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A Type-2 Fuzzy Wavelet Neural Network for Time Series Prediction (Abiyev, Rahib Hidayat.)
Bibliographical information (record 264010)
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A Type-2 Fuzzy Wavelet Neural Network for Time Series Prediction
Author:
Abiyev, Rahib Hidayat. Search Author in Amazon Books

Publisher:
Springer-Verlag Berlin,
Edition:
2010.
Classification:
QA280
Detailed notes
    - This paper presents the development of novel type-2 wavelet neural network system for time series prediction. The structure of type-2 Fuzzy Wavelet Neural Network (FAWN) is proposed and its learning algorithm is derived. The proposed network is constructed on the base of a set of fuzzy rules that includes type-2 fuzzy sets in the antecedent part and a wavelet function in the consequent part of the rules. For generating the structure of prediction model a fuzzy clustering algorithm is implemented to generate the rules automatically and the gradient learning algorithm is used for parameter identification. Type-2 FWNN is used for modelling and prediction of exchange rate time series. Effectiveness of the proposed system is evaluated with the results obtained from the simulation of type-2 FWNN based systems and with the comparative simulation results of previous related models.
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Status
Library
Section
EOL-20
Item available
NEU Grand LibraryOnline (QA280 .T97 2010)
Online electronic

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