PRICING BRAZILIAN EXCHANGE RATE OPTIONS USING AN ADAPTIVE NETWORK-BASED FUZZY INFERENCE SYSTEM

2011 ◽  
Vol 16 (02) ◽  
Author(s):  
Leandro S. Maciel
2021 ◽  
pp. 004051752110205
Author(s):  
Xueqing Zhao ◽  
Ke Fan ◽  
Xin Shi ◽  
Kaixuan Liu

Virtual reality is a technology that allows users to completely interact with a computer-simulated environment, and put on new clothes to check the effect without taking off their clothes. In this paper, a virtual fit evaluation of pants using the Adaptive Network Fuzzy Inference System (ANFIS), VFE-ANFIS for short, is proposed. There are two stages of the VFE-ANFIS: training and evaluation. In the first stage, we trained some key pressure parameters by using the VFE-ANFIS; these key pressure parameters were collected from real try-on and virtual try-on of pants by users. In the second stage, we evaluated the fit by using the trained VFE-ANFIS, in which some key pressure parameters of pants from a new user were determined and we output the evaluation results, fit or unfit. In addition, considering the small number of input samples, we used the 10-fold cross-validation method to divide the data set into a training set and a testing set; the test accuracy of the VFE-ANFIS was 94.69% ± 2.4%, and the experimental results show that our proposed VFE-ANFIS could be applied to the virtual fit evaluation of pants.


2011 ◽  
Vol 383-390 ◽  
pp. 1062-1070
Author(s):  
Adeel H. Suhail ◽  
N. Ismail ◽  
S.V. Wong ◽  
N.A. Abdul Jalil

The selection of machining parameters needs to be automated, according to its important role in machining process. This paper proposes a method for cutting parameters selection by fuzzy inference system generated using fuzzy subtractive clustering method (FSCM) and trained using an adaptive network based fuzzy inference system (ANFIS). The desired surface roughness (Ra) was entered into the first step as a reference value for three fuzzy inference system (FIS). Each system determine the corresponding cutting parameters such as (cutting speed, feed rate, and depth of cut). The interaction between these cutting parameters were examined using new sets of FIS models generated and trained for verification purpose. A new surface roughness value was determined using the cutting parameters resulted from the first steps and fed back to the comparison unit and was compared with the desired surface roughness and the optimal cutting parameters ( which give the minimum difference between the actual and predicted surface roughness were find out). In this way, single input multi output ANFIS architecture presented which can identify the cutting parameters accurately once the desired surface roughness is entered to the system. The test results showed that the proposed model can be used successfully for machinability data selection and surface roughness prediction as well.


2020 ◽  
Vol 11 (1) ◽  
pp. 203
Author(s):  
Primož Jelušič ◽  
Andrej Ivanič ◽  
Samo Lubej

Efforts were made to predict and evaluate blast-induced ground vibrations and frequencies using an adaptive network-based fuzzy inference system (ANFIS), which has a fast-learning capability and the ability to capture the non-linear response during the blasting process. For this purpose, the ground vibrations generated by the blast in a tunnel tube were monitored at a residential building located directly above the tunnel tube. To investigate the usefulness of this approach, the prediction by the ANFIS was also compared to those by three of the most commonly used vibration predictors. The efficiency criteria chosen for the comparison between the predicted and actual data were the sum of squares due to error (SSE), the root mean squared error (RMSE), and the goodness of fit (R-squared and adjusted R-squared). The results show that the ANFIS prediction model performs better than the commonly used predictors.


2013 ◽  
Vol 385-386 ◽  
pp. 1411-1414 ◽  
Author(s):  
Xue Bo Jin ◽  
Jiang Feng Wang ◽  
Hui Yan Zhang ◽  
Li Hong Cao

This paper describes an architecture of ANFIS (adaptive network based fuzzy inference system), to the prediction of chaotic time series, where the goal is to minimize the prediction error. We consider the stock data as the time series. This paper focuses on how the stock data affect the prediction performance. In the experiments we changed the number of data as input of the ANFIS model, the type of membership functions and the desired goal error, thereby increasing the complexity of the training.


2015 ◽  
Vol 203 (4) ◽  
pp. 516-526 ◽  
Author(s):  
Ariane Silva Mota ◽  
Mauro Renault Menezes ◽  
Jones Erni Schmitz ◽  
Thiago Vaz da Costa ◽  
Flávio Vasconcelos da Silva ◽  
...  

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