Advances in Time Series Forecasting

Author(s): Busenur Sarıca, Erol Egrioglu and Barıs Asıkgil

DOI: 10.2174/9781681085289117020011

Recurrent ANFIS for Time Series Forecasting

Pp: 156-164 (9)

Buy Chapters

* (Excluding Mailing and Handling)

  • * (Excluding Mailing and Handling)

Abstract

SHS investigation development is considered from the geographical and historical viewpoint. 3 stages are described. Within Stage 1 the work was carried out in the Department of the Institute of Chemical Physics in Chernogolovka where the scientific discovery had been made. At Stage 2 the interest to SHS arose in different cities and towns of the former USSR. Within Stage 3 SHS entered the international scene. Now SHS processes and products are being studied in more than 50 countries.

Abstract

A few recurrent ANFIS approaches were proposed in the literature. Two main types of recurrences are possible in ANFIS architecture. Feedback can be made for input layer or right sides of Sugeno-type rules. In this study, a new type recurrent ANFIS is proposed for forecasting. Feedback mechanism is embedded to ANFIS by using squares of error terms as inputs in right sides of Sugeno-type fuzzy rules. The training of the proposed ANFIS is made by using particle swarm optimization technique. The proposed method was tested on some real world time series data and it is compared with some alternative forecasting methods in the literature. It was shown that the proposed method has the best forecasting performance.

Recommended Chapters

We recommend

Favorable 70-S: Investigation Branching Arrow

Authors:Bentham Science Books