A novel approach for constructing robust Mamdani fuzzy system was proposed, which consisted of an efficiency robust estimator(partial robust M-regression, PRM) in the parameter learning phase of the initial fuzzy syst...A novel approach for constructing robust Mamdani fuzzy system was proposed, which consisted of an efficiency robust estimator(partial robust M-regression, PRM) in the parameter learning phase of the initial fuzzy system, and an improved subtractive clustering algorithm in the fuzzy-rule-selecting phase. The weights obtained in PRM, which gives protection against noise and outliers, were incorporated into the potential measure of the subtractive cluster algorithm to enhance the robustness of the fuzzy rule cluster process, and a compact Mamdani-type fuzzy system was established after the parameters in the consequent parts of rules were re-estimated by partial least squares(PLS). The main characteristics of the new approach were its simplicity and ability to construct fuzzy system fast and robustly. Simulation and experiment results show that the proposed approach can achieve satisfactory results in various kinds of data domains with noise and outliers. Compared with D-SVD and ARRBFN, the proposed approach yields much fewer rules and less RMSE values.展开更多
We consider the periodic generalized autoregressive conditional heteroskedasticity(P-GARCH) process and propose a robust estimator by composite quantile regression. We study some useful properties about the P-GARCH mo...We consider the periodic generalized autoregressive conditional heteroskedasticity(P-GARCH) process and propose a robust estimator by composite quantile regression. We study some useful properties about the P-GARCH model. Under some mild conditions, we establish the asymptotic results of proposed estimator.The Monte Carlo simulation is presented to assess the performance of proposed estimator. Numerical study results show that our proposed estimation outperforms other existing methods for heavy tailed distributions.The proposed methodology is also illustrated by Va R on stock price data.展开更多
基金Project(61473298)supported by the National Natural Science Foundation of ChinaProject(2015QNA65)supported by Fundamental Research Funds for the Central Universities,China
文摘A novel approach for constructing robust Mamdani fuzzy system was proposed, which consisted of an efficiency robust estimator(partial robust M-regression, PRM) in the parameter learning phase of the initial fuzzy system, and an improved subtractive clustering algorithm in the fuzzy-rule-selecting phase. The weights obtained in PRM, which gives protection against noise and outliers, were incorporated into the potential measure of the subtractive cluster algorithm to enhance the robustness of the fuzzy rule cluster process, and a compact Mamdani-type fuzzy system was established after the parameters in the consequent parts of rules were re-estimated by partial least squares(PLS). The main characteristics of the new approach were its simplicity and ability to construct fuzzy system fast and robustly. Simulation and experiment results show that the proposed approach can achieve satisfactory results in various kinds of data domains with noise and outliers. Compared with D-SVD and ARRBFN, the proposed approach yields much fewer rules and less RMSE values.
基金supported by National Natural Science Foundation of China(Grant No.11371354)Key Laboratory of Random Complex Structures and Data Science+2 种基金Chinese Academy of Sciences(Grant No.2008DP173182)National Center for Mathematics and Interdisciplinary SciencesChinese Academy of Sciences
文摘We consider the periodic generalized autoregressive conditional heteroskedasticity(P-GARCH) process and propose a robust estimator by composite quantile regression. We study some useful properties about the P-GARCH model. Under some mild conditions, we establish the asymptotic results of proposed estimator.The Monte Carlo simulation is presented to assess the performance of proposed estimator. Numerical study results show that our proposed estimation outperforms other existing methods for heavy tailed distributions.The proposed methodology is also illustrated by Va R on stock price data.
