FUZZY CLUSTERING ANALYSIS OF A CLASS OF STOCHASTIC SYSTEMS

Yong-guang Zhang, Masanori Sugisaka · Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications · 1995

In this paper we considered a time series which comes from multiple population. There is not any probability distribution information of the populations. We aim to classify the each samples or fuzzy prediction. Artificial neural network is a very useful tool to solve this problem. Based on the classification a invented probabilistic structure was established to give some fuzzy prediction or control. We showed two applications: one is the classification of Japanese chestnut in a food -making plant; another is for the prediction of stock price fluctuation.

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