DocumentCode
2310247
Title
Time series forecasting using a TSK fuzzy system tuned with simulated annealing
Author
Almaraashi, Majid ; John, Robert ; Coupland, Simon ; Hopgood, Adrian
Author_Institution
Centre for Comput. Intell., De Montfort Univ., Leicester, UK
fYear
2010
fDate
18-23 July 2010
Firstpage
1
Lastpage
6
Abstract
In this paper, a combination of a Takagi-Sugeno fuzzy system (TSK) and simulated annealing is used to predict well known time series by searching for the best configuration of the fuzzy system. Simulated annealing is used to optimise the parameters of the antecedent and the consequent parts of the fuzzy system rules. The results of the proposed method are encouraging indicating that simulated annealing and fuzzy logic are able to combine well in time series prediction.
Keywords
fuzzy systems; simulated annealing; time series; Takagi Sugeno fuzzy system; fuzzy logic; simulated annealing; time series forecasting; Fuzzy sets; Fuzzy systems; Mathematical model; Simulated annealing; Testing; Time series analysis; Training;
fLanguage
English
Publisher
ieee
Conference_Titel
Fuzzy Systems (FUZZ), 2010 IEEE International Conference on
Conference_Location
Barcelona
ISSN
1098-7584
Print_ISBN
978-1-4244-6919-2
Type
conf
DOI
10.1109/FUZZY.2010.5584523
Filename
5584523
Link To Document