Abstract
In this paper we describe the application of an architecture for an ensemble neural network for Complex Time Series Prediction. The times series we are considering are: the Mackey-Glass, Dow Jones and Mexican Stock Exchange and we show the results of a set of trainings with the ensemble neural network, and its integration with the methods of average, weighted average and Fuzzy Integration. Simulation results show very good prediction of the ensemble neural network with fuzzy logic integration.
This is a preview of subscription content, log in via an institution to check access.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
Vásquez, G., Muñoz, Tapia, J.: “Series de Tiempo” Catholic University of the Holy Concepción, Chile (2001), http://zip.rincondelvago.com/?00033622 (December 05, 2008)
Arellano, M.: Introduction to time series analysis (2001), http://ciberconta.unizar.es/LECCION/seriest/100.HTM (September 06, 2008)
Davey, N., Hunt, S., Frank, R.: Time Series Prediction and Neural Networks, University of Hertfordshire, Hatfield, UK (1999) (December 04, 2008)
Plummer, E.A.: Time series forecasting with feed-forward neural Networks: uidelines and limitations. University of Wyoming (July 2000), http://www.karlbranting.net/papers/plummer/Paper_7_12_00.htm (January 20, 2009)
Neural Network Tutorial, http://www.answermath.com/neural-networks/tutorial-esp-2-concepto.htm (December 05, 2008)
Multaba, I.M., Hussain, M.A.: Application of Neural Networks and Other Learning. Technologies in Process Engineering. Imperial Collage Press (2001) (December 03, 2008)
Basic Concepts of Fuzzy Logic, http://www.tdx.cbuc.es/TESIS_UPC/AVAILABLE/TDX0207105105056//04Rpp04de11.pdf (September 10, 2008)
Jang, J.S.R., Sun, C.T., Mizutani, E.: Neuro-Fuzzy and Soft Computing. Prentice Hall, New Jersey
Holland, J.: Adaptation in natural and artificial systems. University of Michigan Press (1975)
Golberg, D.: Genetic Algorithms in search, optimization and machine learning. Addison Wesley, Reading (1989)
Yen, J., Langari, R.: Fuzzy Logic: intelligence, control and Information. Prentice Hall, New Jersey (1999)
MATLAB, Historical Mackey Glass data (2007)
Dow Jones Indexes, http://www.djindexes.com (September 5, 2008)
Mexico Bank, http://www.banxico.org.mx (December 10, 2008)
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2009 Springer-Verlag Berlin Heidelberg
About this chapter
Cite this chapter
Pulido, M., Mancilla, A., Melin, P. (2009). An Ensemble Neural Network Architecture with Fuzzy Response Integration for Complex Time Series Prediction. In: Castillo, O., Pedrycz, W., Kacprzyk, J. (eds) Evolutionary Design of Intelligent Systems in Modeling, Simulation and Control. Studies in Computational Intelligence, vol 257. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-04514-1_6
Download citation
DOI: https://doi.org/10.1007/978-3-642-04514-1_6
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-04513-4
Online ISBN: 978-3-642-04514-1
eBook Packages: EngineeringEngineering (R0)