Complex fuzzy computing to time series prediction - A multi-swarm PSO learning approach

Chunshien Li, Tai Wei Chiang

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

24 Scopus citations

Abstract

A new complex fuzzy computing paradigm using complex fuzzy sets (CFSs) to the problem of time series forecasting is proposed in this study. Distinctive from traditional type-1 fuzzy set, the membership for elements belong to a CFS is characterized in the unit disc of the complex plane. Based on the property of complex-valued membership, CFSs can be used to design a neural fuzzy system so that the system can have excellent adaptive ability. The proposed system is called the complex neuro-fuzzy system (CNFS). To update the free parameters of the CNFS, we devise a novel hybrid HMSPSO-RLSE learning method. The HMSPSO is a multi-swarm-based optimization method, first devised by us, and it is used to adjust the premise parameters of the CNFS. The RLSE is used to update the consequent parameters. Two examples for time series foresting are used to test the proposed approach. Through the experimental results, excellent performance has been exposed.

Original languageEnglish
Title of host publicationIntelligent Information and Database Systems - Third International Conference, ACIIDS 2011, Proceedings
Pages242-251
Number of pages10
EditionPART 2
DOIs
StatePublished - 2011
Event3rd International Conference on Intelligent Information and Database Systems, ACIIDS 2011 - Daegu, Korea, Republic of
Duration: 20 Apr 201122 Apr 2011

Publication series

NameLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
NumberPART 2
Volume6592 LNAI
ISSN (Print)0302-9743
ISSN (Electronic)1611-3349

Conference

Conference3rd International Conference on Intelligent Information and Database Systems, ACIIDS 2011
Country/TerritoryKorea, Republic of
CityDaegu
Period20/04/1122/04/11

Keywords

  • Complex fuzzy set (CFS)
  • Complex neuro-fuzzy system (CNFS)
  • Hierarchical multi-swarm particle swarm optimization (HMSPSO)
  • Recursive least square estimator (RLSE)
  • Time series forecasting

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