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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.

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.