Salgado, PauloGouveia, FernandoIgrejas, Getúlio2010-11-092010-11-092007Salgado, 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. Ostrava978-80-7368-387-0http://hdl.handle.net/10198/2759This 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.engDerivative approximationTime seriesFuzzy modellingconference object