Title :
Enhancing the Performance of the Fuzzy System Approach to Prediction
Author :
Nguyen, Thi Thanh ; Peterson, Jim
Author_Institution :
Sch. of Geogr. & Environ. Sci., Monash Univ., Clayton, VIC
Abstract :
Using time-series data, and testing the value of incorporating genetic algorithm, momentum technique, event-knowledge, selective presentation learning (under the SEL algorithm) and new training criteria (for financial time series), it is demonstrated that significant improvement in predictability accrues in deployment of the Standard Additive Model (SAM) during application of the fuzzy set approach to forecasting.
Keywords :
forecasting theory; fuzzy set theory; genetic algorithms; time series; event-knowledge; financial time series; fuzzy set approach; fuzzy system; genetic algorithm; momentum technique; selective presentation learning; standard additive model; time-series data; Algorithm design and analysis; Explosions; Function approximation; Fuzzy sets; Fuzzy systems; Genetic algorithms; Geography; Measurement standards; Predictive models; System testing; Standard Additive Model; function approximation; fuzzy system; time-series prediction;
Conference_Titel :
Fuzzy Systems and Knowledge Discovery, 2008. FSKD '08. Fifth International Conference on
Conference_Location :
Shandong
Print_ISBN :
978-0-7695-3305-6
DOI :
10.1109/FSKD.2008.198
