Evolving fuzzy linear regression trees

This paper introduces a new approach for evolving fuzzy modeling based on a tree structure. The system is a fuzzy linear regression tree whose topology can be continuously updated using a statistical model selection test. A fuzzy linear regression tree is a fuzzy tree with linear model in each leaf. The evolving linear regression approach is evaluated on a forecasting problem and its performance compared against alternative evolving fuzzy models and classic models with fixed structures. The results suggest that evolving fuzzy regression tree is a promising approach for adaptive system modeling.