Application of adaptive neuro-fuzzy inference systems for analyzing non-Gaussian signal

In this paper, we developed a model based on the adaptive neuro-fuzzy inference systems (ANFIS) for analyzing a real non Gaussian process. The obtained results show that the generated values using ANFIS techniques have similar statistical characteristics as real data. Additionally, the developed model fits well real data and can be used for predicting purpose. Compared with existing model obtained by third order moment (TOM) method, our model has better prediction accuracy.