Biomedical subjects

Chai Quek

Publications and source records attributed to Chai Quek.

4 recordsLinked to original sources

PubMed2006

Stock trading using RSPOP: a novel rough set-based neuro-fuzzy approach.

This paper investigates the method of forecasting stock price difference on artificially generated price series data using neuro-fuzzy systems and neural networks. As trading profits is more important to an investor than statistical performance, this paper proposes a novel rough set-based neuro-fuzzy stock trading decision model called stock trading using rough set-based pseudo outer-product (RSPOP) which synergizes the price difference forecast method with a forecast bottleneck free trading decision model. The proposed stock trading with forecast model uses the pseudo outer-product based fuzzy neural network using the compositional rule of inference [POPFNN-CRI(S)] with fuzzy rules identified using the RSPOP algorithm as the underlying predictor model and simple moving average trading rules in the stock trading decision model. Experimental results using the proposed stock trading with RSPOP forecast model on real world stock market data are presented. Trading profits in terms of portfolio end values obtained are benchmarked against stock trading with dynamic evolving neural-fuzzy inference system (DENFIS) forecast model, the stock trading without forecast model and the stock trading with ideal forecast model. Experimental results showed that the proposed model identified rules with greater interpretability and yielded significantly higher profits than the stock trading with DENFIS forecast model and the stock trading without forecast model.

Algorithms↗

PubMed2006

FCMAC-Yager: a novel Yager-inference-scheme-based fuzzy CMAC.

The cerebellum is a brain region important for a number of motor and cognitive functions. It is able to generate error correction signals to drive learning and for the acquisition of memory skills. The cerebellar model articulation controller (CMAC) is a neural network inspired by the neurophysiologic theory of the cerebellum and is recognized for its localized generalization and rapid algorithmic computation capabilities. The main deficiencies in the basic CMAC structure are: (1) it is difficult to interpret the internal operations of the CMAC network and (2) the resolution (quantization) problem arising from the partitioning of the input training space. These limitations lead to the synthesis of a fuzzy quantization technique and the mapping of a fuzzy inference scheme onto the CMAC structure. The discrete incremental clustering (DIC) technique is employed to alleviate the quantization problem in the CMAC structure, resulting in the fuzzy CMAC (FCMAC) network. The Yager inference scheme (Yager), which possesses firm fuzzy logic foundation and maps closely to the logical implication operations in the classical (binary) logic framework, is subsequently mapped onto the FCMAC structure. This results in a novel fuzzy neural architecture known as thefuzzy cerebellar model articulation controller-Yager (FCMAC-Yager) system. The proposed FCMAC-Yager network exhibits learning and memory capabilities of the cerebellum through the CMAC structure while emulating the human way of reasoning through the Yager. The new FCMAC-Yager network employs a two-phase training algorithm consisting of structural learning based on the DIC technique and parameter learning using hebbian learning (associative long-term potentiation). The proposed FCMAC-Yager architecture is evaluated using an extensive suite of real-life applications such as highway traffic-trend modeling and prediction and performing as an early warning system for bank failure classification and medical diagnosis of breast cancer. The experimental results are encouraging.

Algorithms↗

PubMed2006

FITSK: online local learning with generic fuzzy input Takagi-Sugeno-Kang fuzzy framework for nonlinear system estimation.

Existing Takagi-Sugeno-Kang (TSK) fuzzy models proposed in the literature attempt to optimize the global learning accuracy as well as to maintain the interpretability of the local models. Most of the proposed methods suffer from the use of offline learning algorithms to globally optimize this multi-criteria problem. Despite the ability to reach an optimal solution in terms of accuracy and interpretability, these offline methods are not suitably applicable to learning in adaptive or incremental systems. Furthermore, most of the learning methods in TSK-model are susceptible to the limitation of the curse-of-dimensionality. This paper attempts to study the criteria in the design of TSK-models. They are: 1) the interpretability of the local model; 2) the global accuracy; and 3) the system dimensionality issues. A generic framework is proposed to handle the different scenarios in this design problem. The framework is termed the generic fuzzy input Takagi-Sugeno-Kang fuzzy framework (FITSK). The FITSK framework is extensible to both the zero-order and the first-order FITSK models. A zero-order FITSK model is suitable for the learning of adaptive system, and the bias-variance of the system can be easily controlled through the degree of localization. On the other hand, a first-order FITSK model is able to achieve higher learning accuracy for nonlinear system estimation. A localized version of recursive least-squares algorithm is proposed for the parameter tuning of the first-order FITSK model. The local recursive least-squares is able to achieve a balance between interpretability and learning accuracy of a system, and possesses greater immunity to the curse-of-dimensionality. The learning algorithms for the FITSK models are online, and are readily applicable to adaptive system with fast convergence speed. Finally, a proposed guideline is discussed to handle the model selection of different FITSK models to tackle the multi-criteria design problem of applying the TSK-model. Extensive simulations were conducted using the proposed FITSK models and their learning algorithms; their performances are encouraging when benchmarked against other popular fuzzy systems.

Algorithms↗

PubMed2005

RSPOP: rough set-based pseudo outer-product fuzzy rule identification algorithm.

System modeling with neuro-fuzzy systems involves two contradictory requirements: interpretability verses accuracy. The pseudo outer-product (POP) rule identification algorithm used in the family of pseudo outer-product-based fuzzy neural networks (POPFNN) suffered from an exponential increase in the number of identified fuzzy rules and computational complexity arising from high-dimensional data. This decreases the interpretability of the POPFNN in linguistic fuzzy modeling. This article proposes a novel rough set-based pseudo outer-product (RSPOP) algorithm that integrates the sound concept of knowledge reduction from rough set theory with the POP algorithm. The proposed algorithm not only performs feature selection through the reduction of attributes but also extends the reduction to rules without redundant attributes. As many possible reducts exist in a given rule set, an objective measure is developed for POPFNN to correctly identify the reducts that improve the inferred consequence. Experimental results are presented using published data sets and real-world application involving highway traffic flow prediction to evaluate the effectiveness of using the proposed algorithm to identify fuzzy rules in the POPFNN using compositional rule of inference and singleton fuzzifier (POPFNN-CRI(S)) architecture. Results showed that the proposed rough set-based pseudo outer-product algorithm reduces computational complexity, improves the interpretability of neuro-fuzzy systems by identifying significantly fewer fuzzy rules, and improves the accuracy of the POPFNN.

Algorithms↗