A fuzzy time series prediction method using the evolutionary algorithm

Authors:
Hwan Il Kang
Affiliations:
Dept. of Information Eng., Myongji University, Yongin Geonggi province, Republic of Korea
Venue:
ICIC'05 Proceedings of the 2005 international conference on Advances in Intelligent Computing - Volume Part II
Year:
2005

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Abstract

This paper proposes a time series prediction method for the nonlinear system using the fuzzy system and the genetic algorithm. At first, we obtain the optimal fuzzy membership function using the genetic algorithm. With the optimal fuzzy rules and the input differences, a better time prediction series system may be obtained. In addition, we may obtain the optimal fuzzy membership functions in terms of the evolutionary strategy and we obtain the time series prediction methods using the optimal fuzzy rules. We compare the time series prediction method using the genetic algorithm with that using the evolutionary strategy.