Research output: Contribution to Journal/Magazine › Journal article › peer-review
Research output: Contribution to Journal/Magazine › Journal article › peer-review
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TY - JOUR
T1 - Evolving Takagi Sugeno modelling with memory for slow processes.
AU - McDonald, Simon
AU - Angelov, Plamen
PY - 2010/2
Y1 - 2010/2
N2 - Evolving Takagi Sugeno (eTS) models are optimised for use in applications with high sampling rates. This mode of use produces excellent prediction results very quickly and with low memory requirements, even with large numbers of input attributes. In this paper eTS modelling is adapted for optimality in situations where memory usage and processing time are not specific requirements. The new method, eTS with memory, is demonstrated on two financial time series, both the fullband signals and after decomposition by the discrete wavelet transform. It is shown that the use of previous inputs and multiple iterations in eTS can produce better predictions for signals which are not dominated by the characteristics of noise.
AB - Evolving Takagi Sugeno (eTS) models are optimised for use in applications with high sampling rates. This mode of use produces excellent prediction results very quickly and with low memory requirements, even with large numbers of input attributes. In this paper eTS modelling is adapted for optimality in situations where memory usage and processing time are not specific requirements. The new method, eTS with memory, is demonstrated on two financial time series, both the fullband signals and after decomposition by the discrete wavelet transform. It is shown that the use of previous inputs and multiple iterations in eTS can produce better predictions for signals which are not dominated by the characteristics of noise.
KW - Evolving Takagi Sugeno
KW - Fuzzy
KW - Modelling
KW - Noise
KW - Discrete Wavelet Transform
M3 - Journal article
VL - 14
SP - 11
EP - 16
JO - International Journal of Knowledge-Based and Intelligent Engineering Systems
JF - International Journal of Knowledge-Based and Intelligent Engineering Systems
SN - 1327-2314
IS - 1
ER -