Publicação
Time series prediction by perturbed fuzzy model
| dc.contributor.author | Salgado, Paulo | |
| dc.contributor.author | Gouveia, Fernando | |
| dc.contributor.author | Igrejas, Getúlio | |
| dc.date.accessioned | 2010-11-09T16:01:36Z | |
| dc.date.available | 2010-11-09T16:01:36Z | |
| dc.date.issued | 2007 | |
| dc.description.abstract | 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. | por |
| dc.description.sponsorship | This work was supported by the Portuguese Fundação para a Ciência e a Tecnologia (FCT) under grant POSI/SRI/41975/2001. | |
| dc.identifier.citation | 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 | por |
| dc.identifier.isbn | 978-80-7368-387-0 | |
| dc.identifier.uri | http://hdl.handle.net/10198/2759 | |
| dc.language.iso | eng | por |
| dc.relation | Classificação e agrupamento de regras difusas | |
| dc.subject | Derivative approximation | por |
| dc.subject | Time series | por |
| dc.subject | Fuzzy modelling | por |
| dc.title | Time series prediction by perturbed fuzzy model | por |
| dc.type | conference paper | |
| dspace.entity.type | Publication | |
| oaire.awardNumber | POSI/SRI/41975/2001 | |
| oaire.awardTitle | Classificação e agrupamento de regras difusas | |
| oaire.awardURI | info:eu-repo/grantAgreement/FCT/Orçamento de Funcionamento%2FPOSC/POSI%2FSRI%2F41975%2F2001/PT | |
| oaire.citation.conferencePlace | Ostrava | por |
| oaire.citation.title | 5th Conference of the European Society for Fuzzy Logic and Technology | por |
| oaire.fundingStream | Orçamento de Funcionamento/POSC | |
| person.familyName | Igrejas | |
| person.givenName | Getúlio | |
| person.identifier.orcid | 0000-0002-6820-8858 | |
| person.identifier.rid | M-8571-2013 | |
| person.identifier.scopus-author-id | 47761255900 | |
| project.funder.identifier | http://doi.org/10.13039/501100001871 | |
| project.funder.name | Fundação para a Ciência e a Tecnologia | |
| rcaap.rights | openAccess | por |
| rcaap.type | conferenceObject | por |
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