Vortrag im Kolloquium Technische Kybernetik

Fuzzy Inductive Reasoning:
A Tool for the Assessment and Prediction of Macroeconomic Processes

Prof. Dr. François E. Cellier

    Time: Thursday, 6. 12. 2001, 16:00h
    Place: Room 2.236 (IST-Seminarraum), Pfaffenwaldring 9, Campus Stuttgart-Vaihingen

Abstract

It is an old dream of mankind to understand the environment in which he operates with the aim of being able to predict its future behavior. This desire is rooted in his quest for security, because he can feel safe only in an environment that he controls. If one knows what is ahead, one may be able to protect oneself against mishap and maybe even prevent it. In this talk, a modeling methodology will be presented that makes it possible to assess macroeconomic processes and, to some extent, forecast their future behavior. The methodology is based on Fuzzy Inductive Reasoning. It offers not only a forecast of the variables to be predicted, but also an assessment of the error of that forecast in the form of a measure of confidence. The advocated methodology can incorporate a priori structural knowledge as well as all observations that have been made in the past about the system. The approach is multivariant, i.e., it can make use of multiple input variables in the prediction of any chosen output variable. The technique is non-parametric, i.e., system knowledge is not mapped onto a set of parameters of a predetermined model structure. The presentation concludes with a critical analysis of the suitability of such techniques. Is this a science? Is this an art based on intuition? Is it maybe even subterfuge?

Biographical Sketch

1972	Dipl. El-Ing. ETH
1979	Dr. Sci. Tech. ETH with a dissertation on "Combined Continuous/Discrete System Simulation by Use of Digital Computers: Techniques and Tools"
1984	Associate Professor of Electrical and Computer Engineering at the University of Arizona
1996	Full Professor of Electrical and Computer Engineering at the University of Arizona
1997-2000	Chair of Computer Engineering
1998-today	Vicepresident of Conferences of SCS, the International Society for Modeling and Simulation

Research:

Methodologies of Modeling and Simulation. More than 200 publications in that area. Best known the book "Continuous System Modeling," Springer-Verlag, 1991. The continuation "Continuous System Simulation" will appear in 2002 with the same publisher.