Recurrent type ANFIS using local search technique for time series prediction

Hiroki Tamura*, Koichi Tanno, Hisasi Tanaka, Catherine Vairappan, Zheng Tang

*この論文の責任著者

研究成果: 書籍の章/レポート/会議録会議への寄与査読

17 被引用数 (Scopus)

抄録

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.

本文言語英語
ホスト出版物のタイトルProceedings of APCCAS 2008 - 2008 IEEE Asia Pacific Conference on Circuits and Systems
ページ380-383
ページ数4
DOI
出版ステータス出版済み - 2008
イベントAPCCAS 2008 - 2008 IEEE Asia Pacific Conference on Circuits and Systems - Macao, 中国
継続期間: 2008/11/302008/12/03

出版物シリーズ

名前IEEE Asia-Pacific Conference on Circuits and Systems, Proceedings, APCCAS

学会

学会APCCAS 2008 - 2008 IEEE Asia Pacific Conference on Circuits and Systems
国/地域中国
CityMacao
Period2008/11/302008/12/03

ASJC Scopus 主題領域

  • 電子工学および電気工学

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