Enhancing the Performance of the Fuzzy System Approach to Prediction
Thi Thanh Nguyen; Peterson, J.
Fuzzy Systems and Knowledge Discovery, 2008. FSKD apos;08. Fifth International Conference on
Volume 1, Issue , 18-20 Oct. 2008 Page(s):259 - 265
Digital Object Identifier   10.1109/FSKD.2008.198
Summary:Using time-series data, and testing the value of incorporating genetic algorithm, momentum technique, event-knowledge, selective presentation learning (under the SEL algorithm) and new training criteria (for financial time series), it is demonstrated that significant improvement in predictability accrues in deployment of the Standard Additive Model (SAM) during application of the fuzzy set approach to forecasting.

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