NEURO-FUZZY BSP HIERARCHICAL SYSTEM FOR TIME FORECASTING AND FUZZY RULE EXTRACTION DOR DATA MINING APPLICATONS / SISTEMA NEURO-FUZZY HIERÁRQUICO BSP PARA PREVISÃO E EXTRAÇÃO DE REGRAS FUZZY EM APLICAÇÕES DE DATA MINING

AUTOR(ES)
DATA DE PUBLICAÇÃO

2000

RESUMO

This dissertation investigates the use of a Neuro-Fuzzy Hierarchical system for time series forecasting and fuzzy rule extraction for Data Mining applications. The objective of this work was to extend the Neuro-Fuzzy BSP Hierarchical model for the classification of registers and time series forecasting. The process of classification of registers in the Data Mining context consists of extracting association rules that best characterise, through its accuracy and coverage measures, a certain group of registers of database (DB). The time series forecasting other common task in Data Mining, has a main objective to foresee the behavior of a time series in the instant t+k (k>=1). The work consisted of 5 main stages: to elaborate a survey of the main systems and the most common models in Data Mining applications; to evaluate the performance of the original NFHB system in Data Mining applicatons; to develop an extension of the NFHB model dedicated to the classification of registers in a DB; to develop a new Neuro-Fuzzy Genetic hybrid model for the automatic adjustment of the parameters of the system for time series forecasting applicatons; and the case estudies. The study of the area resulted in a survey of the main Data Mining models. The most common methods used in Data Mining application are presented such as: neural nets, crisp and fuzzy decision trees, genetic algorithms, statistics and neuro-fuzzy systems. In the stage of evaluation of the original NFHB model, it verified that besides the traditional learning of the parameters, common to the neural nets and the neuro-fuzzy systems, the model possesses the following characteristics: learning of the structure; recursive partitioning; larger number of inputs than usually found on the neuro-fuzzy systems; rule with hierarchy; which are characteristics adapted for Data Mining applications. However the rule extraction process and attributes selection are not appropriate for this type of applications, as well as the excessive complexity of the tuning of the model for time series forecasting applicatons. An extension of the original NFHB model was then proposed for applicatons of classification of registers in the Data Mining context, where the main objective in the extraction of information in form of interpratable rules. It was necessary to modify the attributes selection and the original rule extraction process. The Takagi-Sugeno fuzzy system of the original NFHB model supplies inadequate rules, from the Data Mining point of view. The new NFHB models, endowed with necessary modifications, showed good performance in extracting valid fuzzy rules that describe the information contained in the database. The evaluation metrics, usually used to analyse crips rules (If x1 is <14.3 and), as coverage and accuracy, were modified to be applied to the evaluation of the fuzzy rules (If x1 is Low and) extracted from the NFHB system after the learning process. The amount and quality of the extracted rules are important points of the systems dedicated for Data Mining applicatons, where the target is to obtain the smallest number of rules and of the best quality. In that sense, the input selection strategies were implemented (Static and Adaptive), using different evaluation measures as Entropy and the jang algorithm. A new genetic neuro-fuzzy hybrid model for time series forecasting was created to solve the problem of the excessive complexity of the model tuning, which comprises more than 15 parameters. A new model wes proposed, a genetic neuro-fuzzy hybrid, model capable to develop and to obtain an appropriate set of parameters for the forecasting of time series. The new hybrid, model capable to develop and to obtain an appropriate set of parameters for the forecasting of time series. The new hybrid model presented good results with different types of series. A tool based on the NFHB model was developed for classification and forecasting applications. Th

ASSUNTO(S)

extracao de regras data mining previsao extraction of rules classificacao neuro-fuzzy systems sistemas neuro-fuzzy forecasting classification mineracao de dados

ACESSO AO ARTIGO

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