Hybrid IT2 NSFLS-1 Used to Predict the Uncertain MXNUSD Exchange Rate

Authors:
Gerardo M. Mendez;Angeles Hernandez
Affiliations:
Instituto Tecnologico de Nuevo Leon, Cd. Guadalupe, México CP 67170;Instituto Tecnologico de Nuevo Leon, Cd. Guadalupe, México CP 67170
Venue:
HAIS '08 Proceedings of the 3rd international workshop on Hybrid Artificial Intelligence Systems
Year:
2008

Citing 4
Cited 0

Interval type-2 fuzzy logic systems: theory and design

IEEE Transactions on Fuzzy Systems
Type-2 fuzzy sets made simple

IEEE Transactions on Fuzzy Systems
A hierarchical type-2 fuzzy logic control architecture for autonomous mobile robots

IEEE Transactions on Fuzzy Systems
Comparative study of stock trend prediction using time delay, recurrent and probabilistic neural networks

IEEE Transactions on Neural Networks

Quantified Score

Hi-index	0.00

Visualization

Abstract

This paper presents a novel application of the interval type-1 non-singleton type-2 fuzzy logic system (FLS) for one step ahead prediction of the daily exchange rate between Mexican Peso and US Dollar (MXNUSD) using the recursive least-squared (RLS)-back-propagation (BP) hybrid learning method. Experiments show that the exchange rate is predictable. A non-singleton type-1 FLS and an interval type-1 non-singleton type-2 FLS, both using only BP learning method, are used as a benchmarking systems to compare the results of the hybrid interval type-1 non-singleton type-2 FLS (RLS-BP) forecaster.