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An evolving recurrent interval type-2 intuitionistic fuzzy neural network for online learning and time series prediction.
- Source :
- Applied Soft Computing; May2019, Vol. 78, p150-163, 14p
- Publication Year :
- 2019
-
Abstract
- Abstract The prediction of time series has both the theoretical value and practical significance in reality. However, since the high nonlinear and noises in the time series, it is still an open problem to tackle with the uncertainties and fuzziness in the forecasting process. In this article, an evolving recurrent interval type-2 intuitionistic fuzzy neural network (eRIT2IFNN) is proposed for time series prediction and regression problems. The eRIT2IFNN employs interval type-2 intuitionistic fuzzy sets to enhance the modeling of uncertainties by intuitionistic evaluation and noise tolerance of the system. In the eRIT2IFNN, the antecedent part of each fuzzy rule is defined using intuitionistic interval type-2 fuzzy sets, and the consequent realizes the Takagi–Sugeno–Kang type fuzzy inference mechanism. In order to utilize the prior knowledge including intuitionistic information, a local internal feedback is established by feeding the rule firing strength of each rule to itself eRIT2IFNN is fully adaptive to the evolving of sequence data by online learning of structure and parameters. A modified density-based clustering is implemented for the structure learning, where both densities and membership degrees are involved to determine the fuzzy rules. Performance of eRIT2IFNN is evaluated using a set of benchmark problems and compared with existing fuzzy inference systems. Moreover, the eRIT2IFNN is tested for identification of dynamics under both noise-free and noisy environments. Finally, a group of practical financial price-tracking problems including high-frequency data of financial future, commodity future and precious metal are used for the evaluation of the proposed inference system. Highlights • A novel recurrent structure utilizing interval type-2 intuitionistic fuzzy set is proposed. • Self-evolving structure based on density clustering and intuitionistic evaluation. • The uncertain mean of interval type-2 intuitionistic fuzzy set is first constructed. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 15684946
- Volume :
- 78
- Database :
- Supplemental Index
- Journal :
- Applied Soft Computing
- Publication Type :
- Academic Journal
- Accession number :
- 135962673
- Full Text :
- https://doi.org/10.1016/j.asoc.2019.02.032