Time series forecasting using a TSK fuzzy system tuned with simulated annealing

ALMARAASHI, Majid, JOHN, Robert, COUPLAND, Simon and HOPGOOD, Adrian (2010). Time series forecasting using a TSK fuzzy system tuned with simulated annealing. In: IEEE International Conference on Fuzzy Systems (FUZZ), 2010. IEEE xplore, 1-6.

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    Official URL: http://dx.doi.org/10.1109/FUZZY.2010.5584523
    Link to published version:: 10.1109/FUZZY.2010.5584523

    Abstract

    In this paper, a combination of a Takagi-Sugeno fuzzy system (TSK) and simulated annealing is used to predict well known time series by searching for the best configuration of the fuzzy system. Simulated annealing is used to optimise the parameters of the antecedent and the consequent parts of the fuzzy system rules. The results of the proposed method are encouraging indicating that simulated annealing and fuzzy logic are able to combine well in time series prediction.

    Item Type: Book Section
    Research Institute, Centre or Group: Materials and Engineering Research Institute > Centre for Robotics and Automation > Mobile Machine and Vision Laboratory
    Identification Number: 10.1109/FUZZY.2010.5584523
    Depositing User: Adrian Hopgood
    Date Deposited: 31 Aug 2012 14:09
    Last Modified: 17 Sep 2012 15:17
    URI: http://shura.shu.ac.uk/id/eprint/5635

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