TY - GEN
T1 - Recurrent type ANFIS using local search technique for time series prediction
AU - Tamura, Hiroki
AU - Tanno, Koichi
AU - Tanaka, Hisasi
AU - Vairappan, Catherine
AU - Tang, Zheng
PY - 2008
Y1 - 2008
N2 - This paper presents an improved adaptive neuro- fuzzy inference system (ANFIS) for the application of time series prediction. Because ANFIS is based on a feedforward network structure, it is limited to static problem and cannot effectively cope with dynamic properties such as the time series data. To overcome this problem, an improved version of ANFIS is proposed by introducing self-feedback connections that model the temporal dependence. A batch type local search is suggested to train the proposed system. The effectiveness of the proposed system is tested by using two benchmark time series examples and comparison with the various models in time series prediction is also shown. The results obtained from the simulation show an improved performance.
AB - This paper presents an improved adaptive neuro- fuzzy inference system (ANFIS) for the application of time series prediction. Because ANFIS is based on a feedforward network structure, it is limited to static problem and cannot effectively cope with dynamic properties such as the time series data. To overcome this problem, an improved version of ANFIS is proposed by introducing self-feedback connections that model the temporal dependence. A batch type local search is suggested to train the proposed system. The effectiveness of the proposed system is tested by using two benchmark time series examples and comparison with the various models in time series prediction is also shown. The results obtained from the simulation show an improved performance.
UR - http://www.scopus.com/inward/record.url?scp=62949189121&partnerID=8YFLogxK
U2 - 10.1109/APCCAS.2008.4746039
DO - 10.1109/APCCAS.2008.4746039
M3 - 会議への寄与
AN - SCOPUS:62949189121
SN - 9781424423422
T3 - IEEE Asia-Pacific Conference on Circuits and Systems, Proceedings, APCCAS
SP - 380
EP - 383
BT - Proceedings of APCCAS 2008 - 2008 IEEE Asia Pacific Conference on Circuits and Systems
T2 - APCCAS 2008 - 2008 IEEE Asia Pacific Conference on Circuits and Systems
Y2 - 30 November 2008 through 3 December 2008
ER -