Toward Fuzzy Optimization without Mathematical Ambiguity

Fuzzy programming has been discussed widely in literature and applied in such various disciplines as operations research, economic management, business administration, and engineering. The main purpose of this paper is to present a brief review on fuzzy programming models, and classify them into three broad classes: expected value model, chance-constrained programming and dependent-chance programming. In order to solve general fuzzy programming models, a hybrid intelligent algorithm is also documented. Finally, some related topics are discussed.     

Time Series Prediction Based on Chaotic Attractor

A new prediction technique is proposed for chaotic time series. The usefulness of the technique is thatit can kick off some false neighbor points which are not suitable for the local estimation of the dynamics systems. Atime-delayed embedding is used to reconstruct the underlying attractor, and the prediction model is based on the timeevolution of the topological neighboring in the phase space. We use a feedforward neural network to approximate thelocal dominant Lyapunov exponent, and choose the spatial neighbors by the Lyapunov exponent. The model is testedfor the Mackey-Glass equation and the convection amplitude of lorenz systems. The results indicate that this predictiontechnique can improve the prediction of chaotic time series.     

基于进化人工神经网络的组合系统滤波技术

在组合系统运用Kalman滤波器技术时,准确的系统模型和可靠的观测数据是保证其性能的重要因素,否则将大大降低Kalman滤波器的估计精度,甚至导致滤波器发散.为解决上述Kalman应用中的实际问题,提出了一种新颖的基于进化人工神经网络技术的自适应Kalman滤波器.仿真试验表明该算法可以在系统模型不准确时、甚至外部观测数据短暂中断时,仍能保证Kalman滤波器的性能.     

Non-Parametric Regression Methods

The nature of the financial time series is complex, continuous interchange of stochastic and deterministic regimes. Therefore, it is difficult to forecast with parametric techniques. Instead of parametric models, we propose three techniques and compare with each other. Neural networks and support vector regression (SVR) are two universally approximators. They are data-driven non parametric models. ARCH/GARCH models are also investigated. Our assumption is that the future value of Istanbul Stock Exchange 100 index daily return depends on the financial indicators although there is no known parametric model to explain this relationship. This relationship comes from the technical analysis. Comparison shows that the multi layer perceptron networks overperform the SVR and time series model (GARCH).     

Delay-dependent stochastic stability of delayed Hopfield neural networks with Markovian jump parameters

In this paper, the problem of stochastic stability for a class of time-delay Hopfield neural networks with Markovian jump parameters is investigated. The jumping parameters are modeled as a continuous-time, discrete-state Markov process. Without assuming the boundedness, monotonicity and differentiability of the activation functions, some results for delay-dependent stochastic stability criteria for the Markovian jumping Hopfield neural networks (MJDHNNs) with time-delay are developed. We establish that the sufficient conditions can be essentially solved in terms of linear matrix inequalities.     

神经网络在大型复杂武器装备质量综合评价排序中的应用

从大型复杂武器装备系统的具体特点出发,运用基于神经网络的评价方法,构建了大型复杂武器装备质量综合评价模型。实证分析的结果表明该方法得出的结果与实际情况相符。     

四种多变量校准方法在FTIR多组分分析中的性能比较

本文对四种多变量校准方法－－经典最小二乘法（CLS），偏最小二乘法（PLS），卡尔曼滤波法（KFM）以及人工神经网络法（ANN）－－在多组分浓度分析方面的性能进行了比较。选择五种红外谱图严重混叠的大气有机毒物－－1，3－丁二烯，苯，邻二甲苯，氯苯和丙烯醛－－作为分析对象。分别计算各种方法对该5组分体系的平均预测误差MPE和平均相对误差MRE进行比较。结果表明，偏最小二乘法在处理这类问题中是最稳健的方法。     

基于BP神经网络的企业未来获利能力智能综合评价

分析了相关分析——多指标综合评价法在确定企业未来获利能力方面的优点和不足 ;并在其基础上提出了基于 BP神经网络的多指标综合评价法 ;仿真试验证明了基于 BP神经网络的多指标综合评价法的有效性     

人工神经网络在SARS疫情分析与预测中的应用

讨论人工神经网络在 SARS疫情分析与预测中的应用 .采用三层结构的反向传播网络 ( Backpropagation network,简称 BP网络 ) ,对 SARS在中国的传播与流行趋势及控制策略建立了网络模型 .并利用实际数据拟合参数 ,针对北京、山西的疫情进行了计算仿真 .结果表明 ,该网络模型算法收敛速度较快 ,预测精度很高     

A novel approach based on recurrent neural networks applied to nonlinear systems optimization

This paper presents an efficient approach based on recurrent neural network for solving nonlinear optimization. More specifically, a modified Hopfield network is developed and its internal parameters are computed using the valid subspace technique. These parameters guarantee the convergence of the network to the equilibrium points that represent an optimal feasible solution. The main advantage of the developed network is that it treats optimization and constraint terms in different stages with no interference with each other. Moreover, the proposed approach does not require specification of penalty and weighting parameters for its initialization. A study of the modified Hopfield model is also developed to analyze its stability and convergence. Simulation results are provided to demonstrate the performance of the proposed neural network.