英文摘要 |
Processing big data to build prediction models requires large computing resources and long periods of time, which increases the cost of building a model. Therefore, developing a high-performance prediction model that requires less computing resources and time is an important task. This paper proposes a novel approach to approximate multiple functions simultaneously in a single complex neuro-fuzzy system. This approach can significantly improve the efficiency of the model. Moreover, the paper presents a feature selection strategy for multiple targets that useful features can be screened out for all the targets. The selected features are then used as inputs to the proposed system. For machine learning, the proposed GA-RLSE algorithm applies in the way that the GA method evolves the premise parameters of the proposed system and the RLSE method updates the Takagi-Sugeno consequence parameters. For experimentation, the proposed approach is tested by simultaneously approximating four functions and predicting two financial time series of foreign exchange rate respectively. With the experimental results and through performance comparison to other methods, the proposed approach has shown excellent performance. |