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


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 Automation and Robotics Research > Mobile Machine and Vision Laboratory
Identification Number: 10.1109/FUZZY.2010.5584523
Depositing User: Adrian Hopgood
Date Deposited: 31 Aug 2012 13:09
Last Modified: 19 Aug 2015 22:28
URI: http://shura.shu.ac.uk/id/eprint/5635

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