Title :
Application of fuzzy tree on chaotic time series prediction
Author :
Yao, Jian ; Mao, Jianqin ; Zhang, Wei
Author_Institution :
Sch. of Autom. Sci. & Electr. Eng., Beihang Univ., Beijing
Abstract :
In this paper, adaptive-tree-structure-based fuzzy model is applied to predict chaotic time series. The fuzzy partition of input data set is adaptive to the pattern of data distribution to optimize the number of the subsets automatically by binary-tree model. A fuzzy area around every discriminant edge is set up by the membership functions corresponding to every subset of input data. A complex nonlinear function is obtained by piecewise linear approximation and smoothing the discontinuous at the discriminant edges of subsets to reduce the error of approximation. The fuzzy tree model is evaluated using prediction of the Mackey-Glass chaotic time series. In comparison with some existing methods, it is shown that the FT is also of less computation and higher accuracy.
Keywords :
approximation theory; chaos; fuzzy set theory; nonlinear functions; piecewise linear techniques; time series; trees (mathematics); Mackey-Glass chaotic time series; adaptive-tree-structure-based fuzzy model; approximation error; binary-tree model; chaotic time series prediction; complex nonlinear function; data distribution; discriminant edges; fuzzy partition; fuzzy tree model; membership functions; piecewise linear approximation; Artificial neural networks; Automation; Binary trees; Chaos; Fuzzy sets; Fuzzy systems; Piecewise linear approximation; Prediction methods; Predictive models; Smoothing methods; Chaotic Time Series; Fuzzy Tree; Prediction;
Conference_Titel :
Automation and Logistics, 2008. ICAL 2008. IEEE International Conference on
Conference_Location :
Qingdao
Print_ISBN :
978-1-4244-2502-0
Electronic_ISBN :
978-1-4244-2503-7
DOI :
10.1109/ICAL.2008.4636169