The aim of this research is to analyze ANFIS performance for prediction of financial time series data. Financial time series data is usually characterized by volatility clustering, persistence, and leptokurtic data behavior. The financial time series data are usually non-stationary and non-linear. ARIMA has a good performance to predict linear time series data, but its performance is decreasing...

Electrical load forecasting is well-known as one of the most important challenges in the management of electrical supply and demand and has been studied extensively. Electrical load forecasting is conducted at different time scales from short-term, medium-term and long-term load forecasting. Adaptive neuro-fuzzy inference system is a model that combines fuzzy logic and adaptive neuro system and...

The present work demonstrates the design and simulation of a fuzzy control of an air conditioning system at different pressures. The first order Sugeno fuzzy inference system is utilized to model the system and create the controller. In addition, an estimation of the heat transfer rate and water mass flow rate injection into or withdraw from the air conditioning system is determined by the fuzz...

Prediction of cutting forces is very important for the design of cutting tools and for process planning. This paper presents a fuzzy modelling method of cutting forces based on subtractive clustering. The subtractive clustering combined with the least-square algorithm identifies the fuzzy prediction model directly from the information obtained from the sensors. In the micro-milling experimental...

Thermal errors can have significant effects on CNC machine tool accuracy. The errors come from thermal deformations of the machine elements caused by heat sources within the machine structure or from ambient temperature change. The effect of temperature can be reduced by error avoidance or numerical compensation. The performance of a thermal error compensation system essentially depends upon th...

The Chiu’s method which generates a Takagi-Sugeno Fuzzy Inference System (FIS) is a method of fuzzy rules extraction. The rules output is a linear function of inputs. In addition, these rules are not explicit for the expert. In this paper, we develop a method which generates Mamdani FIS, where the rules output is fuzzy. The method proceeds in two steps: first, it uses the subtractive clustering...

Kernelized Fuzzy C-Means clustering technique is an attempt to improve the performance of the conventional Fuzzy C-Means clustering technique. Recently this technique where a kernel-induced distance function is used as a similarity measure instead of a Euclidean distance which is used in the conventional Fuzzy C-Means clustering technique, has earned popularity among research community. Like th...

To satisfy the robust requirement when designing fault identifying method, this paper proposes a novel method to identify sensor fault. Conventional fault identifying method could only classify fault into explicit set. Yet, when a novel faulty pattern occurs, the conventional method can not identify this new pattern and will classify it into a set known ahead of time. For the purpose of robustn...

Estimation of tunnel diameter convergence is a very important issue for tunneling construction, especially when the new Austrian tunneling method (NATM) is adopted. For this purpose, a systematic convergence measurement is usually implemented to adjust the design during the whole construction, and consequently deadly hazards can be prevented. In this study, a new fuzzy model capable of predicti...