Upload
dinhkhanh
View
213
Download
0
Embed Size (px)
Citation preview
Data Engineering
Fuzzy Mathematics in
System Theory and Data Analysis
Olaf Wolkenhauer
Control Systems Centre
UMIST
www.csc.umist.ac.uk/people/wolkenhauer.htm
2
Introduction
General Issues:
✘ Teaching
✘ Lecture Notes [1]
✘ Recommended Literature
✘ Internet Resources
✘ Examination
✘ Questions
�� �� � � Back View
3
Motivation
We see an ever-increasing move toward inter andtrans- disciplinary attacks upon problems in thereal world.
The system scientist has a central role to play inthis new order, and that role is to first of all un-derstand ways and means of how to encode thenatural world into “good” formal structures.
�� �� � � Back View
4
Data Engineering
.. and the rest of the world:
� Statistics
� System Theory
� Pattern Recognition
� Data Mining
� Soft Computing
Why...?
�� �� � � Back View
5
What has changed..
✘ Data:� Imprecise, fuzzy, random.� Sparse, and large data sets.
✘ Systems:� Nonlinearity.� Complexity.
✘ Methodologies:� Learning.� Strategy.
✘ Technology:� Computer Power.� Database- and Web-Technology.� Imaging.
�� �� � � Back View
6
Data Engineering
.. is reasoning about data:
1. Decision Making... a unified framework forprediction, control, prioritisation, classification.
2. System Theory... the conceptual framework: systems as graphs.
3. Learning from Data... matching data with models.
4. Uncertainty Techniques... being precise about uncertainty.
�� �� � � Back View
7
Prediction Control Prioritisation Classification
DECISION MAKING
MODELING
...quantitative ...qualitative
Multivariate Analysis Rule-Based Reasoning
Data Information
SYSTEM, PROCESS
�� �� � � Back View
8
Data Engineering: Decision Making
future state x(k + 1)
X
current state x(k)
X
class C
P(E)
event e
E
control action u(k + 1)
U
error e(k)
E
priorities, schedule
P
alternatives
A
a1 a2 a3
1 2 3
Forecasting Fault-Detectionand Diagnosis
Feeback- andAnticipatory Systems Maintenance
PREDICTION CLASSIFICATION CONTROL PRIORITISATION
DECISION MAKING
�� �� � � Back View
9
Data Engineering: System Theory
System Analysis
Fact Explanation:
{theory, data} → singular factual statement
Descriptive Data Analysis
Law Explanation:
{theory, subsidiary assumption(s), data} → law
Inferential Formal Modelling
�� �� � � Back View
10
Data Engineering: The Modelling Relation
Phenomenal World Mathematical World
causal entailment inferential entailment
ambience the self
NATURALSYSTEM
FORMALSYSTEM
decoding
encoding
Natural Law
propositions, axioms,production rules,
algorithms.
components, functionphenomena,organisation.
�� �� � � Back View
11
Data Engineering: Learning from Data
DECISION MAKING
FORMAL MODELM
EXPERIMENTATION
SYSTEM, PROCESSS IDENTIFICATION
enco
ding
y = f (·)
control
prioritisation
forecasting,classification
E[·]
observation ξ(·)
parametersθ
data M
�� �� � � Back View
12
Course Outline
Data, Systems, and Uncertainty:
� System Theory
� Uncertainty Techniques
� Learning from Data
� Clustering, Classification
� Fuzzy Systems Identification
� Fuzzy Mathematics
� Fuzzy Systems
�� �� � � Back View
13
System Theory:
� The Modelling Relation.
� Observables.
� Representation of (dynamic) systems bymappings (as sets - graphs).
� Classical Modelling: differential equations,state-space modelling.
�� �� � � Back View
14
Uncertainty Techniques:
� The Expectation Operator.
� Descriptive Statistics.
� The Least-Squares Criterion.
� Linear Regression.
� Maximum Likelihood Estimation.
� Stochastic Processes, Kalman-Bucy Filtering.
�� �� � � Back View
15
Learning from Data:
� System Identification.
� The Probabilistic Perspective.
� Basis Function Approximation.
� Kernel Density Estimation.
�� �� � � Back View
16
Clustering:
� Pattern Recognition.
� Hard c-Means Algorithm.
� Fuzzy c-Means Algorithm.
� Gustavson-Kessel Algorithm.
..with application to
� Classification.
� System Identification.
�� �� � � Back View
17
Fuzzy Systems Identification:
� Fuzzy Systems Model Structures.
� Parameter Identification.
� Takagi-Sugeno Modelling.
� Switching Regression Models.
� Forecasting.
� Control.
�� �� � � Back View
18
Fuzzy Mathematics:
� Fuzzy Sets.
� Fuzzy Logic.
� Fuzzy Relations: Similarity Relations.
� Possibility Theory.
� Approximate Reasoning.
�� �� � � Back View
19
Fuzzy Systems:
� Fuzzy Inference Engines.
� Fuzzy Classification.
� Fuzzy Control.
�� �� � � Back View
20
Internet Resources
1. Control Systems Centre : http://www.csc.umist.ac.uk/
2. Principia Cybernetica : http://pespmc1.vub.ac.be/
3. Pattern Recognition Information :http://www.ph.tn.tudelft.nl/PRInfo/
4. Support Vector Machines : http://svm.first.gmd.de/
5. NFS Group Magdeburg : http://fuzzy.cs.uni-magdeburg.de/
6. BISC - The Berkeley Initiative in Soft Computing :http://www.cs.berkeley.edu/Research/Projects/Bisc/
...
�� �� � � Back View
21
Internet Resources
1. Virtual Laboratories in Probability and Statistics :http://www.math.uah.edu/stat/
2. Probability Net : http://www.probability.net/
3. WWW Virtual Libraries :
• Systems and Control :http://www-control.eng.cam.ac.uk/
• Mathematics :http://euclid.math.fsu.edu/Science/math.html
4. The MathWorks : http://www.mathworks.com/
5. Wolfram Research : http://www.wri.com/
�� �� � � Back View
22
Recommended Literature
Fuzzy Mathematics:
1. Babuska, R. : Fuzzy Modelling for Control. Kluwer, 1998.See http://lcewww.et.tudelft.nl/.
2. Dubois, D. and Prade,H. : Fuzzy Sets and Systems. AcademicPress, 1980.
3. Kruse, et.al. : Foundations of Fuzzy Systems. Wiley, 1994.
4. Nguyen, H.T. and Walker, E.A. : A First Course in Fuzzy Logic.CRC Press, 1997.
5. Pedrycz, W. : Fuzzy Control and Fuzzy Systems. RSP, 1993.
6. Wang, L.-X. : A Course in Fuzzy Systems and Control.Prentice Hall, 1997.
7. Zimmermann, H.-J. : Fuzzy Set Theory. Kluwer, 1996.
...
�� �� � � Back View
23
Recommended Literature
Probability Theory, Statistical Inference:
1. Freedman, D. and Pisani, R. and Purves, R. : Statistics.Norton, 1997.
2. Larsen, H. : Introduction to Probability Theory and StatisticalInference. Wiley.
3. Papoulis, A. : Probability, Random Variables, and StochasticProcesses. McGraw Hill.
�� �� � � Back View
24
References
[1] Wolkenhauer, O. : Data Engineering.http://www.csc.umist.ac.uk/people/wolkenhauer.htm. 2
�� �� � � Back View