Design of fuzzy logic system framework using evolutionary techniques

Designing fuzzy logic system is one of the most popular and research-demanding NP-hard problems. It involves numerous parameters like shape and location of fuzzy sets, antecedents and consequents of fuzzy rule base and other strategic parameters like aggregation, implication and defuzzification methods. Time series forecasting has also become increasingly popular for the applications like share market prediction, weather forecasting. Many researchers have investigated the use of fuzzy logic system for forecasting of time series. In this paper, the authors have investigated the design framework of fuzzy logic systems for forecasting benchmark Mackey–Glass time series. Designing fuzzy logic systems is a class of NP-hard problems which is evolved using most popular and recent evolutionary algorithms. Authors have evolved fuzzy logic system using genetic algorithm, particle swarm optimization, artificial bee colony optimization, firefly algorithm and whale optimization algorithm. Finally, from simulations, it is found that whale optimization algorithm requires less time and shows fuzzy system predictions are more precise than others.

[1]  Dervis Karaboga,et al.  A powerful and efficient algorithm for numerical function optimization: artificial bee colony (ABC) algorithm , 2007, J. Glob. Optim..

[2]  Jerry M. Mendel,et al.  Generating fuzzy rules by learning from examples , 1992, IEEE Trans. Syst. Man Cybern..

[3]  Mitsuo Gen,et al.  Auto-tuning strategy for evolutionary algorithms: balancing between exploration and exploitation , 2008, Soft Comput..

[4]  Wang-Chuan Juang,et al.  Application of time series analysis in modelling and forecasting emergency department visits in a medical centre in Southern Taiwan , 2017, BMJ Open.

[5]  B. Samanta,et al.  Prediction of chaotic time series using computational intelligence , 2011, Expert Syst. Appl..

[6]  J. Mendel Fuzzy logic systems for engineering: a tutorial , 1995, Proc. IEEE.

[7]  Peter J. Fleming,et al.  An Overview of Evolutionary Algorithms in Multiobjective Optimization , 1995, Evolutionary Computation.

[8]  S. Mirjalili,et al.  A new hybrid PSOGSA algorithm for function optimization , 2010, 2010 International Conference on Computer and Information Application.

[9]  Y. Wang,et al.  Analysis and modeling of multivariate chaotic time series based on neural network , 2009, Expert Syst. Appl..

[10]  Rafael S. Parpinelli,et al.  New inspirations in swarm intelligence: a survey , 2011, Int. J. Bio Inspired Comput..

[11]  Donald J. Norris Beginning Artificial Intelligence with the Raspberry Pi , 2017, Apress.

[12]  L. Glass,et al.  Oscillation and chaos in physiological control systems. , 1977, Science.

[13]  Guoqiang Li,et al.  Development and investigation of efficient artificial bee colony algorithm for numerical function optimization , 2012, Appl. Soft Comput..

[14]  Russell C. Eberhart,et al.  Implementation of evolutionary fuzzy systems , 1999, IEEE Trans. Fuzzy Syst..

[15]  James C. Spall,et al.  Introduction to Stochastic Search and Optimization. Estimation, Simulation, and Control (Spall, J.C. , 2007 .

[16]  Thomas Stützle,et al.  Ant colony optimization: artificial ants as a computational intelligence technique , 2006 .

[17]  H. Akaike Fitting autoregressive models for prediction , 1969 .

[18]  Changhe Li,et al.  A survey of swarm intelligence for dynamic optimization: Algorithms and applications , 2017, Swarm Evol. Comput..

[19]  Jeng-Shyang Pan,et al.  Fuzzy Forecasting Based on Two-Factors Second-Order Fuzzy-Trend Logical Relationship Groups and Particle Swarm Optimization Techniques , 2013, IEEE Transactions on Cybernetics.

[20]  MirjaliliSeyedali,et al.  Grasshopper Optimisation Algorithm , 2017 .

[21]  Xin-She Yang,et al.  Nature-Inspired Metaheuristic Algorithms , 2008 .

[22]  Robert Ivor John,et al.  Time series forecasting with interval type-2 intuitionistic fuzzy logic systems , 2017, 2017 IEEE International Conference on Fuzzy Systems (FUZZ-IEEE).

[23]  Andrew Lewis,et al.  S-shaped versus V-shaped transfer functions for binary Particle Swarm Optimization , 2013, Swarm Evol. Comput..

[24]  Jasbir S. Arora,et al.  Survey of multi-objective optimization methods for engineering , 2004 .

[25]  Th. Meyer,et al.  Recovery of the time-evolution equation of time-delay systems from time series , 1997, chao-dyn/9907009.

[26]  Janez Brest,et al.  A comprehensive review of firefly algorithms , 2013, Swarm Evol. Comput..

[27]  Thomas Stützle,et al.  Ant Colony Optimization , 2009, EMO.

[28]  Andries Petrus Engelbrecht,et al.  Measuring exploration/exploitation in particle swarms using swarm diversity , 2008, 2008 IEEE Congress on Evolutionary Computation (IEEE World Congress on Computational Intelligence).

[29]  Antonio Muñoz San Roque,et al.  Forecasting Functional Time Series with a New Hilbertian ARMAX Model: Application to Electricity Price Forecasting , 2018, IEEE Transactions on Power Systems.

[30]  J. Yen,et al.  Fuzzy Logic: Intelligence, Control, and Information , 1998 .

[31]  J. Navarro-Moreno,et al.  ARMA Prediction of Widely Linear Systems by Using the Innovations Algorithm , 2008, IEEE Transactions on Signal Processing.

[32]  El-Ghazali Talbi,et al.  A Taxonomy of Hybrid Metaheuristics , 2002, J. Heuristics.

[33]  Giovanni Pau,et al.  A Fuzzy Logic Approach by Using Particle Swarm Optimization for Effective Energy Management in IWSNs , 2017, IEEE Transactions on Industrial Electronics.

[34]  D. Karaboga,et al.  On the performance of artificial bee colony (ABC) algorithm , 2008, Appl. Soft Comput..

[35]  K. V. Vijaya kumar,et al.  Modeling and forecasting rainfall patterns of southwest monsoons in North–East India as a SARIMA process , 2018, Meteorology and Atmospheric Physics.

[36]  Oscar Castillo,et al.  Sensor Less Fuzzy Logic Tracking Control for a Servo System with Friction and Backlash , 2017, Nature-Inspired Design of Hybrid Intelligent Systems.

[37]  Patrick Siarry,et al.  A survey on optimization metaheuristics , 2013, Inf. Sci..

[38]  Erol Egrioglu,et al.  Recurrent type-1 fuzzy functions approach for time series forecasting , 2017, Applied Intelligence.

[39]  Mansour Sheikhan,et al.  Time series prediction using PSO-optimized neural network and hybrid feature selection algorithm for IEEE load data , 2012, Neural Computing and Applications.

[40]  Hossein Nezamabadi-pour,et al.  GSA: A Gravitational Search Algorithm , 2009, Inf. Sci..

[41]  C. D. Gelatt,et al.  Optimization by Simulated Annealing , 1983, Science.

[42]  Andrew Lewis,et al.  Grasshopper Optimisation Algorithm: Theory and application , 2017, Adv. Eng. Softw..

[43]  Chul-Heui Lee,et al.  Fuzzy time series prediction using hierarchical clustering algorithms , 2011, Expert Syst. Appl..

[44]  Shailesh Tiwari,et al.  Physics-Inspired Optimization Algorithms: A Survey , 2013 .

[45]  John H. Holland,et al.  Genetic Algorithms and the Optimal Allocation of Trials , 1973, SIAM J. Comput..

[46]  Simaan M. AbouRizk,et al.  Automated Box–Jenkins forecasting modelling , 2009 .

[47]  Rainer Storn,et al.  Differential Evolution – A Simple and Efficient Heuristic for global Optimization over Continuous Spaces , 1997, J. Glob. Optim..

[48]  Renate Sitte,et al.  Analysis of the predictive ability of time delay neural networks applied to the S&P 500 time series , 2000, IEEE Trans. Syst. Man Cybern. Part C.

[49]  Utku Kose,et al.  Forecasting Chaotic Time Series Via Anfis Supported by Vortex Optimization Algorithm: Applications on Electroencephalogram Time Series , 2017 .

[50]  Enrique Alba,et al.  The exploration/exploitation tradeoff in dynamic cellular genetic algorithms , 2005, IEEE Transactions on Evolutionary Computation.

[51]  Russell C. Eberhart,et al.  A new optimizer using particle swarm theory , 1995, MHS'95. Proceedings of the Sixth International Symposium on Micro Machine and Human Science.

[52]  Masoud Mohammadian Modelling, Control and Prediction using Hierarchical Fuzzy Logic Systems: Design and Development , 2017, Int. J. Fuzzy Syst. Appl..

[53]  Kalyanmoy Deb,et al.  Multi-objective optimization using evolutionary algorithms , 2001, Wiley-Interscience series in systems and optimization.

[54]  Krzysztof Cpalka,et al.  Design of Interpretable Fuzzy Systems , 2017, Studies in Computational Intelligence.

[55]  Feng Zou,et al.  A hybridization of teaching–learning-based optimization and differential evolution for chaotic time series prediction , 2014, Neural Computing and Applications.

[56]  John H. Holland,et al.  Cognitive systems based on adaptive algorithms , 1977, SGAR.

[57]  Andrew Lewis,et al.  The Whale Optimization Algorithm , 2016, Adv. Eng. Softw..

[58]  David E. Goldberg,et al.  Genetic Algorithms in Search Optimization and Machine Learning , 1988 .

[59]  Simon Haykin,et al.  Neural Networks: A Comprehensive Foundation , 1998 .

[60]  Lotfi A. Zadeh,et al.  Fuzzy logic = computing with words , 1996, IEEE Trans. Fuzzy Syst..

[61]  Weifeng Gao,et al.  A modified artificial bee colony algorithm , 2012, Comput. Oper. Res..

[62]  Vasilii A. Gromov,et al.  Chaotic time series prediction with employment of ant colony optimization , 2012, Expert Syst. Appl..

[63]  Satvir Singh,et al.  Mutated firefly algorithm , 2014, 2014 International Conference on Parallel, Distributed and Grid Computing.

[64]  Richard A. Davis,et al.  Introduction to time series and forecasting , 1998 .

[65]  Seyedali Mirjalili,et al.  SCA: A Sine Cosine Algorithm for solving optimization problems , 2016, Knowl. Based Syst..

[66]  T. Ross Fuzzy Logic with Engineering Applications , 1994 .