Time Series Analysis: Forecasting and Control
Time Series Analysis: Forecasting and Control
Input-output modelling with decomposed neuro-fuzzy ARX model
Neurocomputing
Self-Organizing Neuro-Fuzzy Inference System
CIARP '08 Proceedings of the 13th Iberoamerican congress on Pattern Recognition: Progress in Pattern Recognition, Image Analysis and Applications
An IV-QR Algorithm for Neuro-Fuzzy Multivariable Online Identification
IEEE Transactions on Fuzzy Systems
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The aim of this paper is to simultaneously identify and estimate a non-linear autoregressive time series using a flexible neuro-fuzzy model. We provide a self organization and incremental mechanism to the adaptation process of the neuro-fuzzy model. The self organization mechanism searches for a suitable set of premises and consequents to enhance the time series estimation performance, while the incremental method selects influential lags in the model description. Experimental results indicate that our proposal reliably identifies appropriate lags for non-linear time series. Our proposal is illustrated by simulations on both synthetic and real data.