Keywords: fuzzy regression, membership function, optimal design of experiment, the criterion of optimality
OPTIMAL DESING OF THE EXPERIMENT WITH THE ACTIVE IDENTIFICATION OF FUZZY LINEAR REGRESSION MODELS
UDC 519.242
DOI: 10.26102/2310-6018/2019.24.1.020
The problem of constructing linear regression models with respect to parameters and factors for the case of sufficiently wide ranges of variable variation is considered. It is proposed to use fuzzy linear regression models to restore the dependencies. The problem of a priori optimal experiment planning for fuzzy linear regression model’s identification is considered. At the same time, the area of determining the acting factors is divided into 2-3 fuzzy partitions. This model representation provides the restoration of dependencies which differ in different parts of the region determination of the input variables. The problem of construction and optimal planning of the experiment is formulated. A numerical algorithm in the form of gradient descent is used to construct optimal plans. The effectiveness of the obtained solutions is controlled by the implementation of the necessary and sufficient conditions of optimality. The problem of constructing an optimal plan is considered for the case of one and two factors with the number of fuzzy partitions 2 and 3. The analysis of the characteristics of optimal plans depending on the width of the intersection zone of fuzzy partitions is carried out. It is noted that with a decrease in the zone of intersection of fuzzy partitions, the efficiency of optimal plans increases, which affects the reduction of the determinants of dispersion matrices and their trace. Other characteristic features of the synthesized-optimal plans are noted. The conclusion is made about the efficiency of active identification of fuzzy linear regression models
1. Denisov V.I. Matematicheskoe obespechenie sistemy EHVM – ehksperimentator. – M.: Nauka, 1977. – 252 s.
2. Denisov V.I., Popov A.A. Paket programm optimal'nogo planirovaniya ehksperimenta. – M.: Finansy i statistika, 1986. – 159 s.
3. Krug G.K. Sosulin Y.A. Fatuev V.A. Planirovanie ehksperimenta v zadachah identifikacii i ehkstrapolyacii. – M. Nauka 1977. – 208 s.
4. Matematicheskaya teoriya optimal'nogo planirovaniya ehksperimenta/ Pod. red. S.M. Ermakova. M.: Nauka, 1983. 392 s.
5. Nalimov V.V., Golikova T.I. Logicheskie osnovaniya planirovaniya ehksperimenta. M.: Metallurgiya, 1981. 151 s.
6. Fedopov V.V. Teopiya optimal'nogo planipovaniya ehkspepimenta. – M.: Hauka, 1971. – 312 s.
7. Popov A.A. Optimal'noe planirovanie ehksperimenta v zadachah strukturnoj i parametricheskoj identifikacii modelej mnogofaktornyh sistem: monografiya / A.A. Popov. – Novosibirsk: Izd-vo NGTU, 2013. – 296 s.
8. Popov A.A., Sautin A.S. Opredelenie parametrov algoritma opornyh vektorov pri reshenii zadachi postroeniya regressii // Sbornik nauchnyh trudov NGTU. Novosibirsk. – 2008. –№2(52). –S. 35–40.
9. Popov A.A., Sautin A.S. Selection of support vector machines parameters for regression using nested grids // The Third International Forum on Strategic Technology. Novosibirsk, 2008. pp. 329–331.
10. Popov A.A., Boboev SH.A. Postroenie regressionnyh zavisimostej s ispol'zovaniem kvadratichnoj funkcii poter' v metode opornyh vektorov // Sbornik nauchnyh trudov Novosibirskogo gosudarstvennogo tekhnicheskogo universiteta. –2015. –№ 3 (81). –S. 69–78.
11. Takagi T., Sugeno M. Fuzzy Identification of Systems and Its Applications to Modeling and Control. IEEE Trans. on Systems, Man and Cybernetics. 1985. V. 15. No. 1. pp. 116–132.
12. R. Babuska. Fuzzy Modelling for Control. London. Boston: Kluwer Academic Publishers, 1998. – 257 P.
13. John H. Lilly. Fuzzy Control and Identification. Wiley, 2010. –231 P.
14. A. Pegat. Nechetkoe modelirovanie i upravlenie. Per. s angl. -2-e izd. Moskva: Izd-vo Binom, 2013. —798 s.
15. Popov A. A. Regressionnoe modelirovanie na osnove nechetkih pravil / A. A. Popov // Sbornik nauchnyh trudov NGTU, Novosibirsk: Izd-vo NGTU, 2000 N2(19). - S. 49-57.
16. Popov A.A., Bykhanov K.V. Modeling volatility of time series using fuzzy GARCH models / Proceedings - 9th Russian-Korean International Symposium on Science and Technology, KORUS-2005 sponsors: Novosibirsk State Technical University. Novosibirsk, 2005. – pp. 687-692.
17. Popov A. A. Postroenie derev'ev reshenij dlya prognozirovaniya kolichestvennogo priznaka na klasse logicheskih funkcij ot lingvisticheskih peremennyh / A. A. Popov // Nauchnyj vestnik NGTU. –2009. – № 3 (36). – S. 77–86.
18. Popov A. A. Konstruirovanie diskretnyh i nepreryvno-diskretnyh modelej regressionnogo tipa / A. A. Popov // Sbornik nauchnyh trudov NGTU. – 1996. – Vyp. 1. – S. 21–30.
19. Popov A.A. Posledovatel'nye skhemy postroeniya optimal'nyh planov ehksperimenta // Sb. nauchnyh trudov NGTU. Novosibirsk,1995. Vyp. 1. S. 39–44.
20. Popov A.A. Posledovatel'nye skhemy sinteza optimal'nyh planov ehksperimenta // Doklady Akademii nauk vysshej shkoly Rossii. –2008. –№ 1 (10). –S. 45–55.
Keywords: fuzzy regression, membership function, optimal design of experiment, the criterion of optimality
For citation: Popov A.A. OPTIMAL DESING OF THE EXPERIMENT WITH THE ACTIVE IDENTIFICATION OF FUZZY LINEAR REGRESSION MODELS. Modeling, Optimization and Information Technology. 2019;7(1). URL: https://moit.vivt.ru/wp-content/uploads/2019/01/Popov_1_19_1.pdf DOI: 10.26102/2310-6018/2019.24.1.020 (In Russ).
Published 31.03.2019