementado um modelo evolutivo multiobjetivo genético composto por três etapas. Na primeira etapa são criados os conjuntos fuzzy uniformemente distribuídos. Na segunda etapa é tratada a geração da base de regras usando a abordagem iterativa e um algoritmo genético multiobjetivo. Por fim, na terceira etapa os conjuntos fuzzy criados na primeira etapa são otimizados mediante um algoritmo genético multiobjetivo. O modelo desenvolvido foi avaliado em diversos conjuntos de dados benchmark e os resultados obtidos foram comparados com outros três métodos, que geram regras de classificação, encontrados na literatura. Os resultados obtidos após a otimização dos conjuntos fuzzy foram comparados com resultados de outro otimizador de conjuntos fuzzy encontrado na literatura. Métodos estatísticos de comparação usualmente aplicados em contextos semelhantes mostram uma melhor taxa de classificação e interpretabilidade do método proposto com relação a outros métodos.

Submitted by Alison Vanceto (alison-vanceto@hotmail.com) on 2017-01-03T12:57:22Z No. of bitstreams: 1 DissMRS.pdf: 7075641 bytes, checksum: 8e6f815544b7f6f2ce4a1a5a47b25482 (MD5) / Approved for entry into archive by Marina Freitas (marinapf@ufscar.br) on 2017-01-16T16:33:09Z (GMT) No. of bitstreams: 1 DissMRS.pdf: 7075641 bytes, checksum: 8e6f815544b7f6f2ce4a1a5a47b25482 (MD5) / Approved for entry into archive by Marina Freitas (marinapf@ufscar.br) on 2017-01-16T16:33:38Z (GMT) No. of bitstreams: 1 DissMRS.pdf: 7075641 bytes, checksum: 8e6f815544b7f6f2ce4a1a5a47b25482 (MD5) / Made available in DSpace on 2017-01-16T16:33:48Z (GMT). No. of bitstreams: 1 DissMRS.pdf: 7075641 bytes, checksum: 8e6f815544b7f6f2ce4a1a5a47b25482 (MD5) Previous issue date: 2016-12-14 / Não recebi financiamento / In recent years, companies have used Artificial Intelligence (AI) techniques to facilitate the decisionmaking process in manufacturing systems. The use of these techniques allows increased performance of Flexible Manufacturing System (FMS). The automation of the process using computational resources allows a deeper analysis of the system conditions, which sometimes result in a better decision taking. In this sense, the Fuzzy Logic has been engaged to carry out this task, because it has the characteristic of dealing easily with inaccurate information and encoding knowledge specialist in Fuzzy rules. However, as soon as the system complexity increases, the task of generating a Fuzzy Rule Base (FRB) appropriate to the proposed system becomes increasingly difficult. To assist this process of generation of the FRB, several techniques can be used and among them stand out the search technique called Evolutionary Algorithm (EA). The EA is used, for example, for tuning the FRB of the FMS through the reduction of the optimization variables values as Makespan or Tardiness. In the case of variable called Makespan, the tuning occurs when the EA generates an FRB that reduces the makespan values of a FMS. However, the construction of the EA that effectively generates a tuning FRB is not trivial. It is required to be in the process, the construction of various EA with different selection methods and different mutation rates among other settings until an appropriate EA for a given situation appears. Therefore, in this study we aim to build an environment configuration and performance analysis of EAs in order to define the tuning FRB of the Fuzzy Control System of an FMS, i.e., it is intended to investigate how the EA ideal parameter scenario used for tuning the FRB of the said control system. In this study, the used EA was an extension of Genetic Algorithm (GA). For implementing the proposal, an evolutionary system for configuration and analysis of this variant of the GA was created. In this system, entitled "EvolSys - Evolutionary System" parameters of the system as Number of Input Variables of FRB, Number of Output Variables of FRB, Population Size, Mutation Rate and the EA Crossover Rate, among others are configured and then, one FRB is generated. Using this, there is an EA analysis of the possibility for choosing a FRB that will provide the reduction of makespan in FMS. Consequently, through this study, we may conclude that the use of EAs in collaboration with Fuzzy system may become an important tool for turning the system responsibility to the sequences of an FMS operation. Accordingly, the environment created meets the configuration step and analysis of EAs. / Nos últimos anos, empresas tem usado técnicas de Inteligência Artificial (AI) para auxiliar o processo de tomada de decisão em sistemas de manufatura. O uso dessas técnicas possibilita o aumento do desempenho dos Sistemas Flexíveis de Manufatura (FMS), uma vez que a automatização do processo com o uso de recursos computacionais permite uma análise mais profunda das condições do sistema o que, por vezes, resulta em uma melhor tomada de decisão. Neste sentido, a Lógica Fuzzy vem sendo usada para realizar essa tarefa, pois ela tem a característica de lidar facilmente com informações imprecisas, codificando o conhecimento do especialista nas chamadas Regras Fuzzy. Entretanto, à medida que a complexidade do sistema aumenta, a tarefa de gerar uma Base de Regras Fuzzy (FRB) adequada ao sistema proposto se torna cada vez mais difícil. Para auxiliar esse processo de geração da FRB, várias técnicas podem ser usadas e dentre elas destaca-se a técnica de busca denominada Algoritmo Evolutivo (EA). O EA pode ser usado, por exemplo, para a sintonia da Base de Regras Fuzzy do Sistema de Controle de um FMS por intermédio da redução de valores de variáveis de otimização como Makespan ou Tardiness. No caso da variável denominada Makespan, a sintonia ocorre quando o EA gera uma FRB que reduz os valores do makespan do FMS em questão. Entretanto, a construção do EA que efetivamente gera uma FRB sintonizada para um FMS não é trivial, pois é necessário que haja, nesse processo, a construção de vários tipos de EA com métodos de seleção diferentes, taxas de cruzamento e mutação diferentes dentre outras configurações, até que se encontre o EA adequado à uma dada situação. Sendo assim, no presente trabalho, o objetivo é a construção de um ambiente de configuração e análise de desempenho de EAs para sintonia da FRB do Sistema de Controle de um FMS, ou seja, pretende-se investigar qual o cenário de parâmetros ideal do EA usado na sintonia da FRB do referido sistema de controle. No presente trabalho, o EA usado foi uma extensão do Algoritmo Genético (GA). Para implementação da proposta, um Sistema Evolutivo para configuração e análise dessa variante do GA foi criado. Nesse sistema, intitulado “EvolSys - Evolutionary System”, parâmetros dos sistema como Número de Varáveis de Entrada da FRB, Número de Variáveis de Saída da FRB, Tamanho da População, Taxa de Mutação e Taxa de Cruzamento do EA, dentre outros são configurados e, por consequência, uma FRB é gerada. Com isso, há a possiblidade da análise do EA para a escolha de uma FRB que venha propiciar a redução do makespan em FMSs. Portanto, é possível concluir, a partir desse trabalho, que o uso de EAs em colaboração com os sistemas Fuzzy pode vir a se tornar uma importante ferramenta para sintonia da Base de Regras do sistema responsável pelo sequenciamento das operações de um FMS e, nesse sentido, o ambiente criado cumpre a etapa de configuração e análise do desempenho de EAs.

Submitted by Alison Vanceto (alison-vanceto@hotmail.com) on 2017-02-14T11:18:13Z No. of bitstreams: 1 TeseAHMP.pdf: 2470407 bytes, checksum: b3f2c2d64bfa00285c28963c74627bea (MD5) / Approved for entry into archive by Ronildo Prado (ronisp@ufscar.br) on 2017-03-20T13:12:18Z (GMT) No. of bitstreams: 1 TeseAHMP.pdf: 2470407 bytes, checksum: b3f2c2d64bfa00285c28963c74627bea (MD5) / Approved for entry into archive by Ronildo Prado (ronisp@ufscar.br) on 2017-03-20T13:12:31Z (GMT) No. of bitstreams: 1 TeseAHMP.pdf: 2470407 bytes, checksum: b3f2c2d64bfa00285c28963c74627bea (MD5) / Made available in DSpace on 2017-03-20T13:23:55Z (GMT). No. of bitstreams: 1 TeseAHMP.pdf: 2470407 bytes, checksum: b3f2c2d64bfa00285c28963c74627bea (MD5) Previous issue date: 2014-12-02 / Não recebi financiamento / The process of building the knowledge base of fuzzy systems has benefited extensively of methods to automatically extract the necessary knowledge from data sets that represent examples of the problem. Among the topics investigated in the most recent research is the matter of balance between accuracy and interpretability, which has been addressed by means of multi-objective genetiv algorithms, NSGA-II being on of the most popular. In this scope, we identified the need to control the diversity of solutions found by these algorithms, so that each solution would balance the Pareto frontier with respect to the goals optimized by the multi-objective genetic algorithm. In this PhD thesis a multi-objective genetic algorithm, named NSGA-DO, is proposed. It is able to find non dominated solutions that balance the Pareto frontier with respect optimization of the objectives. The main characteristicof NSGA-DO is the distance oriented selection of solutions. Once the Pareto frontier is found, the algorithm uses the locations of the solutions in the frontier to find the best distribution of solutions. As for the validation of the proposal, NSGA-DO was applied to a methodology for the generation of fuzzy knowledge bases. Experiments show the superiority of NSGADO when compared to NSGA-II in all three issues analyzed: dispersion, accuracy and interpretability. / A construção da base de conhecimento de sistemas fuzzy tem sido beneficiada intensamente por métodos automáticos que extraem o conhecimento necessário a partir de conjuntos de dados que representam exemplos do problema. Entre os tópicos mais investigados nas pesquisas recentes está a questão do balanceamento entre acuidade e interpretabilidade, que têm sido abordada por meio dos algoritmos genéticos multiobjetivo, sendo o NSGA-II um dos mais populares. Neste escopo, identificou-se a necessidade do controle da distribuição das soluções encontradas por estes algoritmos, a fim de que cada solução possa equilibrar a fronteira de Pareto com relação aos objetivos otimizados pelo algoritmo genético multiobjetivo. Neste sentido, desenvolveu-se neste projeto de doutorado um algoritmo genético multiobjetivo, chamado NSGA-DO, capaz de encontrar soluções não dominadas que equilibram a fronteira de Pareto nos objetivos a serem otimizados. A principal característica do NSGA-DO é a seleção de soluções orientada à distância. Uma vez encontrada a fronteira de Pareto, o algoritmo usa a localização das soluções nesta fronteira para encontrar a melhor distribuição das soluções. Para a validação da proposta, aplicou-se o NSGA-DO em uma metodologia para a geração de bases de conhecimento fuzzy. Experimentos realizados comprovaram a superioridade do NSGA-DO com relação ao NSGA-II nos três quesitos analisados: dispersão, acurácia e interpretabilidade.

Dans cette thèse différents outils issus de l'automatique non linéaire ont été mis en œuvre et ont permis d'apporter une première solution au problème de stabilité large signal des dispositifs électriques. A l'aide de modèles flous de type Takagi-Sugeno, on a montré qu'il était possible de résoudre le problème de stabilité dans le cas de deux applications électrotechniques à savoir un hacheur contrôlé en tension et l'alimentation par l'intermédiaire un filtre d'entrée d'un dispositif électrique fonctionnant à puissance constante. Dans le cas du hacheur, la taille estimée des bassins d'attraction reste modeste. Les raisons essentielles à l'échec obtenu dans la recherche de bassin de grande taille peut résulter dans le fait que d'une part , la mise sous forme TS du système n'est pas unique et que d'autre part les matrices du sous modèle TS du système ne sont de Hurwitz que dans une gamme très restreinte de variations du rapport cyclique. Dans le cas de l'alimentation par l'intermédiaire d'un filtre d'entrée d'un dispositif fonctionnant à puissance constante, on a montré que l'utilisation d'un modèle flou de type Takagi-Sugeno permettait d'exhiber un domaine d'attraction de taille significative. On a fourni des outils permettant de borner la plage de variations des pôles du système dans un domaine donné de l'espace d'état, domaine dans lequel la stabilité du modèle TS est prouvée. L'utilisation de la D-stabilité permet de connaitre les dynamiques maximales du système. La notion de stabilité exponentielle permet de connaître les dynamiques minimales du système. L'approche utilisée pour prouver la stabilité du système en présence de variations paramétriques, pour les deux systèmes étudiés, n'autorise que des variations extrêmement faibles de la valeur du paramètre autour de sa valeur nominale / In this thesis, various tools resulting from the nonlinear automatic were implemented and made it possible to bring a first solution to the problem of large signal stability of the electric systems. Using Takagi-Sugeno fuzzy models, one showed that it was possible to in the case of solve the problem of stability two electrotechnical applications to knowing a Boost converter controlled in tension and an electric system constituted by an input filter connected to an actuator functioning at constant power. In the case of the Boost converter, the estimated size of attraction domain remains modest. The reasons essential with the failure obtained in the search for domain of big size can result in the fact that on the one hand, the setting TS fuzzy models of the system is not single and that on the other hand the matrices of local model of TS model of the system are of Hurwitz only in one very restricted range of variations of the cyclic ratio. In the case of the electric system via a filter of entry of a functioning device at constant power, one showed that the use of a Takagi-Sugeno fuzzy model allowed exhibit a attraction domain of significant size. One provided tools allowing to limit the variations of the poles of the system in a given field of the state space, domain in which the stability of model TS is proven. The use of D-stability makes it possible to know dynamic maximum system. The concept of exponential stability makes it possible to know dynamic minimal system. The approach used to prove the stability of the system in the presence of parametric variations, for the two studied systems, authorizes only extremely weak variations of the value of the parameter around its maximal value

近年來，隨著科技的進步與工商業的發展，預測技術的創新與改進愈來愈受到重視，同樣地，對於預測準確度的要求也愈來愈高。尤其在經濟建設、人口政策、經營規畫、管理控制等問題上，預測更是決策過程中不可或缺的重要資訊。有鑑於此，本論文嘗試應用模糊關係方程式，提出多變量模糊時間數列建構過程及轉折區間檢測模式理論架構。另一方面，多變量模糊時間數列模式建構過程，研究者曾提出很多轉折點之偵測與檢定方法，然而在實際的例子中，時間數列之結構改變所呈現出來的是一種緩慢的改變過程，即轉折點本身就是模糊不確定。這個概念在建構不同模式分析各國經濟活動數據時更顯重要。本論文針對轉折區間之檢測提出一個完整的認定程序。多變量時間數列系統中的隸屬度函數等於在計算成果指標群時的群集中心。應用本論文提出的方法，我們以德國、法國及希臘之總體經濟指標GDP為例，考慮通貨膨脹率、GDP成長率及投資率來進行轉折區間的檢測。 / In recent years, along with the technological advancement and commercial development, the creation and improvement of forecasting techniques have more and more attention. Especially at the economic developments, population policy, management planning and control, forecasting gives necessary and important information in the decision-making process. Regarding stock market as the example, these numerals of closing price are uncertain and indistinct. Again, the factors of influence on quantity are numerous, such as turnover, exchange rate etc. Therefore, if we consider merely the closing price of front day to build and forecast, we will not only misestimate the future trend, but also will cause unnecessary damage. Owing to this reason, we propose the procedure of multivariate fuzzy time series model constructed and theory structure by fuzzy relation equation. Combining closing price with turnover, we apply our methods to build up multivariate fuzzy time series model on Taiwan Weighted Index and predict future trend while examine the predictive results with average forecasting accuracy. A fuzzy time series is defined on averages of cumulative fuzzy entropies of the tree time series. Finally, an empirical study about change periods identification for Germany, France and Greece major macroeconomic indicators are demonstrated.