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Title: Time series prediction by perturbed fuzzy model
Authors: Salgado, Paulo
Gouveia, Fernando
Igrejas, Getúlio
Keywords: Derivative approximation
Time series
Fuzzy modelling
Issue Date: 2007
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
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.
ISBN: 978-80-7368-387-0
Appears in Collections:DE - Publicações em Proceedings Indexadas ao ISI/Scopus

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