Searching for just a few words should be enough to get started. If you need to make more complex queries, use the tips below to guide you.
Article type: Research Article
Authors: McDonald, S.; * | Angelov, P.
Affiliations: Department of Communication Systems, Infolab21, Lancaster University, Lancashire, LA1 4WA, UK
Correspondence: [*] Corresponding author. Tel.: +44 0 152 451 0525; Fax: +44 0 152 451 0493; E-mail: s.mcdonald1@lancaster.ac.uk
Abstract: 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.
Keywords: Evolving takagi sugeno, fuzzy, modelling, noise, discrete wavelet transform
DOI: 10.3233/KES-2010-0186
Journal: International Journal of Knowledge-based and Intelligent Engineering Systems, vol. 14, no. 1, pp. 11-19, 2010
IOS Press, Inc.
6751 Tepper Drive
Clifton, VA 20124
USA
Tel: +1 703 830 6300
Fax: +1 703 830 2300
sales@iospress.com
For editorial issues, like the status of your submitted paper or proposals, write to editorial@iospress.nl
IOS Press
Nieuwe Hemweg 6B
1013 BG Amsterdam
The Netherlands
Tel: +31 20 688 3355
Fax: +31 20 687 0091
info@iospress.nl
For editorial issues, permissions, book requests, submissions and proceedings, contact the Amsterdam office info@iospress.nl
Inspirees International (China Office)
Ciyunsi Beili 207(CapitaLand), Bld 1, 7-901
100025, Beijing
China
Free service line: 400 661 8717
Fax: +86 10 8446 7947
china@iospress.cn
For editorial issues, like the status of your submitted paper or proposals, write to editorial@iospress.nl
如果您在出版方面需要帮助或有任何建, 件至: editorial@iospress.nl