Evolutionary algorithms for the selection of time lags for time series forecasting by fuzzy inference systems

Authors:
Kristina Lukoseviciute;Minvydas Ragulskis
Affiliations:
Research Group for Mathematical and Numerical Analysis of Dynamical Systems, Kaunas University of Technology, Studentu 50-222, Kaunas LT-51638, Lithuania;Research Group for Mathematical and Numerical Analysis of Dynamical Systems, Kaunas University of Technology, Studentu 50-222, Kaunas LT-51638, Lithuania
Venue:
Neurocomputing
Year:
2010

Citing 18
Cited 9

Adaptation in Natural and Artificial Systems: An Introductory Analysis with Applications to Biology, Control and Artificial Intelligence

Adaptation in Natural and Artificial Systems: An Introductory Analysis with Applications to Biology, Control and Artificial Intelligence
Finding the most unusual time series subsequence: algorithms and applications

Knowledge and Information Systems
A novel approach for estimation of optimal embedding parameters of nonlinear time series by structural learning of neural network

Neurocomputing
Multigrid-based fuzzy systems for time series prediction: CATS competition

Neurocomputing
Using adaptive neuro-fuzzy inference system for hydrological time series prediction

Applied Soft Computing
A bivariate fuzzy time series model to forecast the TAIEX

Expert Systems with Applications: An International Journal
A new hybrid artificial neural networks and fuzzy regression model for time series forecasting

Fuzzy Sets and Systems
A New Intelligent System Methodology for Time Series Forecasting with Artificial Neural Networks

Neural Processing Letters
A population-based artificial immune system for numerical optimization

Neurocomputing
Dynamically exploring internal mechanism of stock market by fuzzy-based support vector machines with high dimension input space and genetic algorithm

Expert Systems with Applications: An International Journal
Adaptive network-based fuzzy inference system for prediction of surface roughness in end milling process using hybrid Taguchi-genetic learning algorithm

Expert Systems with Applications: An International Journal
Adaptive fuzzy model identification to predict the heat transfer coefficient in pool boiling of distilled water

Expert Systems with Applications: An International Journal
A simple model to predict soil moisture: Bridging Event and Continuous Hydrological (BEACH) modelling

Environmental Modelling & Software
Improvement of Auto-Regressive Integrated Moving Average models using Fuzzy logic and Artificial Neural Networks (ANNs)

Neurocomputing
Non-uniform attractor embedding for time series forecasting by fuzzy inference systems

Neurocomputing
An intelligent hybrid morphological-rank-linear method for financial time series prediction

Neurocomputing
A single front genetic algorithm for parallel multi-objective optimization in dynamic environments

Neurocomputing
Letters: Optimal selection of time lags for TDSEP based on genetic algorithm

Neurocomputing

Short-term time series forecasting based on the identification of skeleton algebraic sequences

Neurocomputing
Ant colony optimization for determining the optimal dimension and delays in phase space reconstruction

Proceedings of the 13th annual conference on Genetic and evolutionary computation
Cooperative coevolution of Elman recurrent neural networks for chaotic time series prediction

Neurocomputing
Plenary lecture 1: time series prediction based on fuzzy and neural networks

MMES'11/DEEE'11/COMATIA'11 Proceedings of the 2nd international conference on Mathematical Models for Engineering Science, and proceedings of the 2nd international conference on Development, Energy, Environment, Economics, and proceedings of the 2nd international conference on Communication and Management in Technological Innovation and Academic Globalization
Bifurcating fuzzy sets: Theory and application

Neurocomputing
Short-term time series algebraic forecasting with internal smoothing

Neurocomputing
Short, medium and long term forecasting of time series using the L-Co-R algorithm

Neurocomputing
Non uniform Embedding based on Relevance Analysis with reduced computational complexity: Application to the detection of pathologies from biosignal recordings

Neurocomputing
Generalized dynamical fuzzy model for identification and prediction

Journal of Intelligent & Fuzzy Systems: Applications in Engineering and Technology

Quantified Score

Hi-index	0.01

Visualization

Abstract

Time series forecasting by fuzzy inference systems based on optimal non-uniform attractor embedding in the multidimensional delay phase space is analyzed in this paper. A near-optimal set of time lags is identified by evolutionary algorithms after the optimal dimension of the reconstructed phase space is determined by the FNN (false nearest neighbors) algorithm. The fitness function is constructed in such a way that it represents the spreading of the attractor in the delay coordinate space but does not contain any information on prediction error metrics. The weighted one-point crossover rule enables an effective identification of near-optimal sets of non-uniform time lags which are better than the globally optimal set of uniform time lags. Thus the reconstructed information on the properties of the underlying dynamical system is directly elaborated in the fuzzy prediction system. A number of numerical experiments are used to test the functionality of this method.