Search

Abstract: In this paper, a hybrid model which combines Extended Kalman Filter (EKF) and Genetic Programming (GP) for forecasting of water demand in Tehran is developed. The initial goal of the current work is forecasting monthly water demand using GP for achieving an explicit optimum formula. In the proposed model, the EKF is applied to infer latent variables in order to make a forecasting based on GP results of water demand. The available dataset includes monthly water consumption of Tehran, the capital of Iran, from 1992 to 2002. Five best formulas based on GP results on this dataset are presented. In these models, the first five to three lags of observed water demand are used as probable and independent inputs. For each model, sensitivity of the results for each input is measured mathematically. A model with the most compatibility of the computed versus the observed water demand is used for filtering based on EKF method. Results of GP and hybrid models of EKFGP demonstrate the visible effect of observation precision on water demand prediction. These results can help decision makers of water resources to reduce their risks of online water demand forecasting and optimal operation of urban water systems. [Copyright &y& Elsevier]

Abstract: The key issue for decision making in stock trading is selection of the right stock at the right time. In order to select the superior stocks (alternatives) for investment, a finite number of alternatives have to be ranked considering several and sometimes conflicting criteria that often are vague and have uncertainty conditions. Therefore, we are faced with a special Multiple Criteria Decision Making (MCDM) problem. The purpose of this paper is to develop a fuzzy expert system for selecting superior stocks in order to encounter the uncertainty of stock portfolio recommendation and model the recommendation rules which experts at Tehran Stock Exchange (TSE) use for portfolio recommendation. The results of implementing the designed fuzzy expert system at TSE were affirmative. [Copyright &y& Elsevier]

Abstract: The well-known fuzzy rule-based Takagi–Sugeno–Kang (TSK) model is combined with a set of fuzzy regressions (FR) to investigate the impact of the climate change on the electricity consumption duration. The electricity demand forecasts in the short-terms have a vital application in electricity markets. Knowing that the energy is a product of the relation between the climate change and the average consumption duration of the peak load. The paper introduces a type III TSK fuzzy inference machine combined with a set of linear and nonlinear fuzzy regressors in the consequent part to model effects of the climate change on the electricity demand. However, a simplified version of the model is applied to daily data of the average temperature in Tehran, 2004. First, based on an initially fitted nonlinear curve, an optimization model is employed to cluster data into three groups of cold, temperate and hot. The fuzzy data have been expanded to reduce the temperature volatile property. Then the relation is estimated by the fuzzy regressions in company with the TSK model. Numerical results show high efficiency of the proposed combined fuzzy model, as well as a minor decrease in the average absolute error. [Copyright &y& Elsevier]