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Time series prediction by perturbed fuzzy model

dc.contributor.authorSalgado, Paulo
dc.contributor.authorGouveia, Fernando
dc.contributor.authorIgrejas, Getúlio
dc.date.accessioned2010-11-09T16:01:36Z
dc.date.available2010-11-09T16:01:36Z
dc.date.issued2007
dc.description.abstractThis 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.sponsorshipThis work was supported by the Portuguese Fundação para a Ciência e a Tecnologia (FCT) under grant POSI/SRI/41975/2001.
dc.identifier.citationSalgado, 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. Ostravapor
dc.identifier.isbn978-80-7368-387-0
dc.identifier.urihttp://hdl.handle.net/10198/2759
dc.language.isoengpor
dc.relationClassification and clustering of fuzzy rules
dc.subjectDerivative approximationpor
dc.subjectTime seriespor
dc.subjectFuzzy modellingpor
dc.titleTime series prediction by perturbed fuzzy modelpor
dc.typeconference object
dspace.entity.typePublication
oaire.awardTitleClassification and clustering of fuzzy rules
oaire.awardURIinfo:eu-repo/grantAgreement/FCT/POSC/POSI%2FSRI%2F41975%2F2001/PT
oaire.awardURIinfo:eu-repo/grantAgreement/FCT/Orçamento de Funcionamento%2FPOSC/POSI%2FSRI%2F41975%2F2001/PT
oaire.citation.conferencePlaceOstravapor
oaire.citation.title5th Conference of the European Society for Fuzzy Logic and Technologypor
oaire.fundingStreamPOSC
oaire.fundingStreamOrçamento de Funcionamento/POSC
person.familyNameIgrejas
person.givenNameGetúlio
person.identifier.orcid0000-0002-6820-8858
person.identifier.ridM-8571-2013
person.identifier.scopus-author-id47761255900
project.funder.identifierhttp://doi.org/10.13039/501100001871
project.funder.identifierhttp://doi.org/10.13039/501100001871
project.funder.nameFundação para a Ciência e a Tecnologia
project.funder.nameFundação para a Ciência e a Tecnologia
rcaap.rightsopenAccesspor
rcaap.typeconferenceObjectpor
relation.isAuthorOfPublicationab4092ec-d1b1-4fe0-b65a-efba1310fd5a
relation.isAuthorOfPublication.latestForDiscoveryab4092ec-d1b1-4fe0-b65a-efba1310fd5a
relation.isProjectOfPublication81e3bc5f-035a-424d-b427-bed81a56c8ff
relation.isProjectOfPublication154760fe-aeaf-4771-88e0-55ec65fc7d00
relation.isProjectOfPublication.latestForDiscovery81e3bc5f-035a-424d-b427-bed81a56c8ff

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