Optimization of the Fuzzy Integrators in Ensembles of ANFIS Model for Time Series Prediction: The case of Mackey-Glass

DOI

10.2991/ifsa-eusflat-15.2015.140How to use a DOI?

Keywords

Interval Type-2 Fuzzy, ANFIS Model, time series, genetic algorithms.

Abstract

This paper describes the optimization of the fuzzy inte-grators in Ensembles of ANFIS models for time series prediction, this with emphasis on its application to the prediction of Mackey-Glass time series, so this bench-mark time series is used to the test of performance of the proposed ensemble architecture. We used fuzzy sys-tems to integrate the outputs (forecasts) of each of the ANFIS models in the Ensemble. Genetic Algorithms (GAs) were used for the optimization of memberships function parameters of the fuzzy integrators. In the fuzzy integrators, we applied different noise levels. Si-mulation results show the effectiveness of the proposed approach.

Copyright

© 2015, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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TY  - CONF
AU  - Jesus Soto
AU  - Patricia Melin
PY  - 2015/06
DA  - 2015/06
TI  - Optimization of the Fuzzy Integrators in Ensembles of ANFIS Model for Time Series Prediction: The case of Mackey-Glass
BT  - Proceedings of the 2015 Conference of the International Fuzzy Systems Association and the European Society for Fuzzy Logic and Technology
PB  - Atlantis Press
SP  - 994
EP  - 999
SN  - 1951-6851
UR  - https://doi.org/10.2991/ifsa-eusflat-15.2015.140
DO  - 10.2991/ifsa-eusflat-15.2015.140
ID  - Soto2015/06
ER  -