Ensembles of Type 2 Fuzzy Neural Models and Their Optimization with Bio-Inspired Algorithms for Time Series Prediction

Nonfiction, Computers, Advanced Computing, Artificial Intelligence, General Computing
Cover of the book Ensembles of Type 2 Fuzzy Neural Models and Their Optimization with Bio-Inspired Algorithms for Time Series Prediction by Jesus Soto, Oscar Castillo, Patricia Melin, Springer International Publishing
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Author: Jesus Soto, Oscar Castillo, Patricia Melin ISBN: 9783319712642
Publisher: Springer International Publishing Publication: November 19, 2017
Imprint: Springer Language: English
Author: Jesus Soto, Oscar Castillo, Patricia Melin
ISBN: 9783319712642
Publisher: Springer International Publishing
Publication: November 19, 2017
Imprint: Springer
Language: English

This book focuses on the fields of hybrid intelligent systems based on fuzzy systems, neural networks, bio-inspired algorithms and time series. This book describes the construction of ensembles of Interval Type-2 Fuzzy Neural Networks models and the optimization of their fuzzy integrators with bio-inspired algorithms for time series prediction. Interval type-2 and type-1 fuzzy systems are used to integrate the outputs of the Ensemble of Interval Type-2 Fuzzy Neural Network models. Genetic Algorithms and Particle Swarm Optimization are the Bio-Inspired algorithms used for the optimization of the fuzzy response integrators. The Mackey-Glass, Mexican Stock Exchange, Dow Jones and NASDAQ time series are used to test of performance of the proposed method. Prediction errors are evaluated by the following metrics: Mean Absolute Error, Mean Square Error, Root Mean Square Error, Mean Percentage Error and Mean Absolute Percentage Error. The proposed prediction model outperforms state of the art methods in predicting the particular time series considered in this work.

 

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This book focuses on the fields of hybrid intelligent systems based on fuzzy systems, neural networks, bio-inspired algorithms and time series. This book describes the construction of ensembles of Interval Type-2 Fuzzy Neural Networks models and the optimization of their fuzzy integrators with bio-inspired algorithms for time series prediction. Interval type-2 and type-1 fuzzy systems are used to integrate the outputs of the Ensemble of Interval Type-2 Fuzzy Neural Network models. Genetic Algorithms and Particle Swarm Optimization are the Bio-Inspired algorithms used for the optimization of the fuzzy response integrators. The Mackey-Glass, Mexican Stock Exchange, Dow Jones and NASDAQ time series are used to test of performance of the proposed method. Prediction errors are evaluated by the following metrics: Mean Absolute Error, Mean Square Error, Root Mean Square Error, Mean Percentage Error and Mean Absolute Percentage Error. The proposed prediction model outperforms state of the art methods in predicting the particular time series considered in this work.

 

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