英文摘要 |
A complex neuro-fuzzy system, using complex fuzzy sets (CFSs), neuro-fuzzy theory, and autoregressive integrated moving average (ARIMA) model, is proposed to the problem of time series forecasting. The proposed computing system is denoted as CNFS-ARIMA. To update the free parameters of the proposed CNFS-ARIMA, a novel hybrid learning method is devised, combining both the particle swarm optimization (PSO) algorithm and the recursive least squares estimator (RLSE) algorithm. The PSO is used to adjust the premise parameters of the proposed predictor, and the RLSE is used to update the consequent parameters. To test the proposed approach, two benchmark time series datasets are used. The experimental results by the proposed approach are compared with those by its neuro-fuzzy counterpart and by other approaches in literatures. The experimental results have illustrated the merits of CFSs in the proposed approach with excellent performance for the two examples of time series forecasting. Through performance comparison, the experimental results indicate that the proposed approach outperforms the compared approaches. |