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

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4 Author(s)
Almaraashi, M. ; Centre for Comput. Intell., De Montfort Univ., Leicester, UK ; John, R. ; Coupland, S. ; Hopgood, A.

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.

Published in:

Fuzzy Systems (FUZZ), 2010 IEEE International Conference on

Date of Conference:

18-23 July 2010