Journal of Intelligent & Fuzzy Systems - Volume 33, issue 4

Authors: Qu, Guohua | Li, Yuejiao | Qu, Weihua | Li, Chunhua

Article Type: Research Article

Abstract: An extension of TOPSIS, a multi-criteria dual hesitant fuzzy decision making technique, to a group decision environment is investigated, where the importance of combinations or their ordered positions is not only globally considered, but also overall focus on the correlations among combinations or their ordered positions. Firstly, to get a broad view of the techniques used, some operational laws on dual hesitant fuzzy numbers are introduced. Based on these operational laws, motivated by the ideas of Choquet integral and Shapley index, two dual hesitant fuzzy aggregation operators called the Shapley dual hesitant fuzzy Choquet averaging operator (SDHFCA) and Shapley dual …hesitant fuzzy Choquet geometric operator (SDHFCG) are proposed. Then, some desirable properties of the two operators are discussed, such as idempotency, monotonicity, boundary and commutativity. Secondly, the Shapley Choquet integral-based Hamming distance between any dual hesitant fuzzy numbers is defined. Combining the SDHFCA operator and the SDHFCG operator with Shapley Choquet integral-based Hamming distance, an extension of TOPSIS method is developed to deal with a multi-criteria dual hesitant fuzzy group decision making problems. Finally, a green chain supplier selection example is used to illustrate the developed procedures. Show more

Keywords: Multiple attribute group decision making, dual hesitant fuzzy sets, Shapley dual hesitant fuzzy Choquet aggregation operators, Choquet integral, TOPSIS, Shapley index

DOI: 10.3233/JIFS-17649

Citation: Journal of Intelligent & Fuzzy Systems, vol. 33, no. 4, pp. 2463-2483, 2017

Authors: Guiwen, Lv | Lixia, Liu | Wenhan, Li

Article Type: Research Article

Abstract: Option pricing plays an important role in modern finance. Interest rate is an important economic indicator and always influenced by some uncertain factors. It is necessary to consider the floating interest rate when we explore the option pricing. This paper introduces a new uncertain stock model with floating interest rate. In this new stock model, the pricing formulas for European, American and Asian options are derived. Furthermore, some numerical examples are given.

Keywords: Uncertain process, option pricing, European option, American option, Asian option

DOI: 10.3233/JIFS-17683

Citation: Journal of Intelligent & Fuzzy Systems, vol. 33, no. 4, pp. 2485-2496, 2017

Authors: Khodabakhshi, Mohammad Bagher | Moradi, Mohammad Hassan | Sanat, Zahra Momayez | Jafari Moghadam Fard, Pooria

Article Type: Research Article

Abstract: Lung abnormalities and respiratory diseases increase as side effects of urban life and development. Therefore, understanding the lung dynamics and its changes during the presence of abnormalities are critical in order to design more reliable tools for the early diagnosis and screening of lung pathology. The aim of this paper is to show the ability of recurrent fuzzy wavelet network (RFWN) to use as a reliable decomposer for lung sound (LS) signals. Since LSs have more dependency to their past states, we have considered recurrent connections in the model in which the ability of fuzzy structure in constructing a representative …model was improved. Also, given the utility of wavelet neural network (WNN) as a powerful tool for time-frequency representation, we have adopted them in the consequent parts of the fuzzy rules. Furthermore, WNNs have the multi-resolution analysis (MRA) capability, and our proposed model exploits this characteristic to build an interpretable decomposition approach. Lung sound signals which captured by a multichannel data acquisition system decomposed by RFWN and then support vector machine utilized for classifying subjects using the features extracted from each decomposed line. As results show, a meaningful separability between healthy and non-healthy groups and also COPD and asthma diseases were achieved. In Addition, the recurrent structure could better model the time-dependent behavior of the lung sounds, and it improved the average accuracy of the classification. In particular, a classification accuracy of 95% was achieved using our proposed methodology when three different categorizes are considered. Show more

Keywords: Lung sounds, recurrent structures, fuzzy rule based system, wavelet networks

DOI: 10.3233/JIFS-17684

Citation: Journal of Intelligent & Fuzzy Systems, vol. 33, no. 4, pp. 2497-2508, 2017

Authors: de Andrés-Sánchez, Jorge

Article Type: Research Article

Abstract: The main objective of this paper is assessing the empirical performance of fuzzy extension to Black-Scholes option pricing formula (FBS). Concretely we evaluate the goodness of the FBS predictions for traded prices of options on the Spanish stock index IBEX35 during March 2017. We firstly propose a procedure to fit, from real data, the fuzzy parameters to implement FBS in stock options: price of the subjacent asset, free discount rate and stock volatility. Subsequently we evaluate the capability of FBS to include actual traded prices and whether this capability depends on option moneyness and expiration date. We find that FBS …fits quite well actual traded prices. However, generally most representative market prices (closing and medium) are not better fitted than those more extreme (minimum and maximum). We have also check that the goodness of the FBS predictions often depends on the moneyness grade and the expiration date of options. Show more

Keywords: Fuzzy numbers, fuzzy regression, expected interval of fuzzy numbers, finance, option pricing, Black-Scholes formula

DOI: 10.3233/JIFS-17719

Citation: Journal of Intelligent & Fuzzy Systems, vol. 33, no. 4, pp. 2509-2521, 2017

Authors: Yang, Weifeng | Zheng, Zhihong | Zhang, Xinquan | Tan, Baohua | Li, Luyao

Article Type: Research Article

Abstract: Landslide hazard assessment generally involves multiple factors and indexes. Based on the theory of extenics with matter-element concept, a method applying the fuzzy extension analytic hierarchy process (EAHP) method is proposed for the comprehensive evaluation of landslide hazard. It can quantitatively show the relative important degree between indexes with the extension interval number. Taking the geological hazards of actual landslide as an example, based upon geological survey and characteristic analysis of landslide field, the author selected 10 influencing factors to analyze the weight of the evaluation index of each level. Through the extension interval judging matrix of evaluation index constructed …by the experts, the weight of the indexes was identified and the landslide risk was evaluated step by step with membership function of fuzzy set. The correlation degree of the maximum value was calculated as 0.472, the landslide risk was valued as grade 4, in an unstable state, and at the same time, some feasible measures were put forward to control landslide. The research as described in the paper shows that the fuzzy EAHP method is valid for landslide hazard evaluation. Show more

Keywords: Landslide, fuzzy, extension theory, analytic hierarchy process (AHP), weight

DOI: 10.3233/JIFS-17740

Citation: Journal of Intelligent & Fuzzy Systems, vol. 33, no. 4, pp. 2523-2531, 2017

Authors: Chi, Mingbo | Zhang, Dongsheng | Fan, Gangwei | Zhang, Wei | Liu, Honglin

Article Type: Research Article

Abstract: The cavability assessment of thick coal seams, which contain over half of the world coal reserves, is quite topical. However, assessment of top-coal caving and drawing characteristics (CDC) in extra-thick (over 20 m) coal seams are addressed in scarce publications, due to the problem intricacy. In this study, the analytic hierarchy process (AHP)-fuzzy discrimination method is proposed for the top-coal CDC analysis as applied to extra-thick coal seam of the Laosangou mine field in China. For the AHP model elaboration, six factors were selected as secondary indicators, namely: coal burial depth, coal seam strength, caving ratio, fractures, roof conditions, gangues; whereas …13 more factors, including mechanical mining height, water absorption rate, porosity, etc., were used as tertiary indicators. For verification, this method was applied to the case studies of Tashan and Tongxin mines in China, for which the top-coal CDC calculations were made using the available experimental data under 36 particular conditions. The latter involved various combinations of caving ratios, gangue positions, and thickness values. The calculated results strongly indicate that the mechanical mining height and gangue position are the influencing factors controlling the top-coal CDC, as well as revealed certain particular patterns of their effect. Moreover, partitioning of the first mining area was performed based on the mechanical mining height criterion. This article successfully combines the fuzzy theory with mining engineering, which possesses high application prospects and academic merits. Show more

Keywords: Fuzzy evaluation, influencing factors, caving and drawing characteristic, membership function, caving ratio, gangue position, gangue thickness

DOI: 10.3233/JIFS-17788

Citation: Journal of Intelligent & Fuzzy Systems, vol. 33, no. 4, pp. 2533-2545, 2017

Authors: Tan, Ruipu | Zhang, Wende

Article Type: Research Article

Abstract: For the multiple attribute group decision making (MAGDM) problem, in which the attribute weights are unknown and the attribute value of alternatives is in the form of a trapezoidal fuzzy neutrosophic number, this paper proposes two multiple attribute group decision making methods: one based on the trapezoidal fuzzy neutrosophic number hybrid averaging (TrFNNHA) operator, and the other based on the technique for order performance by similarity to ideal solution (TOPSIS) method. First, the attribute weights are obtained using the truth favorite relative expected value, and the distance measure defined using the cosine similarity measure. Next, a proposed trapezoidal fuzzy neutrosophic …number ordered weighted arithmetic averaging (TrFNNOWAA) operator and a proposed trapezoidal fuzzy neutrosophic number hybrid weighted arithmetic averaging (TrFNNHWAA) operator are used to aggregate the trapezoidal fuzzy neutrosophic information. Then, the score and accuracy functions of a trapezoidal neutrosophic number are used to rank the alternatives and obtain the best alternative in a trapezoidal fuzzy neutrosophic environment. In addition, an extended TOPSIS method is also proposed to deal with trapezoidal fuzzy neutrosophic information. An illustrative example and sensitivity analysis demonstrate the applicability and effectiveness of the proposed group decision making methods. Show more

Keywords: Multiple attribute group decision making, trapezoidal fuzzy neutrosophic set, trapezoidal fuzzy neutrosophic number (TrFNN), trapezoidal fuzzy neutrosophic number ordered weighted arithmetic averaging (TrFNNOWAA) operator, trapezoidal fuzzy neutrosophic number hybrid weighted arithmetic averaging (TrFNNHWAA) operator, TOPSIS method, sensitivity analysis

DOI: 10.3233/JIFS-161984

Citation: Journal of Intelligent & Fuzzy Systems, vol. 33, no. 4, pp. 2547-2564, 2017

Authors: Yang, Yangrui | Huang, Qing

Article Type: Research Article

Abstract: Most code search tools seem to yield semantically correct matches, but the search results rarely meet the demands of users perfectly. These results still have to be modified manually. One major reason is that existing tools lack the ability of intent predicting to guess what else a user might do after obtaining the results. In this paper, we propose an intent-enforced code search approach (IECS) that can predict the potential intents for a query before performing code retrieval. Then it expands the query with the intents and applies the Extended Boolean Model to retrieve the relevant results without any subsequent …modification. We implement SnippetGen, a code search tool performing IECS. Compared with CodeHow and Google Code Search (CS), SnippetGen outperforms them by 28.5% with a precision score of 0.846 (i.e., 84.6% of the first returned results are relevant results) when we utilize these tools to perform 70 queries on a codebase consisting of 27K projects downloaded from GitHub. We also perform a controlled experiment by asking 20 participants to complete 3 tasks with SnippetGen and CodeHow. The results confirm the effectiveness of SnippetGen in programming practice. Show more

Keywords: Software reuse, code search, intent predicting, query expansion

DOI: 10.3233/JIFS-161994

Citation: Journal of Intelligent & Fuzzy Systems, vol. 33, no. 4, pp. 2565-2576, 2017

Authors: Javidtash, Navid | Jabbari, Masoud | Niknam, Taher | Nafar, Mehdi

Article Type: Research Article

Abstract: Unlike conventional electrical networks, Microgrids are modern and flexible networks with specific parameters that can work in two modes, connected to general network and island mode. Distributed generations are one of the most important parts of Microgrids, so optimal placement of them requires special analysis because of the impact of placement in different electrical indexes, on the other hand on multi objective optimization a collection of answers will get that is called Pareto front and system operator couldn’t choose one of them. This paper presents a novel mixture of non-dominated sorting genetic algorithm and fuzzy method to minimize four objective …functions such as cost, emission, power losses, and voltage deviation on a typical 34-bus test Microgrid to sizing six distributed generations and system operator can choose the best point between all of the points on Pareto front based on different conditions of operation of the system. Show more

Keywords: NSGA-II, fuzzy, placement, distributed generation, Microgrid

DOI: 10.3233/JIFS-15934

Citation: Journal of Intelligent & Fuzzy Systems, vol. 33, no. 4, pp. 2577-2584, 2017

Authors: Mahmood, Waqas | Nazeer, Waqas | Kang, Shin Min

Article Type: Research Article

Abstract: Rough sets are an emerging mathematical tool in the field of data analysis. The relation between rough sets and algebraic systems (groups, rings and modules etc.) has already been identified. In this paper we studied the lower and upper approximations of a rough set in a quotient group. It can be proved that under certain assumptions the lower approximation is a normal subgroup of the quotient group; however this result is not valid for the upper approximation. We developed several homomorphisms between two lower approximations of the quotient groups.

Keywords: Rough sets, lower approximation, upper approximation, quotient groups, group homomorphisms

DOI: 10.3233/JIFS-162177

Citation: Journal of Intelligent & Fuzzy Systems, vol. 33, no. 4, pp. 2585-2594, 2017

Authors: Soni, Hardik N. | Sarkar, Biswajit | Joshi, Manisha

Article Type: Research Article

Abstract: This paper presents a continuous review inventory model with backorders and lost sales with fuzzy demand and learning considerations. The imprecision in demand is characterized by triangular fuzzy numbers. The triangular fuzzy numbers, counts upon lead time, are used to construct fuzzy lead time demand. It is assumed that the imprecision captured by these fuzzy numbers reduce with time because of learning effect. This implies that the decision maker gathers information about the inventory system and builds up knowledge from the previous shipments. Learning process occurs in setting and estimating the fuzzy parameters to reduce errors and costs. Under these …considerations, the proposed model offers a policy and a solution algorithm to calculate the number of orders and reorder level such that the total annual cost attains a minimum value. The results of the proposed model are compared with the continuous review inventory system with fuzzy demand with or without learning effect. It is shown that learning effect in fuzziness reduces the ambiguity associated with the decision making process. Finally, numerical examples are provided to illustrate the importance of using learning in fuzzy model. The convexity of the total cost function is also proved. Show more

Keywords: Uncertainty, continuous review inventory model, possibilistic mean value, learning in fuzziness

DOI: 10.3233/JIFS-16372

Citation: Journal of Intelligent & Fuzzy Systems, vol. 33, no. 4, pp. 2595-2608, 2017

Authors: Wang, Fengxiao

Article Type: Research Article

Abstract: In this paper, the concepts of interval-valued fuzzy ideals in B-algebras are introduced and investigated some of their properties. The homomorphic inverse image of interval-valued intuitionistic fuzzy ideals are studied. The intersection and Cartesian product of interval-valued fuzzy ideals in B-algebras are discussed.

Keywords: B-algebra, interval-valued fuzzy ideals, homomorphic image, intersection

DOI: 10.3233/JIFS-17053

Citation: Journal of Intelligent & Fuzzy Systems, vol. 33, no. 4, pp. 2609-2615, 2017

Authors: Guo, Xiaobin | Han, Yanlong

Article Type: Research Article

Abstract: The paper considers the general dual fuzzy matrix equation A X ˜ + B ˜ = C X ˜ + D ˜ in a complete matrix method. We firstly introduce the fuzzy matrix and its operation with crisp number. Then we convert the dual fuzzy matrix equation to a model which is a crisp function matrix equation. The fuzzy approximate solution of dual fuzzy matrix equation is obtained by solving the model. The existence condition of the strong fuzzy solution is also discussed. In addition, we investigate the LR dual fuzzy …matrix equation by the same way. Finally, some examples are given to illustrate our proposed method. Show more

Keywords: Fuzzy numbers, fuzzy numbers matrix, dual fuzzy matrix equations, fuzzy approximate solutions

DOI: 10.3233/JIFS-17072

Citation: Journal of Intelligent & Fuzzy Systems, vol. 33, no. 4, pp. 2617-2629, 2017