Title :
A fuzzy rule based time series model
Author_Institution :
Dept. of Industrial & Syst. Eng., Chuo Univ., Tokyo, Japan
Abstract :
A time series model based on fuzzy if-then rules is introduced and its estimation problem is considered. The proposed model is an application of the Takagi-Sugeno´s fuzzy system and is a generalization of the threshold autoregressive model for time series. The applicability of the proposed model is considered by applying to real time series.
Keywords :
fuzzy systems; time series; uncertainty handling; Takagi-Sugeno fuzzy system; estimation problem; fuzzy if-then rules; threshold autoregressive model; time series model; Electronic mail; Equations; Fuzzy sets; Fuzzy systems; Neural networks; Stochastic resonance; Stochastic systems; Systems engineering and theory; Takagi-Sugeno model; White noise;
Conference_Titel :
Fuzzy Information, 2004. Processing NAFIPS '04. IEEE Annual Meeting of the
Print_ISBN :
0-7803-8376-1
DOI :
10.1109/NAFIPS.2004.1337430
