Time series prediction by perturbed fuzzy model

Salgado, Paulo; Gouveia, Fernando; Igrejas, Getúlio

http://hdl.handle.net/10198/2759

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Autores

Salgado, Paulo

Gouveia, Fernando

Igrejas, Getúlio

Resumo(s)

This paper presents a fuzzy system approach to the prediction of nonlinear time series and dynamical systems based on a fuzzy model that includes its derivative information. The underlying mechanism governing the time series, expressed as a set of IF–THEN rules, is discovered by a modified structure of fuzzy system in order to capture the temporal series and its temporal derivative information. The task of predicting the future is carried out by a fuzzy predictor on the basis of the extracted rules and by the Taylor ODE solver method. We have applied the approach to the benchmark Mackey-Glass chaotic time series.

Palavras-chave

Derivative approximation Time series Fuzzy modelling

URI

http://hdl.handle.net/10198/2759

Citação

Salgado, Paulo; Gouveia, Fernando; Igrejas, Getúlio (2007). Time series prediction by perturbed fuzzy model. In 5th Conference of the European Society for Fuzzy Logic and Technology. Ostrava