Adaptive surrogate-based design optimization with expected improvement used as infill criterion

A prominent advantage of using surrogate models in structural design optimization is that computational effort can be greatly reduced without significantly compromising model accuracy. The essential goal is to perform the design optimization with fewer evaluations of the typically finite element analysis and ensuring accuracy of the optimization results. An adaptive surrogate based design optimization framework is proposed, in which Latin hypercube sampling and Kriging are used to build surrogate models. Accuracy of the models is improved adaptively using an infill criterion called expected improvement (EI). It is the anticipated improvement that an interpolation point will lead to the current surrogate models. The point that will lead to the maximum EI is searched and used as infill points at each iteration. For constrained optimization problems, the surrogate of constraint is also utilized to form a constrained EI as the corresponding infill criterion. Computational trials on mathematical test functions and on a three-dimensional aircraft wing model are carried out to test the feasibility of this method. Compared with the traditional surrogate base design optimization and direct optimization methods, this method can find the optimum design with fewer evaluations of the original system model and maintain good accuracy.     

Solving a multiobjective possibilistic problem through compromise programming

Real decision problems usually consider several objectives that have parameters which are often given by the decision maker in an imprecise way. It is possible to handle these kinds of problems through multiple criteria models in terms of possibility theory.Here we propose a method for solving these kinds of models through a fuzzy compromise programming approach.To formulate a fuzzy compromise programming problem from a possibilistic multiobjective linear programming problem the fuzzy ideal solution concept is introduced. This concept is based on soft preference and indifference relationships and on canonical representation of fuzzy numbers by means of their α-cuts. The accuracy between the ideal solution and the objective values is evaluated handling the fuzzy parameters through their expected intervals and a definition of discrepancy between intervals is introduced in our analysis.     

A historical review of evolutionary learning methods for Mamdani-type fuzzy rule-based systems: Designing interpretable genetic fuzzy systems

The need for trading off interpretability and accuracy is intrinsic to the use of fuzzy systems. The obtaining of accurate but also human-comprehensible fuzzy systems played a key role in Zadeh and Mamdani’s seminal ideas and system identification methodologies. Nevertheless, before the advent of soft computing, accuracy progressively became the main concern of fuzzy model builders, making the resulting fuzzy systems get closer to black-box models such as neural networks. Fortunately, the fuzzy modeling scientific community has come back to its origins by considering design techniques dealing with the interpretability-accuracy tradeoff. In particular, the use of genetic fuzzy systems has been widely extended thanks to their inherent flexibility and their capability to jointly consider different optimization criteria. The current contribution constitutes a review on the most representative genetic fuzzy systems relying on Mamdani-type fuzzy rule-based systems to obtain interpretable linguistic fuzzy models with a good accuracy.     

基于三角模糊数序列的灰色预测模型

以GM(1,1)模型为代表的灰色预测模型是以精确数序列为基础,难以满足实际需要.为了使灰色模型适应于模糊数序列,具体给出了一种基于三角模糊数序列的建模方法,这种方法也可以实现对二元区间模糊数和梯形模糊数序列的建模.首先由三角模糊数序列得出三个含有等量信息的精确数序列:重心序列、隶属函数的覆盖面积序列和中界点序列,对这三个序列分别建模后,再导出原始三角模糊数序列的三个界点的预测模型.这种建模方法既保持了模糊数的整体性又提高了建模序列的光滑度,提高了预测精度.最后进行了多组随机三角模糊数序列的数据模拟,验证了模型的有效性.     

The possibilistic moments of fuzzy numbers and their applications

This paper, introduces the nearest weighted interval and point approximations of a fuzzy number, and then suggests weighted possibilistic moments about these points of fuzzy numbers. The possibilistic moments play an important role in fuzzy sets and systems, specifically in physics, mathematics and statistics. We provide the definition of the moments of fuzzy numbers as well as the definition of moments in probability theory; some of their applications are mentioned.     

A novel two-factor forecasting model for fuzzy time series

The study of fuzzy time series has increasingly attracted much attention due to its salient capabilities of tackling vague and incomplete data. A variety of forecasting models have devoted to improving forecasting accuracy, however, the issue of partitioning intervals has rarely been investigated. Recently, we proposed a novel deterministic forecasting model to eliminate the major overhead of determining the k-order issue in high-order models. This paper presents a continued work with focusing on handling the interval partitioning issue by applying the fuzzy c-means technology, which can take the distribution of data points into account and produce unequal-sized intervals. In addition, the forecasting model is extended to allow process twofactor problems. The accuracy superiority of the proposed model is demonstrated by conducting two empirical experiments and comparison to other existing models. The reliability of the forecasting model is further justified by using a Monte Carlo simulation and box plots. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

A new approach to fuzzy wavelet system modeling

In this paper, we propose simple but effective two different fuzzy wavelet networks (FWNs) for system identification. The FWNs combine the traditional Takagi–Sugeno–Kang (TSK) fuzzy model and discrete wavelet transforms (DWT). The proposed FWNs consist of a set of if–then rules and, then parts are series expansion in terms of wavelets functions. In the first system, while the only one scale parameter is changing with it corresponding rule number, translation parameter sets are fixed in each rule. As for the second system, DWT is used completely by using wavelet frames. The performance of proposed fuzzy models is illustrated by examples and compared with previously published examples. Simulation results indicate the remarkable capabilities of the proposed methods. It is worth noting that the second FWN achieves high function approximation accuracy and fast convergence.     

A new approach to fuzzy wavelet system modeling

In this paper, we propose simple but effective two different fuzzy wavelet networks (FWNs) for system identification. The FWNs combine the traditional Takagi–Sugeno–Kang (TSK) fuzzy model and discrete wavelet transforms (DWT). The proposed FWNs consist of a set of if–then rules and, then parts are series expansion in terms of wavelets functions. In the first system, while the only one scale parameter is changing with it corresponding rule number, translation parameter sets are fixed in each rule. As for the second system, DWT is used completely by using wavelet frames. The performance of proposed fuzzy models is illustrated by examples and compared with previously published examples. Simulation results indicate the remarkable capabilities of the proposed methods. It is worth noting that the second FWN achieves high function approximation accuracy and fast convergence.     

Fixed-width multiple-comparison procedures using common random numbers for steady-state simulations

Suppose that there are k ? 2 different systems (i.e., stochastic processes), where each system has an unknown steady-state mean performance. We consider the problem of running a two-stage simulation using common random numbers to construct fixed-width confidence intervals for two multiple-comparison problems. Under the assumptions that the stochastic processes representing the simulation output of the different systems satisfy a functional central limit theorem and that the asymptotic covariance matrix satisfies a condition known as sphericity, we prove that our confidence intervals are asymptotically valid (as the desired half-width of the confidence intervals tend to zero). We develop both absolute- and relative-width confidence intervals. Empirical results are presented indicating the procedures’ robustness to violations of the sphericity assumption.     

Some remarks on distances between fuzzy numbers

In this paper we consider different approaches to assigning distances between fuzzy numbers. A pseudo-metric on the set of fuzzy numbers arising from the idea of the value of a fuzzy number is described, and some of its topological properties are noted. Reducing functions are used to define a family of metrics on the space of fuzzy numbers; some convergent properties for these metrics are illustrated. Finally, a fuzzy distance between fuzzy numbers is introduced and its basic properties are studied.     

On fuzzy linear projection equation and applications

This paper introduces the concept of fuzzy projection of a fuzzy number on a set of fuzzy numbers based on r-cut approach. It is proved that the projection of a fuzzy number on the set of all fuzzy numbers is itself and under a special metric, the proposed fuzzy projection is a non-expansive mapping. By using this definition, the concept of fuzzy linear projection equation is defined and to solve it, a numerical method is applied. Based on the proposed algorithm and as an important application, two different types of system of fuzzy linear equations with fuzzy variables are solved. Numerical results illustrate the applicabilities of proposed approach.     

Spatial Localization for Nonlinear Dynamical Stochastic Models for Excitable Media

Nonlinear dynamical stochastic models are ubiquitous in different areas. Their statistical properties are often of great interest, but are also very challenging to compute. Many excitable media models belong to such types of complex systems with large state dimensions and the associated covariance matrices have localized structures. In this article, a mathematical framework to understand the spatial localization for a large class of stochastically coupled nonlinear systems in high dimensions is developed. Rigorous \linebreak mathematical analysis shows that the local effect from the diffusion results in an exponential decay of the components in the covariance matrix as a function of the distance while the global effect due to the mean field interaction synchronizes different components and contributes to a global covariance. The analysis is based on a comparison with an appropriate linear surrogate model, of which the covariance propagation can be computed explicitly. Two important applications of these theoretical results are discussed. They are the spatial averaging strategy for efficiently sampling the covariance matrix and the localization technique in data assimilation. Test examples of a linear model and a stochastically coupled FitzHugh-Nagumo model for excitable media are adopted to validate the theoretical results. The latter is also used for a systematical study of the spatial averaging strategy in efficiently sampling the covariance matrix in different dynamical regimes.     

An alternative formulation for the fuzzy assignment problem

The existing assignment problems for assigning n jobs to n individuals are limited to the considerations of cost or profit measured as crisp. However, in many real applications, costs are not deterministic numbers. This paper develops a procedure based on Data Envelopment Analysis method to solve the assignment problems with fuzzy costs or fuzzy profits for each possible assignment. It aims to obtain the points with maximum membership values for the fuzzy parameters while maximizing the profit or minimizing the assignment cost. In this method, a discrete approach is presented to rank the fuzzy numbers first. Then, corresponding to each fuzzy number, we introduce a crisp number using the efficiency concept. A numerical example is used to illustrate the usefulness of this new method.     

Extracting interpretable fuzzy models for nonlinear systems using gradient-based continuous ant colony optimization

This paper exploits the ability of a novel ant colony optimization algorithm called gradient-based continuous ant colony optimization, an evolutionary methodology, to extract interpretable first-order fuzzy Sugeno models for nonlinear system identification. The proposed method considers all objectives of system identification task, namely accuracy, interpretability, compactness and validity conditions. First, an initial structure of model is obtained by means of subtractive clustering. Then, an iterative two-step algorithm is employed to produce a simplified fuzzy model in terms of number of fuzzy sets and rules. In the first step, the parameters of the model are adjusted by utilizing the gradient-based continuous ant colony optimization. In the second step, the similar membership functions of an obtained model merge. The results obtained on three case studies illustrate the applicability of the proposed method to extract accurate and interpretable fuzzy models for nonlinear system identification.     

Using interval information granules to improve forecasting in fuzzy time series

In the process of modeling and forecasting of fuzzy time series, an issue on how to partition the universe of discourse impacts the quality of the forecasting performance of the constructed fuzzy time series model. In this paper, a novel method of partitioning the universe of discourse of time series based on interval information granules is proposed for improving forecasting accuracy of model. In the method, the universe of discourse of time series is first pre-divided into some intervals according to the predefined number of intervals to be partitioned, and then information granules are constructed in the amplitude-change space on the basis of data of time series belonging to each of intervals and their corresponding change (trends). In the sequel, optimal intervals are formed by continually adjusting width of these intervals to make information granules which associate with the corresponding intervals become most “informative”. Three benchmark time series are used to perform experiments to validate the feasibility and effectiveness of proposed method. The experimental results clearly show that the proposed method produces more reasonable intervals exhibiting sound semantics. When using the proposed partitioning method to determine intervals for modeling of fuzzy time series, forecasting accuracy of the constructed model are prominently enhanced.     

A Kriging-based constrained global optimization algorithm for expensive black-box functions with infeasible initial points

In many engineering optimization problems, the objective and the constraints which come from complex analytical models are often black-box functions with extensive computational effort. In this case, it is necessary for optimization process to use sampling data to fit surrogate models so as to reduce the number of objective and constraint evaluations as soon as possible. In addition, it is sometimes difficult for the constrained optimization problems based on surrogate models to find a feasible point, which is the premise of further searching for a global optimal feasible solution. For this purpose, a new Kriging-based Constrained Global Optimization (KCGO) algorithm is proposed. Unlike previous Kriging-based methods, this algorithm can dispose black-box constrained optimization problem even if all initial sampling points are infeasible. There are two pivotal phases in KCGO algorithm. The main task of the first phase is to find a feasible point when there is no feasible data in the initial sample. And the aim of the second phase is to obtain a better feasible point under the circumstances of fewer expensive function evaluations. Several numerical problems and three design problems are tested to illustrate the feasibility, stability and effectiveness of the proposed method.     

Credit rating analysis using adaptive fuzzy rule-based systems: an industry-specific approach

This paper presents an analysis of credit rating using fuzzy rule-based systems. The disadvantage of the models used in previous studies is that it is difficult to extract understandable knowledge from them. The root of this problem is the use of natural language that is typical for the credit rating process. This problem can be solved using fuzzy logic, which enables users to model the meaning of natural language words. Therefore, the fuzzy rule-based system adapted by a feed-forward neural network is designed to classify US companies (divided into the finance, manufacturing, mining, retail trade, services, and transportation industries) and municipalities into the credit rating classes obtained from rating agencies. Features are selected using a filter combined with a genetic algorithm as a search method. The resulting subsets of features confirm the assumption that the rating process is industry-specific (i.e. specific determinants are used for each industry). The results show that the credit rating classes assigned to bond issuers can be classified with high classification accuracy using low numbers of features, membership functions, and if-then rules. The comparison of selected fuzzy rule-based classifiers indicates that it is possible to increase classification performance by using different classifiers for individual industries.     

典型非线性模型的模糊辨识逼近精度分析

人们根据非线性系统的复杂特性归结了几种具有代表性的非线性模型.而模糊辨识方法是辨识非线性系统的有力工具,本文采用T-S模糊模型对三种常见的非线性模型:Hammerstein模型,Wiener模型和双线性模型进行逼近,并根据仿真数据研究不同的非线性结构对模糊模型逼近精度的影响.仿真实例是在训练和检验数据组数、模型阶数相同的情况下,采用三角形隶属函数,聚类型隶属函数和高斯型隶属函数分别对这三种非线性模型进行逼近能力的研究.     

模糊数四则运算的交点-间断点法

对模糊数的四则运算提出了一种交点-间断点法:将模糊数的加法、减法和除法运算,化为求两个函数在某区间上其交点处的值;当交点不存在且两函数在该区间上的间断点为有限个时,将其运算化为求一函数在这些间断点处及区间的两端点处的最大值;将模糊数的乘法运算,化为用交点法或间断点法分别在两个区间上求出相应的值,然后取它们中最大者。     

Improving the accuracy while preserving the interpretability of fuzzy function approximators by means of multi-objective evolutionary algorithms

The identification of a model is one of the key issues in the field of fuzzy system modeling and function approximation theory. An important characteristic that distinguishes fuzzy systems from other techniques in this area is their transparency and interpretability. Especially in the construction of a fuzzy system from a set of given training examples, little attention has been paid to the analysis of the trade-off between complexity and accuracy maintaining the interpretability of the final fuzzy system. In this paper a multi-objective evolutionary approach is proposed to determine a Pareto-optimum set of fuzzy systems with different compromises between their accuracy and complexity. In particular, two fundamental and competing objectives concerning fuzzy system modeling are addressed: fuzzy rule parameter optimization and the identification of system structure (i.e. the number of membership functions and fuzzy rules), taking always in mind the transparency of the obtained system. Another key aspect of the algorithm presented in this work is the use of some new expert evolutionary operators, specifically designed for the problem of fuzzy function approximation, that try to avoid the generation of worse solutions in order to accelerate the convergence of the algorithm.