blind source separation technique separates mixed signals blindly without any information on the mixing system. in this paper, we have used two evolutionary algorithms, namely, genetic algorithm and particle swarm optimization for blind source separation. in these techniques a novel fitness function that is based on the mutual information and high order statistics is proposed. in order to evalu...

In the past two decades, many forecasting models based on the concepts of fuzzy time series have been proposed for dealing with various problem domains. In this paper, we present a novel model to forecast enrollments and the close prices of stock based on particle swarm optimization and generalized fuzzy logical relationships. After that some concepts of the generalized fuzzy logical relationsh...

We are developing a prototype intelligent intrusion detection system (IIDS) to demonstrate the effectiveness of data mining techniques that utilize fuzzy logic and genetic algorithms. This system combines both anomaly based intrusion detection using fuzzy data mining techniques and misuse detection using traditional rule-based expert system techniques. The anomaly-based components are developed...

Image filtering, which removes or reduces noise from contaminated images, is an important task in image processing. This study deals with evolutionary design of image filters that can be implemented on evolvable hardware platforms using fuzzy noise models. Two fuzzy sets, similarity and divergence, are defined for classifying noise. Three filtering modules for pixels with various degrees of noi...

The jamor purpose of the present research is to predict the total stock market index of Tehran Stock Exchange, using a combined method of Wavelet transforms, Fuzzy genetics, and neural network in order to predict the active participations of finance market as well as macro decision makers.To do so, first the prediction was made by neural network, then a series of price index was decomposed by w...

In today’s competitive markets, prediction of financial variables has become a critical issue. Especially in stock market analysis where a wrong prediction may result in a big loss in terms of time and money, having a robust prediction is a crucial issue. To model the chaotic, noisy, and evolving behavior of stock market data, new powerful methods should be developed. Soft Computing methods hav...

Most of existing fuzzy forecasting models partition historical training time series into fuzzy time series and build fuzzy-trend logical relationship groups to generate forecasting rules. The determination process of intervals is complex and uncertainty. In this paper, we present a novel fuzzy forecasting model based on high-order fuzzy-fluctuation trends and the fuzzy-fluctuation logical relat...

This paper studies volatility forecasting in the financial stock market. In general, stock market volatility is time-varying and exhibits clustering properties. Thus, this paper presents the results of using a fuzzy system method to analyze clustering in generalized autoregressive conditional heteroskedasticity (GARCH) models. It also uses the adaptive method of recursive least-squares (RLS) to...

This paper shows how a small number of simple fuzzy if-then rules can be selected for pattern classi-cation problems with many continuous attributes. Our approach consists of two phases: candidate rule generation by rule evaluation measures in data mining and rule selection by multi-objective evolutionary algorithms. In our approach, -rst candidate fuzzy if-then rules are generated from numeric...