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Applied Soft Computing 8 (2008) 1178–1188

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Fuzzy functions with LSE

I. Burhan Türkşen a,b,*
a
Head Department of Industrial Engineering, TOBB-Economy and Technology University, Sögütözü Cad. No. 43,
Sögütözü 06560, Ankara, Turkey
b
Director-Knowledge/Intelligence Systems Laboratory, Department of Mechanical & Industrial Engineering,
University of Toronto, Toronto, Ontario M5S 3G8, Canada
Received 21 February 2007; accepted 23 February 2007
Available online 23 December 2007

Abstract
‘‘Fuzzy Functions’’ are proposed to be determined by the least squares estimation (LSE) technique for the development of fuzzy system models.
These functions, ‘‘Fuzzy Functions with LSE’’ are proposed as alternate representation and reasoning schemas to the fuzzy rule base approaches.
These ‘‘Fuzzy Functions’’ can be more easily obtained and implemented by those who are not familiar with an in-depth knowledge of fuzzy theory.
Working knowledge of a fuzzy clustering algorithm such as FCM or its variations would be sufficient to obtain membership values of input vectors.
The membership values together with scalar input variables are then used by the LSE technique to determine ‘‘Fuzzy Functions’’ for each cluster
identified by FCM. These functions are different from ‘‘Fuzzy Rule Base’’ approaches as well as ‘‘Fuzzy Regression’’ approaches. Various
transformations of the membership values are included as new variables in addition to original selected scalar input variables; and at times, a
logistic transformation of non-scalar original selected input variables may also be included as a new variable. A comparison of ‘‘Fuzzy Functions-
LSE’’ with Ordinary Least Squares Estimation (OLSE)’’ approach show that ‘‘Fuzzy Function-LSE’’ provide better results in the order of 10% or
better with respect to RMSE measure for both training and test cases of data sets.
# 2008 Elsevier B.V. All rights reserved.

Keywords: Fuzzy functions; Rule bases; Membership values; Transformations; Input–output variables; Scalar and non-scalar; Reasoning; Least squares; Logistic

1. Introduction The proposed Fuzzy Functions-LSE (FF-LSE), are formed

Fuzzy Functions, for short, FF, are proposed for the structure
identification of system models and reasoning with them. These
fuzzy functions can be determined by any function identifica-
tion method such as least squares’ estimates, LSE, maximum
likelihood estimates, MLE, support vector machine estimates,
SVM, etc. Here we discuss only the Fuzzy Functions with Least
Squares’ Estimates (FF-LSE). In a future work, we plan to
discuss Fuzzy Functions with Support Vector Machines (FF-
SVM). Furthermore, we discuss only the Type 1 Fuzzy
Functions. Our work on Type 2 Fuzzy Functions is planned to
follow in the future.
* Correspondence address: Head Department of Industrial Engineering,
TOBB-Economy and Technology University, Sögütözü Cad. No. 43, Sögütözü
06560, Ankara, Turkey. Tel.: +90 312 292 4068/+1 416 978 1278;
fax: +90 312 292 4092.
E-mail addresses: bturksen@etu.edu.tr, turksen@mie.utoronto.ca.
URL: http://www.mie.utoronto.ca/staff/profiles/turksen.html,
http://www.etu.edu.tr
1568-4946/$ – see front matter # 2008 Elsevier B.V. All rights reserved.
doi:10.1016/j.asoc.2007.12.004
with a selected set of original scalar input variables plus
logistic transformations of non-scalar input variables as well as
suitable transformations of membership values of a given input
vector’s belonging to a fuzzy cluster. The membership values
are determined by a fuzzy clustering algorithm with the
analysis of training vectors. The models are validated by test
vectors.
Next we briefly explain how the proposed structure
identification of system models with FF-LSE is unique and
structurally different and distinct from the well-known structure
identification approaches which are
(i) Most commonly applied methods of developing fuzzy rule
bases which are determined either by experts or fuzzy
clustering methods, such as FCM [1] in order to obtain the
membership descriptions of the input fuzzy sets that form
the left hand sides and the output fuzzy sets that form the
right-hand sides of a fuzzy rule base. This approach was
initially proposed by Zadeh [2,3] and originally applied by
Mamdani and Assilian [4]. There are two basic variations of
 I.B. Türkşen / Applied Soft Computing 8 (2008) 1178–1188
this approach among many others that can be found in
current literature:
(a) Sugeno-Yasukawa (1993) approach where fuzzy sets of
both the right- and left-hand sides are determined either
by experts or by fuzzy clustering algorithms such as
FCM [1] with several alternatives.
(b) Takagi and Sugeno [5] approach where fuzzy sets of the
left-hand sides of a fuzzy rule base are determined
either by experts or by fuzzy clustering algorithms such
as FCM [1] and the right-hand sides are functions
determined either by experts or by function estimation
methods.
(ii) There appears to be two different approaches under the
heading of fuzzy ‘‘Fuzzy Regression’’:
(a) Methods that were proposed by Tanaka [6] and
investigated by Tanaka et al. [7,8], Tanaka and
Ishibuchi [9], Celmins [10], Celmins [11], Savic and
Pedryze [12] in current literature, where the coeffi-
cients of input variables are assumed to be fuzzy
numbers. These fuzzy regression models are based
on the possibility theory instead of the probability
theory.
(b) Method proposed by Hathaway and Bezdek [13] where
first the fuzzy clusters determined by an FCM method
define how many ordinary regressions are to be
constructed, one for each cluster. Next each fuzzy
cluster is used essentially for switching purposes to
determine the most appropriate ordinary regression
that is to be applied for a new input from amongst a
number of ordinary regressions determined in the first
place.
It is to be noted that we are proposing ‘‘Fuzzy Functions-
LSE’’ as an alternate to ‘‘Fuzzy Rule Base’’ approaches as well
as ‘‘Fuzzy Regression’’ approaches that we have briefly
reviewed above. Thus once we specify the details of our
proposed approach of ‘‘Fuzzy Functions with LSE’’ (FF-LSE),
we will compare our results with ‘‘Ordinary Least Squares
Estimation, OLSE’’ approach.
2. Background of fuzzy system models
Before we discuss the details of our proposed ‘‘Fuzzy
Functions’’, let us briefly review the structure of fuzzy rule
bases specified in (i) (a) and (b).
2.1. Fuzzy rule base models
The most commonly applied fuzzy rule bases are fuzzy
system models which attempt to identify the underlying
relationship between input and output variables of a system by
fuzzy sets. In this paper, we will only deal with Multi-Input
Single Output (MISO) systems. Generally fuzzy system
models represent relationships between the input and output
variables which are expressed as a collection of IF-THEN rules
that utilize linguistic labels, which are represented with fuzzy
sets. The general fuzzy rule base structure can be written as
1179
follows:
c
R : ALSO ðIF antecedenti THENconsequenti Þ (1)
i¼1
where c* is the number of rules in a rule base either given by
experts or it is determined by a fuzzy clustering algorithm such
as FCM. The fuzzy rule base structures determined by alter-
natives (i), (a) and (b) stated above mainly differ in the
representation of the consequents in structure (1). If the con-
sequent is represented with fuzzy sets then the fuzzy rule base
can be categorized as alternative (i) (a). This is the one initially
proposed by Zadeh [3] originally applied by Mamdani and
Assilian [4], and a modified version is proposed by Sugeno and
Yasukawa Fuzzy Rule Base (1993). Thus, we will call this
Sugeno-Yasukawa Fuzzy Rule base, SY-FRB, structure.
Whereas, if the consequents are represented with linear equa-
tions of input variables, then the rule base structure is the
alternative (i) (b) which we call Takagi-Sugeno Fuzzy Rule
Base [5], TS-FRB, structure. Thus SY-FRB and TS-FRB are
considered to be special cases of Zadeh Fuzzy Rule Bases, Z-
FRB. These special cases of Z-FRB, i.e., SY-FRB and TS-FRB
structures can be formalized as follows.
In general, let nv be the number of selected input variables in
the system. Then, the multidimensional antecedent, x, can be
defined as x ¼ ðx1 ; x2 ; . . . ; xnv Þ, where xj is the jth input variable
of the antecedent and the domain of x in X, can be defined as
X ¼ X 1 X 1 ; . . . ; X nv , where Xj  R is the domain of variable xj.
Similarly, the domain of the output variable, y, will be denoted
as Y  R. Then, the ith rule, Ri, and rulebase, R, in SY-FRB
structure can be defined as
nv
Ri : IF ANDðx j 2 X j isr Ai j Þ THEN y 2 Y isr Bi ;
j¼1
(2)
8 i ¼ 1; :::; c
c nv
R : ALSOðIF ANDðx j 2 X j isr Ai j Þ THEN y 2 Y isr Bi Þ
i¼1 j¼1
(3)
where Aij is the linguistic label, i.e., fuzzy subset, associated
with jth input variable of the antecedent in the ith rule, Ri, with
membership function mi(xj):Xj ! [0,1] and similarly Bi is the
consequent linguistic label, i.e., consequent fuzzy subset, of the
ith rule with membership function mi(y):Y ! [0,1], and c* is
the number of rules in the model. In this structure, the
challenges for knowledge representation are (1) to identify the
membership functions of fuzzy sets on the left- and right-hand
sides of the rules and (2) to identify the most suitable t-norm
and t-conorm combinations that represent in a one-to-
one correspondence the linguistic ‘‘AND’’ and ‘‘OR’’ for the
combination of left-hand side fuzzy subsets together with the
implication operator, ‘‘IMP’’, that will carry the left-hand side
membership degree, i.e., the degree of firing, to the right-hand
side consequent fuzzy subset. As well, one needs to know and
be able to apply fuzzy logic to carry out approximate reasoning.
It should be recalled that Mamdani and Assilian [4] applied Min
operator for both ‘‘AND and ‘‘IMP’’ which is a very special
case whereas SY-FRB is more general. On the other hand, when
1180 I.B. Türkşen / Applied Soft Computing 8 (2008) 1178–1188
the linguistic ‘‘AND’’ and ‘‘OR’’ operators can not be
represented in a one-to-one correspondence with a t-norm
and a t-conorm, respectively, as it is shown by Türkşen [14,15],
then the FDCF and FCCF, Fuzzy Disjunctive and Conjunctive
Canonical Forms, are to be used for the representation of rules
and for reasoning with them. However, such models fall into
Interval-Valued Type 2 fuzzy systems analyses which are not
dealt with in this paper. Finally, one has to carry out
defuzzification computations in all fuzzy rule base models.
Furthermore the above structure assumes non-interactivity
between input variables [3]. In fact, this is the underlying
assumption when the fuzzy subsets for the left- and right-hand
sides are obtained from experts by interview techniques. In
order to eliminate the non-interactivity assumption, Delgado
et al. [16], Babuska and Verbruggen [17], and Uncu and
Türkşen [18] used multi-dimensional Type 1 fuzzy subsets to
represent the antecedent part of the rules. In such investigations,
generally a multi-dimensional fuzzy clustering technique, e.g.,
FCM is implemented to obtain multi-dimensional fuzzy subsets
that capture the interactivity (or joint affect) of input variables.
Hence, the Z-FRB structure can be expressed as follows:
c
R: ALSO ðIF x 2 X isr Ai THEN y 2 Y isr Bi Þ (4)
i¼1
where the multi-dimensional antecedent fuzzy subset of ith rule
is Ai. This multi-dimensional antecedent fuzzy subset determi-
nation eliminates the search for the appropriate t-norm for the
combination of antecedent fuzzy subsets with ‘‘AND’’. Thus,
the degree of firing, say, for the-ith rule, is determined directly
from the corresponding ith multi-dimensional antecedent fuzzy
subset Ai and applied to the consequent fuzzy subset with the
selection of appropriate implication operator, ‘‘IMP’’. But
again requiring a search and a selection of a t-norm–con-
orm-based ‘‘IMP’’ operators. In particular, Sugeno-Yasukawa,
SW-FRB, would thus be expressed as Eq. (4) above; and
Takagi-Sugeno, TS-FRB, Fuzzy Rule Base structures would
thus be expressed with Eq. (5) as follows:
c
R: ALSO ðIF antecedenti THEN yi ¼ ai xT þ bi Þ (5)
i¼1
where antecedenti = x 2 X isr Ai, and ai ¼ ðai;1 ; . . . ; ai;nv Þ is the
regression coefficient vector associated with the ith rule in Eq. (5)
whereas bi’s are the scalars associated with the ith rule of Eq. (5).
For these special cases of Z-FRB, again each degree of firing, di,
associated with the-ith rule, is determined directly from the
corresponding ith multi-dimensional antecedent fuzzy subset
Ai and applied to the consequent fuzzy subset for the SY-FRB
or to the classical ordinary regression for the case of TS-FRB.
3. Fuzzy functions
A conceptual origin of our proposed FF-LSE may be found
in Demirci [19,20], Demirci and Recasens [21] discusses the
general properties of ‘‘Fuzzy Functions’’ from a perspective of
mathematical theory. In particular he suggests (2003) an
application possibility as follows: an input/output system S can
be comprehended as an input universe of discourse X and an
output universe of discourse Y [20]. In general, X and Y stand for
the set of all possible values of the input variable x and the set of
all possible values of the output variable y, respectively. The
relation between x and y plays a crucial role in the analysis of
the system S. It is usually desirable to find a functional relation
between x and y, which is conceived as an ordinary function f:
X ! Y; in general. Let us consider an ordinary function f:
X ! Y; proposed for the functional dependency of y to x: To
investigate the appropriateness of f for the functional
dependency of y to x, for a certain state of x and for the
corresponding state of y, let us measure the values of x and y.
From a theoretical point of view, for the measured values x-
measured of x and y-measured of y, it is expected that the value
y-measured should coincide with the theoretically expected
value f(x-measured) of y. However, practically, these two values
are not usually equal, but they can be very close or very similar
to each other. The classical assumption, asserting the functional
dependency of y to x as an ordinary function f: X ! Y; does not
tell us any thing about how the measured value x-measured of x
relates to the measured value y-measured of y; and how the
measured value y-measured of y and the hypothetically claimed
value f(x-measured) of y relate to each other. Demirci [20]
states that the main difficulty behind these two problems in the
classical approach results from the assumption that each
possible value of x is related to a unique possible value of y, and
both the indistinguishability of the input values and the
indistinguishability of the output values are always omitted
mathematically. Instead of the classical assumption that accepts
the functional dependency of y to x as an ordinary function f:
X ! Y, Demirci [20] proposes a vaguely defined function from
X to Y for the description of the functional dependency of y to x
to solve these problems.
In other words, taking the M-equivalence relations E on X
and F on Y into account, Demirci [20] suggests that a strong
fuzzy function r in L[X  Y] from X to Y w.r.t. E and F can be
taken as the mathematical representation of the functional
dependency of y to x, where the M-equivalence relations on X is
called an M-equivalent similarity relation [22] such that
M = (L, < = , *) denotes an integral, commutative cqm-lattice
with L = [0,1] and * a t-norm. For the proposed ordinary
function, f: X ! Y, to represent the functional dependency of y
to x, f can be thought as a hypothetical or an ideal description of
the functional dependency of y to x. For M-equivalence
relations E on X and F on Y, a strong fuzzy function r in
L[X  Y] from X to Y w.r.t. E and F with the property f in
ORD(r) can be also conceived as a realistic and a
comprehensive description of the functional dependency of y
to x which does not ignore the indistinguishability of input
values and the indistinguishability of output values. For each x
in X and y in Y; the element r(x, y) of L can be interpreted as the
degree of the truth of the statement ‘‘y takes the value y for a
given value x of x,’’ where the top element 1 (the bottom
element 0) of L denotes the completely true (false) case of this
statement. For the sake of simplicity, if we denote the output
variable y by y(x) whenever x takes the value x in X; then, for
each x in X on y in Y; r(x, y) will be nothing but the degree of the
truth of ‘‘y(x) = y’’ [20].
 I.B. Türkşen / Applied Soft Computing 8 (2008) 1178–1188
It is to be noted that while such theoretical analyses give us a
base to start the formation of ‘‘Fuzzy Functions’’, it does not
specify how we are to obtain such ‘‘Fuzzy Functions’’. In this
regard, our proposed approach, to be discussed next, provides a
novel way where such fuzzy functions can be determined in
practical engineering applications.
3.1. Proposed FF-LSE
The proposed FF-LSE‘s are structurally different from Z-
FRB, SY-FRB, TS-FRB, and ‘‘Fuzzy Regression’’ models of
Tanaka et al. [7], and its variations which are explained above,
and Hathaway and Bezdek [13] model, because the proposed
approach introduces membership values and their transforma-
tions as well as a logistic transformation of non-scalar original
input variables as new input variables in addition to the original
scalar input variables for ‘‘Fuzzy Function’’ estimation with
LSE. With this new set of (augmented) input variables, one
executes a fuzzy clustering algorithm such as FCM and first
determines (local) optimum number of fuzzy clusters and
hence the associated membership values and then identifies a
fuzzy function to represent each fuzzy cluster separately. Thus
there are as many fuzzy functions as there are fuzzy clusters
similar to Hathaway and Bezdek [13] model but they include
membership functions as input arguments and thus there is no
need to use the cluster information for switching purposes.
These fuzzy functions are estimated by the least squares
method in this paper. Therefore, it is structurally a new and
unique approach for the determination of fuzzy functions
instead of fuzzy rule bases. They represent fuzzy rule bases
indirectly. It is to be noted for the sake of emphasis that
coefficients of the inputs, whether they be membership values
or their transformations or original input variables, are not
fuzzy sets in our proposed approach. Instead membership
values and their transformations enter into an augmented input
set as new and additional variables. In our experience, it is
found that this approach is most suitable for those analysts who
are familiar with a function estimation technology, e.g., the
least squares technology, etc. They only need to develop an
understanding of fuzzy clustering algorithms without studying
many aspects of fuzzy theory. That is they generally do not
need to know or to develop an in-depth understanding of
essential concepts for the development and use of fuzzy rule
bases such as the estimation of membership functions, the
selection of t-norms and co-norms for the combination of the
left-hand side membership functions and the selection of
implication operator to determine the affect of the left-hand
side on the right-hand side membership function. Furthermore,
they do not need to study fuzzy logic, such as GMP,
Generalized Modus Ponens, fuzzification, de-fuzzification
and various alternatives associated with all these essential
concepts. Generally such concepts are new to most mathe-
maticians and statisticians in industry who are not working
within fuzzy theory nor would they have time to study it. Nor
would such researchers have to develop an understanding of
the essential concepts of fuzzy numbers, their centers and
widths, and how to use them in least squares estimation
1181
methods as required in the current fuzzy regression meth-
odologies.
All they have to understand the notion of membership values
and how they can be obtained from a fuzzy clustering algorithm
such as FCM in addition to their usual background knowledge
of a function estimation technique, e.g., LSE, etc.
Thus we propose a novel approach in order to provide any
easy entry into fuzzy system modeling for mathematicians
and statisticians who are working in industry and for other
novices. For this purpose, we first review the basic structure
of the well-known ‘‘Least Squares’’ method of function
estimation and then present our generalization of it which
includes membership values and their transformations as
well as a logistic transformation of non-scalar input variables
as new input variables in addition to the original scalar input
variables. It is to be noted that, with a logistic analysis of
non-scalar input variables, we obtain the frequency
information with which non-scalar variables occur in system
behavior description. This valuable information is extracted
via a logistic analysis because non-scalar variables cannot be
used directly in FCM. It should be recalled that FCM
requires that all its variables be scalar. In real life databases,
generally there are many non-scalar variables, i.e., nominal,
binary and ordinal variables; and they contain valuable
information that affects output variables based on some
performance measure.
3.2. OLSE method
In OLSE method, the dependent variable, y, is assumed to be
a linear function of one or more independent, input, variables, x,
plus an error component as follows:
y ¼ b0 þ b1 x1 þ . . . þ bnv xnv þ e (9)
where y is the dependent output, xj’s are the input or explanatory
variables, for j ¼ 1; . . . ; nv, nv is the number of selected inputs
and e is the independent error term which is typically assumed
to be normally distributed. The goal of the least squares method
is to obtain estimates of the unknown parameters, bj’s,
j ¼ 0; 1; . . . ; nv, which indicate how a change in one of the
independent variables affects the dependent variable. The usual
method is known as the ‘‘Ordinary Least Squares’’, OLS. It
should be emphasized that only one function is estimated for
the whole training data set. In OLS exercises, generally, there is
no prior clustering, in fact no fuzzy clustering that is deter-
mined ahead of time. Only one function is fitted to the over all
training data.
In matrix notation, the general linear model is expressed
as
Y ¼ Xb þ e
where Y is [nd, 1] vector of response values, X is ½nd; nv þ 1
matrix of known constants which are inputs, nd represents the
number of input–output vectors in a training data set and nv is
the number of selected input variables, b is ½ðnv þ 1Þ; 1 vector
1182 I.B. Türkşen / Applied Soft Computing 8 (2008) 1178–1188

of parameters and e is [nd,1] vector of errors such that: centers for m = m* and c = 1, . . ., c* as

yTnd;1 ¼ ½y1 ; y2 ; . . . ; ynd  vXjY; j ¼ ðxc1; j ; xc2; j ;   ; xcnv; j ; ycj Þ

bTnvþ1;1 ¼ ½b0 ; b1 ; b2 ; . . . ; bnv  m

eTnd;1 ¼ ½e1 ; e2 ; :::; end 
X nd;nvþ1 ¼ ½1; xk; j jk ¼ 1; 2; . . . ; nd; j ¼ 1; 2; . . . ; nv
The objective is to minimize the total residual errors for the
estimation of the parameters of the model, i.e.
From this, we identify the cluster centers of the ‘‘input
space’’ again for m = m* and c = 1, . . ., c* as
vX; j ¼ ðxc1; j ; xc2; j ; . . . ; xcnv; j Þ
m

X
nd
Next, one computes the normalized membership values of
Min Q ðyk  ðb0 þ b1 xk1 þ . . . þ bnv xknv ÞÞ
each vector of observations in the training data set with the use
k
of the cluster center values determined in the previous step.
In matrix notation, we re-write it and then take the partial There are generally two steps in these calculations.
derivatives with respect to b’s: First we determine the (local) optimum membership values
uik‘s and then determine mik‘s that are above an a-cut in order to
Min Q ¼ ðy  XbÞT ðy  XbÞ; eliminate harmonics generated by FCM as
@=@b½ðy  XbÞT ðy  XbÞ ¼ 0;
2ðX T XÞb ¼ 2X T y;   2 1
  m1
1 X  
c  xk  vX;i   
b ¼ ðX T XÞ X T y:
uik ¼   ; mik a (10)
 
provided that XTX is not singular. j¼1 x  v 
 k X; j 

3.3. Proposed generalization of OLSE as FF-LSE

The proposed generalization of OLSE as FF-LSE requires
that a fuzzy clustering algorithm, such as FCM [1], be available
to determine the interactive (joint) membership values of input–
output variables in each of the fuzzy clusters that can be
identified for a given training data set.Let (Xk,Yk), k = 1,. . ., nd,
be the set of observations in a training data set, such that
X k ¼ ðx jk j j ¼ 1; . . . ; nv; k ¼ 1; . . . ; ndÞ
First, one determines the optimal (m*, c*) pair for a
particular performance measure, i.e., a cluster validity index,
with a iterative search and an application of FCM algorithm,
where m is the level of fuzziness (in our experiments we usually
take m = 1.1, . . ., 2.5), and c is the number of clusters (in our
experiments we usually take c = 2, . . ., 10). It should be recalled
that the well-known FCM algorithm is stated as [1]
X
nd X
c
min J ðU; VÞ ¼ ðuik Þm ðkxk  vi kÞA
k¼1 i¼1
s:t: 0  uik  1; 8 i; k
X c
uik ¼ 1; 8 k
i¼1
X
nd
0 uik  nd; 8 i
k¼1
where J is objective function to be minimized, jjjjA is a norm
that specifies a distance based similarity between the data
vector xk and a fuzzy cluster center vi. In particular, A = I is
the Euclidian Norm and A = C1 is the Mahalonobis Norm, etc.
Once the optimal pair (m*, c*) is determined with the
application of FCM algorithm, one next identifies the cluster
where mik denotes the membership value of the kth vector,
k = 1, . . ., nd, in the ith rule, i = 1, . . ., c* and xk denotes the kth
vector and for all the input variables j ¼ 1; . . . ; nv, in the input
space.
(2) Next, we normalize them as
mi j ðx j Þ
g i j ðx j Þ ¼ Pc (11)
i0 ¼1 mi0 j ðx j Þ
where these normalized membership values of xj, j = 1, . . ., nd,
in the ith rule, i = 1, . . ., c*, which in turn indicate the member-
ship values that will constitute an new input variable in our
proposed scheme of function identification for the representa-
tion of ith cluster. Let Gi = (gijji = 1, . . ., c*, j = 1, . . ., nd) be the
membership values of X in the ith cluster, i.e., ith rule.
Next we determine a new augmented input matrix X for each
of the clusters which could take on several forms depending on
which transformations of membership values we want to or
need to include in our system structure identification for our
intended system analyses. Examples of these are
X 0i ¼ ½1; G i ; X; or X 00i ¼ ½1; G 2i ; X; or X 000
i
¼ ½1; G 2i ; G m
i ; expðG i Þ; X; etc:
where X 0i ; X 00i ; X 000
i are the augmented input matrices to be used in
least squares estimation of a new system structure identification
and Gi = (gijji = 1, . . ., c*; j = 1, . . ., nd). The choice depends on
whether we want to or need to include just the membership
values or some of their transformations as new input variables
in order to obtain a best representation of a system behavior. A
new augmented input matrix, say X 0i, would look as follows for
the special case of X = Xj, i.e., the matrix X is just a vector of a
 I.B. Türkşen / Applied Soft Computing 8 (2008) 1178–1188 1183

single variable, Xj = (xjkjk = 1, . . ., nd) for the jth input variable: compared with the ‘‘Ordinary Least Squares Estimation’’,
2 3 OLSE, functions on the bases of R-square measure of
1 g i1 xi j
6. performance. It is shown that the predictions made by ‘‘Fuzzy
X 0i j ¼ ½1; G i ; X i j  ¼ 4 .. ... .. 7
. 5 Functions with LSE’’ are at least 10% or better that the
1 g ind xijnd predictions made by OLSE with respect to R-square.
Thus the function Yi = bi0 + bi1Gi + bi2Xij, that represents the 4.1. Desulfurization case study
ith rule corresponding to the ith interactive (joint) cluster in
(Yi,Gi,Xj) space, would be estimated as follows: Desulfurization facility in a large scale steel industry is used
bi ¼ ðX 0i j TX 0i j Þ1 ðX 0i j TY i Þ, where X 0i j ¼ ½1; G i ; X i j , pro- to remove the sulfur from hot molten steel coming from blast
vided the inverse exists. furnaces before it is sent to the next operation in the processing
Such that bi ¼ ðbi0 ; bi1 ; bi2 Þ and the estimate of Yi would be sequence. Desulfurization is carried out by the injection of two
obtained as Yi ¼ bi0 þ bi1 G i þ bi2 X i j . Within the proposed different powdered reagents, Reagent1 and Reagent2, directly
framework, the general form of the shape of a cluster for the into the hot molten steel by means of a lance. The reagents react
case of a single input variable Xj and for the ith cluster can be with the sulfur in the hot metal. Then the sulfur rich slag is
conceptually captured by a second order (cone) function when separated from the steel.
one introduces the square of membership values into the
augmented input matrix in the space of U  X  Y which can 4.1.1. Objective
be illustrated with a prototype shown in Fig. 1. The purpose of the modeling activity is that a reduction in
In a number of real life case studies, we have in fact found reagent consumption would be possible if a more precise and
out that generally some second order or exponential functions reliable model can be developed to estimate the right amount of
give a good approximation from amongst the following 20 reagents to be used in the desulphurization process. This is
alternatives we have experimented: based on the fact that in desulphurization process, the target
Model1 X0 ¼ ð1; G ; XÞ amount of sulfur, i.e., the aim sulfur, is often set much lower
Model2 X0 ¼ ð1; G ; G 2 ; XÞ than the actual sulfur value that comes from blast furnaces. The
Model3 X0 ¼ ð1; G m ; XÞ ‘‘aim sulfur’’ specifies the quality of steel demanded by
Model4 X0 ¼ ð1; eG ; XÞ customers. One of the key concerns in this case study is that
.. when a model with poor predictive capability is used, it requires
. that many batches of hot metal to be desulphurized again and
Model20 X 0 ð1; G ; eG m ; G m ; XÞ again. It should be noted that the desulphurization process is a
highly expensive process.
4. Real life case study applications Therefore, the main objective in this exercise is to minimize
the number of desulphurization processes by an increase of a
The proposed FF-LSE’s were developed for and applied to model’s prediction ability. For this purpose, FF-LSE’s were
two real life case studies. We briefly review here these two case developed and applied to provide a more accurate and reliable
studies: (1) desulfurization process of steel for a steel company, determinations of reagent amounts in order to desulfurize each
and (2) income prediction of customers for a bank. The results new batch of hot metal. As well, the same dataset is used to
of the fuzzy functions developed in these investigations are determine OLSE, Ordinary LSE, in order to show that it is
advantageous to use the proposed approach.
In summary, the objective of the desulphurization process is
basically to adjust the level of sulfur in the steel to meet a
quality specification. The sulfur is removed from the metal by
adding two different reagents, Reagent1 and Reagent2. These
reagents bind the sulfur and move it into the slag layer, which
forms on top of the hot metal. After the sulfur is removed from
the hot metal, then it is used to produce the final steel product.
As each batch of hot metal arrives at the station, a model is used
to predict ‘‘what amount of each of the reagents’’ will be
required to produce the final steel product quality.

Fig. 1. A fuzzy cluster in U  X  Y space.
4.1.2. Dataset
The input variables used in the dataset can be divided into
two parts: scalar and non-scalar variables. Scalar variables have
continuous values between (1 and +1) whereas non-scalar
variables can be either binary or ordinal variables. Hence some
of the variables of the Desulfurization model are (1) scalar
variables: start sulfur, KGS, Temp, FB, aim-sulfur, end-sulfur,
1184 I.B. Türkşen / Applied Soft Computing 8 (2008) 1178–1188
compounds 1–5 and (2) binary or ordinal variables: Car-Type,
Pos, Practice 1–6, Injection #, Equipment Type.
Note that, since the goal of the model is to predict what
amount of each of the reagents are required to produce the final
steel product, the model has two dependent output, Y, variables,
one for Reagent1 and the other for Reagent2. It is found that
these two variables in general are highly correlated.
4.1.3. Data pre-processing
In the beginning of the desulfurization project, various data
pre-processing techniques have been applied to construct a
dataset to determine FF-LSE’s as well as OLSE’s in order to
estimate the necessary amounts of reagents needed in each
process.
We were given a desulphurization dataset which contained
approximately 13,000 observations, i.e., vectors, with 27
variables composed of binary, ordinal and scalar variables as
well as a few categorical variables. Each observation represents
a data vector for one batch of hot metal.
First various outlier treatments have been conducted
applying expert knowledge. After the outlier treatments,
the remaining dataset contained only 9475 observations. Next
the dataset was partitioned into two separate datasets, namely
the training and testing datasets, using a proposed sampling
technique, known as Partial Iterative Sampling Method (PISM).
PISM is an iterative method used to select best chunk of data to
be used for modeling. Different training and testing datasets are
prepared in each iteration. The steps of this iterative process are
omitted for the sake of page restriction.
4.1.4. Variable selection
The process of selecting input variables of the system
includes correlation analysis, descriptive statistics, and expert
knowledge. Recall that FCM requires that explanatory and
response variables be scalar. In addition, the effect of non-scalar
variables can also be determined by a logistic regression
analysis. With the application of Logistic Regression, one can
capture the probability by which non-scalar input variables can
affect an output variable. These probabilities are included as
new additional variables into the augmented input dataset.
4.1.5. Logistic regression
Logistic regression is a variation of ordinary regression.
Unlike ordinary linear regression, logistic regression does not
assume that the relationship between the independent variables
and the dependent variable is a linear one. Nor does it assume
that the dependent variable or the error terms are distributed
normally.
The form of the model in general is
 
p results from each of the four sub-optimum FF-LSE models
log ¼ b0 þ b1 X 1 þ b2 X 2 þ    þ bk X k
1 p
where p is the probability that Y = 1 and X1, X2, . . ., Xk are the
binary or ordinal independent variables (predictors); and b0, b1,
b2, . . ., bk are known as the regression coefficients, which have
to be estimated from the data. Logistic regression estimates the
probability of a certain event occurring. From the equation
shown above, the probability of Y = 1 is calculated in the
general case as follows:
Pn
eb 0 þ i¼1
bi xi
pðY ¼ 1Þ ¼ Pn
1 þ eb 0 þ i¼1
b i xi
Logistic regression thus forms a predictor variable (log( p/
(1  p)) which is a linear combination of the binary or ordinal
explanatory variables. The values of this predictor variable are
then transformed into probabilities by a logistic function.
In this study, only the discrete explanatory variables, i.e.,
binary and ordinal, in the dataset are used to model logistic
regression. Because the original response variables are scalar,
each response variable is sorted and then divided into two
groups, each of which has the equal amount of observations.
Thereby, two new binary output variables are constructed. As a
result, using the new binary response variables and the same
discrete explanatory variables, two logistic regression models
are constructed using the probabilities as the fitted values.
The correlations of probabilities of fitted logistic regression
model with the binary response variable are calculated and the
probabilities having the highest correlation to the response
variables are added as the new input variable to the original
input variable dataset to form the augmented input variable data
set.
It should be recalled that the two response variables,
Reagent1 and Reagent2, are highly correlated; hence the
selected probabilities of these two response variables are more
or less identical. Based on this, the probability from Reagent1’s
logistic regression model is used as the new input for the
formation of FF-LSE.
4.1.6. Formation of FF-FRB-LSE
We have developed and search through a good number of
FF-LSE models. Amongst these, we very briefly discuss four
specific models which are labeled as FF-LSE-M1, FF-LSE-M2,
FF-LSE-M3, and FF-LSE-M4. The augmented matrices of
these four models are specific selections from the 20 models
partly shown above: Model1–Model20. As well, Fuzzy
Functions-LSE are constructed for each of the two output
variables, Reagent1 and Reagent2, separately. These four FF-
LSE models are built using our FSM tool developed with SAS
9.1 in KIS Lab, Knowledge/Intelligence Laboratory, by KIS
Lab Software development group. (For more information about
the software see http://www.mie.utoronto.ca/labs/fuzzy/
Fsmdemo.html.) Again for each of the four different model
structures, a heuristic search has been applied to find the
optimum model parameters. For comparative purposes, the
together with OLSE are shown in Table 1. (Recall that FCM
identifies sub-optimal clusters.)
As it was stated before, the FF-LSE models are better
predictors of the outputs by 10% or more as shown above.
The coefficients of the best FF-LSE’s, i.e., FF-LSE-M3, are
shown in Table 2.
 I.B. Türkşen / Applied Soft Computing 8 (2008) 1178–1188 1185

Table 1
R-Square values of the Reagent1 and Reagent2 estimations using OLSE and FF-LSE approach for the test dataset
Model name: desulfurization R-Square Parameters
Reagent1 Reagent2 Average m* c*
Ordinary Least Square Estimation 0.82 0.76 0.79
FF models
FF-LSE-M1 (12 input) 0.92 0.93 0.925 1.5 3
FF-LSE-M2 (13 input) 0.925 0.934 0.93 1.5 3
FF-LSE-M3 (16 input) 0.9243 0.936 0.931** 1.5 3
FF-LSE-M4 (18 input) 0.9255 0.93 0.928 1.5 3
m*: optimum degree of fuzziness, c*: optimum cluster size, ‘‘Average’’ column represents the performance obtained form the average of R-square values for Reagent1
and Reagent2 models, respectively, **: bold numbers indicate optimal results.

4.2. Income prediction case study Table 2

The coefficients of the optimum FF-LSE method, where optimum c* = 3, and
The objective of Income Prediction Model is to develop optimum m* = 1.5
models based on the available personal information in order to Coefficient Reagent1
estimate the income of a bank’s customers in order to provide
Cluster1 Cluster2 Cluster3
bank’s decision makers with necessary decision support
indicators. b0 604.362 100.462 238.463
bG 1306.790 137.070 320.120
bG 2 4567.480 110.800 196.700
4.2.1. Objectives beG 1568.750 119.660 312.560
The requirement underlying the income prediction modeling beG m 964.406 18.830 74.002
bG m 4296.000 74.370 106.630
case study can be summarized as follows: ‘‘A financial
bx1 0.478 0.475 0.475
institution is willing to offer its customers a special financial bx2 0.268 0.255 0.255
package such as credit cards, loans, mortgages, etc. But they bx3 0.215 0.219 0.220
needed to know if a customer is suitable or not to be eligible for bx4 0.095 0.021 0.031
this offer. For this reason, the income of its future customers bx5 0.059 0.068 0.068
bx6 0.007 0.044 0.037
needs to be predicted before-hand based on certain information
bx7 0.048 0.039 0.038
they have gathered from other sources’’. The financial bx8 0.005 0.005 0.004
institution already has customers whose income they know bx9 0.135 0.131 0.132
before hand. The aim is to determine estimates of a customer’s bx10 0.097 0.005 0.008
income with the empirical data at hand. bx11 0.379 0.377 0.377
In this case study, FF-LSE and OLSE methods are applied to
Coefficient Reagent2
the data at hand in order to show the predictive performance
advantage of the proposed FF-LSE approach in comparison to Cluster1 Cluster2 Cluster3
the OLSE. b0 310.880 219.165 339.778
bG 690.369 297.991 457.103
bG 2 – 220.290 287.490
4.2.2. Income prediction data set beG 790.615 270.785 442.356
There were roughly 500,000 data records available for this beG m 479.740 51.048 102.313
investigation which includes 200 variables such as general bG m 2194.800 140.170 159.820
demographical and geographical information (up to 15 bx1 0.504 0.497 0.497
variables), financial relationship summary (35 variables), bx2 0.281 0.274 0.274
bx3 0.173 0.177 0.178
product and activity descriptions, (80 variables), aggregate bx4 0.084 0.025 0.043
information (70 variables). bx5 0.049 0.057 0.057
bx6 0.001 0.039 0.026
bx7 0.063 0.049 0.049
4.2.3. Data pre-processing bx8 0.025 0.031 0.031
Missing values were treated by the application of certain bx9 0.156 0.154 0.155
criteria decided together with the experts from the bank. bx10 0.067 0.012 0.012
Datasets were segmented by proper categorical variables, i.e., bx11 0.394 0.385 0.385
residential area which is categorized into three groups, gender, b0: the constant coefficient, bG: the coefficient for the membership value, bG 2 :
product types, i.e., the number of products used. As a result of the coefficient for the squared membership value, beG: the coefficient for
this partition of the dataset, there were 11 segments. In this case exponential membership value, beG m : the coefficient for exponential of m
powered membership value, bG m : the coefficient of m powered membership
study, a dataset from a particular segment, which represents the value, bx1 to bx11 are the coefficients of the input variables, i.e., start-sulphur,
females living in the mid-income class range that had two aim-sulphur, KGS, TEMP, FB, compound1 to compound5, logistic regression
different financial products of the financial company, is probability, respectively.
1186 I.B. Türkşen / Applied Soft Computing 8 (2008) 1178–1188
implemented to demonstrate and show the advantage of the
proposed FF-LSE method.
The dataset of the particular segment used in this study
consists of 35,095 customers after we applied the data cleaning
processes. Various statistical analyses, including descriptive
analysis, histograms, scatter diagrams, correlation analysis,
etc., were conducted for the input variable selection on the input
dataset for the selected segment. In particular, 11 scalar
variables and 15 nominal and ordinal variables are chosen
among the 200 variables based on their highest explanatory
power with respect to income variable.
The dataset is partitioned into training and testing datasets.
For each modeling technique, a separate Partial Iterative
Sampling Method (PISM) which is indicated previously is
applied and as a result of this sampling method, 5700 and 5000
observations are selected for the training and the testing
datasets, respectively.
Again, logistic regression is applied to determine prob-
abilities, associated with the nominal, binary and ordinal
variables, which are included in FF-LSE’s as additional inputs
in the augmented input matrix. For this purpose, the output
variable, ‘‘income’’, has been divided into three groups
according to
s values as follows: the first group includes probability from logistic regression
the input vectors with income values that fall within (1,s)
interval, the second group includes input vectors with income
values that fall within the [s, +s] interval and third group
includes the input vectors with income values that fall within
the (+s, 1) interval. An ordinal income variable for each vector
is created which gets 0 if the actual income variable falls within
the first group, (1) if it falls within the second and (2) for the
third group. Ordinal logistic regression is applied using the
ordinal income variable as the output and the binary, ordinal
and nominal input variables as the explanatory variables. The
ordinal logistic regression results in three probability variables
for three discrete values of ordinal income variable. Each
probability variable represents the observed probability of each
value of the ordinal output given the inputs. For instance, the
first probability variable states the probability of ordinal income
being ‘‘0’’given the inputs, the second probability variable
states the probability of ordinal income being ‘‘1’’ given the
inputs and the third probability variable states the probability of
ordinal income being ‘‘2’’. The probability having the highest
correlation with the scalar income variable in the training
dataset is selected as additional input to the augmented input
matrix; and as a result, each fuzzy model has one additional
input from logistic regression. In order to find the logistic
regression probabilities of a new observation, e.g., in the test
dataset, the logistic regression estimated coefficients are used
together with whichever probability is chosen for the train
dataset, in order to determine the probability as the additional
input variable value in FF-LSE’s.
4.2.4. Application of FF-LSE
Six FF-LSE models were developed, namely, FF-LSE-
M1,. . ., FF-LSE-M6, with 12 scalar inputs which include the
logistic regression probability value together with the six
alternative additions of membership value transformations. The
Table 3
R-square values of income estimations for FF-LSE-M1, . . ., FF-LSE-M6 are
shown with m*: optimum degree of fuzziness, c*: optimum number of clusters
Model name: income R2 m* c*
Ordinary least square estimation 0.183 – –
FF-LSE-M1 (13 input) 0.6228 2 5
FF-LSE-M2 (14 input) 0.622 1.5 5
FF-LSE-M3 (15 input) 0.6232 2.0 5
FF-LSE-M4 (14 input) 0.6235 2.0 5
FF-LSE-M5 (14 input) 0.624 1.5 5
FF-LSE-M6 (13 input) 0.62 2.0 3
Bold numbers indicate optimal results.
augmented matrices of these six models are formed with certain
particular membership function transformations and the
original input matrix, X, which includes the logistic transfor-
mation of certain non-scalar input variables as follows:
The twelve input variables used for each model are
Inputs: (1) withdrawl_am, (2) system_am, (3)
MNYIN_ACTIVE_TOTBAL_AM, (4) MNYIN_ACTIVE_PRTBAL_AM, (5)
branch_am, (6) AGE_YR, (7) withdrawl_ct, (8) system_ct, (9)
PSYTE_CLUSTR_ID, (10) DEM_CHQ_ACTIVE_CT, (11) branch_ct, (12)
The comparisons of these six models together with the
OLSE model are shown in Table 3 below.
The best FF-LSE model, i.e., FF-LSE-M5, where optimum
c* = 5, and optimum m* = 1.5 and the original selected scalar
input variable including the logistic transformation of the
non-scalar original input variables are wdr_am:withdrawl_am,
syst_am:system_am, mnatbam:MNYIN_ACTIVE_TOTBA-
L_AM,mnatpam: MNYIN_ACTIVE_PRTBAL_AM,brnch-
am:branch_am,wgdwl_ct:withdrawl_ct, sys_ct:system_ct,
psy_id:PSYTE_CLUSTR_ID, dmcq_ct:DEM_CHQ_ACTI-
VE_CT, brnch_ct:branch_ct,:Lr_Prob:Probability from logistic
transformation.
5. Conclusions
‘‘Fuzzy Functions with LSE’’ is proposed for the develop-
ment of FSM’s for system representation and reasoning with
them. The proposed fuzzy functions are distinct and uniquely
different in structure identification and reasoning from: (1) the
rule bases originally proposed by Zadeh and initially
implemented by Mamdani and their important variations
proposed by Sugeno-Yasukava and Tagagi-Sugeno models, and
(2) fuzzy regression models originally proposed by Tanaka
et al. [7] and its variations as well as Hathaway and Bezdek
[13].
In the first case, the structural difference is in terms of
functional representation versus the rule base representation. In
fuzzy functions, membership values and their transformations
obtained from a fuzzy clustering algorithm enter into an
augmented input matrix together with a logistic transformation
of non-scalar original input variables for function identification
exercises in addition to original scalar input variables with
Least Squares estimation technique. Therefore, the reasoning
 I.B. Türkşen / Applied Soft Computing 8 (2008) 1178–1188
only requires the substitution of membership values of a new
input vector (observation), determined by an execution of a
fuzzy clustering algorithm, together with the input variables of
a new input vector in to a number of fuzzy functions. The
number of fuzzy functions being equal to the number of rules,
i.e., fuzzy clusters that is determined by, say, FCM. Whereas in
fuzzy rule bases, membership functions of fuzzy sets associated
with the original input variables as well as the output variable
must be estimated either by experts or by a fuzzy clustering
technique for representation. Next for approximate reasoning,
system analyst needs to identify combination operators known
as t-norms and t-conorms and the associated implication
operator as well as needs to implement fuzzification, General-
ized Modus Ponens and defuzzification. Thus for the
representation and reasoning with fuzzy functions, the
application oriented mathematicians and statisticians: (1) do
not need to deal with membership function estimation of fuzzy
sets, after membership values are obtained either from experts
or from a fuzzy clustering algorithm, that make up a fuzzy rule
base and to fuzzify an new input with respect to the estimated
membership functions; nor (2) do they have to know anything
about t-norms, t-conorm and how to chose an appropriate t-
norm, t-conorm and an associated implication operator to
identify a good approximate reasoning structure within the
alternatives of Generalized Modus Ponens; and finally (3) they
do not need to choose a de-fuzzification technique. In contrast,
these applications oriented system modelers need to know just a
fuzzy clustering together with the least squares estimation
techniques. Finally it is important to recall that in fuzzy
function structure identification, we include interactive
membership values and their transformations as new input
variables. Thus we do not need to make independence
assumption for the input variables.
In the second case, the structural difference is in terms of
the schema with which the original variables enter into the
formation of a function. First, generally, there is only one
fuzzy regression generated with the use of all data. Whereas,
there are a number of fuzzy functions equivalent to the
number of clusters, i.e., rules. Secondly, in fuzzy regression
approach, original input variables are the only ones that enter
into the right hand side of the function to be estimated by the
least squares method [7]. Alternately, fuzzy clustering results
are used as switching functions in applications of fuzzy
regression suggested by Hathaway and Bezdek [13].
Whereas in ‘‘Fuzzy function-LSE’’ approach, membership
values and their transformations together with a logistic
transformation of the original non-scalar input variables
enter into an augmented input matrix in addition to the
original scalar variables for the application of the least
squares method. Thirdly, the coefficients of the fuzzy
regression equations are assumed to be, generally but not
necessarily symmetric, triangular membership functions [7].
In ‘‘Fuzzy function-LSE’’, membership values and their
transformations enter into the right-hand side of the
equations as new variables.
To demonstrate the advantages of the proposed fuzzy
functions, we have presented two real-life case studies. In
1187
these applications, we have compared the results of fuzzy
function approach only to the ordinary least squares
estimation. Comparisons with other approaches could be
made, but this is left for our future studies. In these
comparisons, we have shown several models of fuzzy
functions together with the best amongst them. It should
be noted that the best model result is generally obtained by
a more complicated augmented matrix. In practice, the
simplest fuzzy functions, which are obtained with the
augmented matrix that contains only the membership
variable in addition to the original variables, might be good
enough for its operational simplicity and its closeness to
the best model with respect to a performance measure.
However, one generally obtains a better estimate when
transformations of membership values are included in the
augmented matrix.
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