Abstract
A New Software Tool for Time Series Prediction by Means of Fuzzy Inference Systems is Reported. This Tool, Named XFTSP, implements a Novel Methodology for Time Series Prediction based on Methods for Automatic Fuzzy Systems Identification and Supervised Learning Combined with Statistical Methods for Nonparametric Residual Variance Estimation. XFTSP is Designed as a Tool Integrated in the Xfuzzy Development Environment for Fuzzy Systems. Experiments Carried Out on a Number of Time Series Benchmarks Show the Advantages of XFTSP in Terms of Both Accuracy and Computational Requirements as Compared Against Least-Squared Support Vector Machines, an Established Technique in the Field of Time Series Prediction. © 2008 IEEE.
Recommended Citation
F. Montesino et al., "XFTSP: A Tool for Time Series Prediction by Means of Fuzzy Inference Systems," 2008 4th International IEEE Conference Intelligent Systems, IS 2008, vol. 1, pp. 22 - 27, article no. 4670398, Institute of Electrical and Electronics Engineers, Dec 2008.
The definitive version is available at https://doi.org/10.1109/IS.2008.4670398
Department(s)
Engineering Management and Systems Engineering
Keywords and Phrases
Fuzzy inference; Least-squared support vector machines; Nonparametric regression; Residual variance estimation; Supervised learning; Time series prediction
International Standard Book Number (ISBN)
978-142441739-1
Document Type
Article - Conference proceedings
Document Version
Citation
File Type
text
Language(s)
English
Rights
© 2024 Institute of Electrical and Electronics Engineers, All rights reserved.
Publication Date
01 Dec 2008
