IDEAS home Printed from https://ideas.repec.org/a/spr/joinma/v28y2017i3d10.1007_s10845-014-1004-6.html
   My bibliography  Save this article

Credibilistic clustering algorithms via alternating cluster estimation

Author

Listed:
  • Jian Zhou

    (Shanghai University)

  • Qina Wang

    (Shanghai University)

  • Chih-Cheng Hung

    (Anyang Normal University
    Southern Polytechnic State University)

  • Fan Yang

    (Shanghai University)

Abstract

Credibilistic clustering is a new clustering method using the credibility measure in fuzzy clustering. Zhou et al. (2014) presented the clustering model of credibilistic clustering together with a credibilistic clustering algorithm for solving the optimization model. In this paper, a further investigation on credibilistic clustering is made. Within the solution architecture of alternating cluster estimation, a family of general credibilistic clustering algorithms are designed for solving the credibilistic clustering model. Moreover, a new credibilistic clustering algorithm is recommended for the real applications. Numerical examples based on randomly generated data sets and real data sets are presented to illustrate the performance and effectiveness of the credibilistic clustering algorithms from different aspects. Results comparing with the fuzzy $$c$$ c -means algorithm and the possibilistic clustering algorithms show that the proposed credibilistic clustering algorithms can survive from the coincident problem and the noisy environments, and provide the clustering results with high overall accuracy.

Suggested Citation

  • Jian Zhou & Qina Wang & Chih-Cheng Hung & Fan Yang, 2017. "Credibilistic clustering algorithms via alternating cluster estimation," Journal of Intelligent Manufacturing, Springer, vol. 28(3), pages 727-738, March.
  • Handle: RePEc:spr:joinma:v:28:y:2017:i:3:d:10.1007_s10845-014-1004-6
    DOI: 10.1007/s10845-014-1004-6
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s10845-014-1004-6
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.

    File URL: https://libkey.io/10.1007/s10845-014-1004-6?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Chee-Heong Quah, 2014. "Revisiting business cycles in the Eurozone: A fuzzy clustering and discriminant approach," Acta Oeconomica, Akadémiai Kiadó, Hungary, vol. 64(2), pages 161-180, June.
    2. Chee-Heong Quah, 2014. "Clustering eurozone cycles," Quality & Quantity: International Journal of Methodology, Springer, vol. 48(6), pages 3447-3462, November.
    3. Li, Xiang & Qin, Zhongfeng & Kar, Samarjit, 2010. "Mean-variance-skewness model for portfolio selection with fuzzy returns," European Journal of Operational Research, Elsevier, vol. 202(1), pages 239-247, April.
    4. Li, Xiang & Lo, Hong K., 2014. "An energy-efficient scheduling and speed control approach for metro rail operations," Transportation Research Part B: Methodological, Elsevier, vol. 64(C), pages 73-89.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Ahlborn, Markus & Wortmann, Marcus, 2018. "The core‒periphery pattern of European business cycles: A fuzzy clustering approach," Journal of Macroeconomics, Elsevier, vol. 55(C), pages 12-27.
    2. Chee-Heong Quah, 2016. "Germany versus the United States: Monetary Dominance in the Eurozone," Economies, MDPI, vol. 4(2), pages 1-16, April.
    3. Chee-Heong Quah, 2017. "Exchange Rate Fixation between US, China, Japan and Eurozone," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 11(2), pages 99-120, May.
    4. Gupta, Pankaj & Mittal, Garima & Mehlawat, Mukesh Kumar, 2013. "Expected value multiobjective portfolio rebalancing model with fuzzy parameters," Insurance: Mathematics and Economics, Elsevier, vol. 52(2), pages 190-203.
    5. Siamak Goudarzi & Mohammad Javad Jafari & Amir Afsar, 2017. "A Hybrid Model for Portfolio Optimization Based on Stock Clustering and Different Investment Strategies," International Journal of Economics and Financial Issues, Econjournals, vol. 7(3), pages 602-608.
    6. Valeria V. Lakshina, 2019. "Do Portfolio Investors Need To Consider The Asymmetry Of Returns On The Russian Stock Market?," HSE Working papers WP BRP 75/FE/2019, National Research University Higher School of Economics.
    7. Quah Chee-Heong, 2019. "China’s Dollar-linked Hong Kong during the Global Crisis," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, vol. 38(67), pages 95-121, February.
    8. Cheng Gong & Shiwen Zhang & Feng Zhang & Jianguo Jiang & Xinheng Wang, 2014. "An Integrated Energy-Efficient Operation Methodology for Metro Systems Based on a Real Case of Shanghai Metro Line One," Energies, MDPI, vol. 7(11), pages 1-25, November.
    9. Zhan, Shuguang & Wang, Pengling & Wong, S.C. & Lo, S.M., 2022. "Energy-efficient high-speed train rescheduling during a major disruption," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 157(C).
    10. Mohamed El Hedi Arouri & Christophe Rault & Ana Maria Sova & Robert Sova & Frédéric Teulon, 2013. "Market Structure and the Cost of Capital," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00798048, HAL.
    11. Xiaowen Wang & Zhuang Xiao & Mo Chen & Pengfei Sun & Qingyuan Wang & Xiaoyun Feng, 2020. "Energy-Efficient Speed Profile Optimization and Sliding Mode Speed Tracking for Metros," Energies, MDPI, vol. 13(22), pages 1-29, November.
    12. Luan, Xiaojie & Wang, Yihui & De Schutter, Bart & Meng, Lingyun & Lodewijks, Gabriel & Corman, Francesco, 2018. "Integration of real-time traffic management and train control for rail networks - Part 2: Extensions towards energy-efficient train operations," Transportation Research Part B: Methodological, Elsevier, vol. 115(C), pages 72-94.
    13. Lakshina, Valeriya, 2020. "Do portfolio investors need to consider the asymmetry of returns on the Russian stock market?," The Journal of Economic Asymmetries, Elsevier, vol. 21(C).
    14. Mo Chen & Zhuang Xiao & Pengfei Sun & Qingyuan Wang & Bo Jin & Xiaoyun Feng, 2019. "Energy-Efficient Driving Strategies for Multi-Train by Optimization and Update Speed Profiles Considering Transmission Losses of Regenerative Energy," Energies, MDPI, vol. 12(18), pages 1-25, September.
    15. Briec, Walter & Kerstens, Kristiaan & Van de Woestyne, Ignace, 2011. "Portfolio Selection with Skewness: A Comparison and a Generalized Two Fund Separation Result," Working Papers 2011/09, Hogeschool-Universiteit Brussel, Faculteit Economie en Management.
    16. Benita, Francisco & López-Ramos, Francisco & Nasini, Stefano, 2019. "A bi-level programming approach for global investment strategies with financial intermediation," European Journal of Operational Research, Elsevier, vol. 274(1), pages 375-390.
    17. Zhang, Chi & Zeng, Guohong & Wu, Jian & Wei, Shaoyuan & Zhang, Weige & Sun, Bingxiang, 2023. "Integrated optimization of driving strategy and energy management for hybrid diesel multiple units," Energy, Elsevier, vol. 281(C).
    18. Wang, Jinghui & Rakha, Hesham A., 2017. "Electric train energy consumption modeling," Applied Energy, Elsevier, vol. 193(C), pages 346-355.
    19. Briec, Walter & Kerstens, Kristiaan & Van de Woestyne, Ignace, 2013. "Portfolio selection with skewness: A comparison of methods and a generalized one fund result," European Journal of Operational Research, Elsevier, vol. 230(2), pages 412-421.
    20. Jianqiang Liu & Nan Zhao, 2017. "Research on Energy-Saving Operation Strategy for Multiple Trains on the Urban Subway Line," Energies, MDPI, vol. 10(12), pages 1-19, December.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:joinma:v:28:y:2017:i:3:d:10.1007_s10845-014-1004-6. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.