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A Comparative Study Among ANFIS, ANNs, and SONFIS for Volatile Time Series

  • Jairo Andres Perdomo-Tovar
  • Eiber Arley Galindo-Arevalo
  • Juan Carlos Figueroa-GarcíaEmail author
Conference paper
Part of the Communications in Computer and Information Science book series (CCIS, volume 831)

Abstract

This paper presents a comparison among ANFIS, ANNs, and a Self Organized Neuro Fuzzy Inference System (SONFIS) for time series prediction. The Turkish stock index (ISE) series is analyzed using the three methods, a statistical analysis of the residuals per method is performed, and the advantages/disadvantages per method are discussed.

Keywords

Fuzzy logic systems Self organized neural networks Volatile time series 

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Copyright information

© Springer International Publishing AG, part of Springer Nature 2018

Authors and Affiliations

  • Jairo Andres Perdomo-Tovar
    • 1
  • Eiber Arley Galindo-Arevalo
    • 1
  • Juan Carlos Figueroa-García
    • 1
    Email author
  1. 1.Universidad Distrital Francisco José de CaldasBogotáColombia

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