An evolutive interval type-2 TSK fuzzy logic system for volatile time series identification

Authors:
Juan Carlos Figueroa García
Affiliations:
Laboratory for Automation, Microelectronics and Computational Intelligence, Universidad Distrital Francisco José de Caldas, Bogotá, Colombia
Venue:
SMC'09 Proceedings of the 2009 IEEE international conference on Systems, Man and Cybernetics
Year:
2009

Citing 6
Cited 2

Time series: theory and methods

Time series: theory and methods
Centroid of a type-2 fuzzy set

Information Sciences: an International Journal
Simulation Modeling and Analysis

Simulation Modeling and Analysis
Time Series Analysis, Forecasting and Control

Time Series Analysis, Forecasting and Control
Implementing Interval Type-2 Fuzzy Processors [Developmental Tools]

IEEE Computational Intelligence Magazine
Super-Exponential Convergence of the Karnik–Mendel Algorithms for Computing the Centroid of an Interval Type-2 Fuzzy Set

IEEE Transactions on Fuzzy Systems

A neuro-evolutive interval type-2 TSK fuzzy system for volatile weather forecasting

ICIC'10 Proceedings of the 6th international conference on Advanced intelligent computing theories and applications: intelligent computing
Optimization of type-2 fuzzy systems based on bio-inspired methods: A concise review

Information Sciences: an International Journal

Quantified Score

Hi-index	0.00

Visualization

Abstract

This paper presents a study case of the US Dollar - Colombian Peso Exchange Rate by using a First-order Interval Type-2 TSK Fuzzy Logic System. This study case is specially interesting because it presents a volatile behavior which is a complex problem for classical analysis. Their results are checked by statistical tests as Bayesian, Akaike, Hannan-Quin criteria, Goldfeld-Quant, Ljung-Box, ARCH, Runs and Turning Points which provide appropriate criterions to test the solution. Some methodological aspects about a hybrid implementation between Evolutive Optimization and First order Interval Type-2 TSK FLS are presented. Additionally, the selected type-reduction algorithm is the IASCO algorithm proposedby Melgarejo in [1] since it presents better properties than other algorithms.