Skip to main content

Ensemble Neural Network with Type-1 and Type-2 Fuzzy Integration for Time Series Prediction and Its Optimization with PSO

  • Chapter
  • First Online:
Imprecision and Uncertainty in Information Representation and Processing

Part of the book series: Studies in Fuzziness and Soft Computing ((STUDFUZZ,volume 332))

Abstract

This paper describes the design of ensemble neural networks using Particle Swarm Optimization (PSO) for time series prediction with Type-1 and Type-2 Fuzzy Integration. The time series that is being considered in this work is the Mackey-Glass benchmark time series. Simulation results show that the ensemble approach produces good prediction of the Mackey-Glass time series.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

eBook
USD 16.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 109.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 109.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

References

  1. Castillo, O., Melin, P.: Type-2 Fuzzy Logic: Theory and Applications. Neural Networks, pp. 30–43. Springer, New York (2008)

    Google Scholar 

  2. Castillo, O., Melin, P.: Hybrid intelligent systems for time series prediction using neural networks, fuzzy logic, and fractal theory. IEEE Trans. Neural Netw. 13(6), 1395–1408 (2002)

    Article  Google Scholar 

  3. Castillo, O., Melin, P.: Simulation and forecasting complex economic time series using neural networks and fuzzy logic. In: Proceedings of the International Neural Networks Conference, vol. 3, pp. 1805–1810 (2001)

    Google Scholar 

  4. Castillo, O., Melin, P.: Simulation and forecasting complex financial time series using neural networks and fuzzy logic. In: Proceedings the IEEE the International Conference on Systems, Man and Cybernetics, vol. 4, pp. 2664–2669 (2001)

    Google Scholar 

  5. Eberhart, R.C., Kennedy, J.: A new optimizer particle swarm theory. In: Proceedings of the sixth Symposium on Micromachine and Human Science, pp. 39–43 (1995)

    Google Scholar 

  6. Eberhart, R.C.: Fundamentals of Computational Swarm Intelligence, pp. 93–129. Wiley, New York (2005)

    Google Scholar 

  7. Jang, J.S.R, Sun, C.T., Mizutani, E.: Neuro-Fuzzy and Sof Computing, Prentice Hall, Englewood Cliffs (1996)

    Google Scholar 

  8. Kennedy, J., Eberhart, R.C.: Particle swarm optimization. In: Proceedings Intelligent Symposium, pp. 80–87. April 2003

    Google Scholar 

  9. Krogh, A., Vedelsby, J.: Neural network ensembles, cross validation, and active learning. in: Tesauro, G., Touretzky, D., Leen, T. (eds.) Advances in Neural Information Processing Systems, vol. 7, pp. 231–238, 1001. MIT Press, Cambridge, Denver (1995)

    Google Scholar 

  10. Mackey, M.C.: Adventures in Poland: having fun and doing research with Andrzej Lasota. Mat. Stosow 8, 5–32 (2007)

    Google Scholar 

  11. Mackey, M.C., Glass, L.: Oascillation and chaos in physiological control systems. Science 197, 287–289 (1997)

    Article  Google Scholar 

  12. Maguire, L.P., Roche, B., McGinnity, T.M., McDaid, L.J.: Predicting a chaotic time series using a fuzzy neural network. Adv. Soft Comput. 12(1–4), 125–136 (1998)

    Google Scholar 

  13. Multaba, I.M., Hussain, M.A.: Application of Neural Networks and Other Learning. Technologies in Process Engineering, Imperial Collage Press, London (2001)

    Google Scholar 

  14. Plummer, E.A.: Time series forecasting with feed-forward neural networks: guidelines and limitations. University of Wyoming, July 2000

    Google Scholar 

  15. Pulido, M., Mancilla, A., Melin, P.: An ensemble neural network architecture with fuzzy response integration for complex time series prediction. Evolutionary Design of Intelligent Systems in Modeling, Simulation and Control, vol. 257/2009, pp. 85–110. Springer, Berlin (2009)

    Google Scholar 

  16. Sharkey, A.: One combining Artificial of Neural Nets. Department of Computer Science, University of Sheffield, Sheffield (1996)

    Google Scholar 

  17. Sharkey, A.: Combining Artificial Neural Nets: Ensemble and Modular Multi-Net Systems. Springer, London (1999)

    Google Scholar 

  18. Sollich, P., Krogh, A.: Learning with ensembles: how over-fitting can be useful. In: Touretzky, D.S., Mozer, M.C., Hasselmo, M.E. (eds.) Advances in Neural Information Processing Systems, vol. 8, pp. 190–196. MIT Press, Denver, Cambridge (1996)

    Google Scholar 

  19. Yadav, R.N., Kalra, P.K., John, J.: Time series prediction with single multiplicative neuron model. Soft Comput. Time Ser. Predict. Appl. Soft Comput. 7(4), 1157–1163 (2007)

    Article  Google Scholar 

  20. Yao, X., Liu, Y.: Making use of population information in evolutionary artificial neural networks. IEEE Trans. Syst. Man Cybern. Part B Cybern. 28(3), 417–425 (1998)

    Google Scholar 

  21. Zhao, L., Yang, Y.: PSO-based single multiplicative neuron model for time series prediction. Expert Syst. Appl. 36(2 Part 2), 2805–2812 (2009)

    Google Scholar 

  22. Zhou, Z.-H., Jiang, Y., Yang, Y.-B., Chen, S.-F.: Lung cancer cell identification based on artificial neural network ensembles. Artif. Intell. Med. 24(1), 25–36 (2002)

    Article  Google Scholar 

Download references

Acknowledgments

We would like to express our gratitude to the CONACYT, Tijuana Institute of Technology for the facilities and resources granted for the development of this research.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Patricia Melin .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2016 Springer International Publishing Switzerland

About this chapter

Cite this chapter

Melin, P., Pulido, M., Castillo, O. (2016). Ensemble Neural Network with Type-1 and Type-2 Fuzzy Integration for Time Series Prediction and Its Optimization with PSO. In: Angelov, P., Sotirov, S. (eds) Imprecision and Uncertainty in Information Representation and Processing. Studies in Fuzziness and Soft Computing, vol 332. Springer, Cham. https://doi.org/10.1007/978-3-319-26302-1_22

Download citation

  • DOI: https://doi.org/10.1007/978-3-319-26302-1_22

  • Published:

  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-26301-4

  • Online ISBN: 978-3-319-26302-1

  • eBook Packages: EngineeringEngineering (R0)

Publish with us

Policies and ethics