Time series: theory and methods
Time series: theory and methods
An evolutive interval type-2 TSK fuzzy logic system for volatile time series identification
SMC'09 Proceedings of the 2009 IEEE international conference on Systems, Man and Cybernetics
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This paper presents an hybrid Neuro-Evolutive algorithm for a Firstorder Interval Type-2 TSK Fuzzy Logic System applied to a volatile weather forecasting case. All results are tested by statistical tests asGoldfeld-Quant, Ljung-Box, ARCH, Runs, Turning Points, Bayesian, Akaike and Hannan-Quin criteria. Some methodological aspects about a hybrid implementation among ANFIS, an Evolutive Optimizer and a First order Interval Type-2 TSK FLS are presented. The selected type-reduction algorithm is the IASCO algorithm proposed by Melgarejo in [1] since it presents better computing properties than other algorithms.