Fuzzy logic, neural networks, and soft computing
Communications of the ACM
Neuro-fuzzy and soft computing: a computational approach to learning and machine intelligence
Neuro-fuzzy and soft computing: a computational approach to learning and machine intelligence
Pattern Recognition with Fuzzy Objective Function Algorithms
Pattern Recognition with Fuzzy Objective Function Algorithms
Three objective genetics-based machine learning for linguisitc rule extraction
Information Sciences: an International Journal - Recent advances in genetic fuzzy systems
Multi-Objective Optimization Using Evolutionary Algorithms
Multi-Objective Optimization Using Evolutionary Algorithms
Time Series Analysis: Forecasting and Control
Time Series Analysis: Forecasting and Control
Hidden Markov Models for Speech Recognition
Hidden Markov Models for Speech Recognition
Automatic generation of fuzzy rule-based models from data by genetic algorithms
Information Sciences—Informatics and Computer Science: An International Journal - Special issue on recent advances in soft computing
StockMarket Forecasting Using Hidden Markov Model: A New Approach
ISDA '05 Proceedings of the 5th International Conference on Intelligent Systems Design and Applications
An algorithm to determine hidden Markov model topology
ICASSP '96 Proceedings of the Acoustics, Speech, and Signal Processing, 1996. on Conference Proceedings., 1996 IEEE International Conference - Volume 06
Breast-Cancer identification using HMM-fuzzy approach
Computers in Biology and Medicine
IEEE Transactions on Fuzzy Systems
A new approach to fuzzy modeling
IEEE Transactions on Fuzzy Systems
A transformed input-domain approach to fuzzy modeling
IEEE Transactions on Fuzzy Systems
IEEE Transactions on Fuzzy Systems
Data-driven linguistic modeling using relational fuzzy rules
IEEE Transactions on Fuzzy Systems
A fuzzy-logic-based approach to qualitative modeling
IEEE Transactions on Fuzzy Systems
A new evolutionary system for evolving artificial neural networks
IEEE Transactions on Neural Networks
Subsethood-product fuzzy neural inference system (SuPFuNIS)
IEEE Transactions on Neural Networks
Hi-index | 0.01 |
In this paper, we introduce a new hybrid of Hidden Markov Model (HMM), Fuzzy Logic and multiobjective Evolutionary Algorithm (EA) for building a fuzzy model to predict non-linear time series data. In this hybrid approach, the HMM's log-likelihood score for each data pattern is used to rank the data and fuzzy rules are generated using the ranked data. We use multiobjective EA to find a range of trade-off solutions between the number of fuzzy rules and the prediction accuracy. The model is tested on a number of benchmark and more recent financial time series data. The experimental results clearly demonstrate that our model is able to generate a reduced number of fuzzy rules with similar (and in some cases better) performance compared with typical data driven fuzzy models reported in the literature.