Advertisement

Problem Statement and Development

  • Jesus SotoEmail author
  • Patricia Melin
  • Oscar Castillo
Chapter
  • 258 Downloads
Part of the SpringerBriefs in Applied Sciences and Technology book series (BRIEFSAPPLSCIENCES)

Abstract

The first goal of this book is the construction of the Ensembles of IT2FNN models and their optimization of the fuzzy integrators with GAs and PSO algorithms for time series prediction. The second goal is the design of interval type-2 and type-1 fuzzy systems to integrate the outputs (forecasts) of the IT2FNN models forming the Ensemble.

Keywords

Mackey-Glass Time Series Fuzzy Integral Left-right Values Adaptive Node Chaotic Time Series Data 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

References

  1. 1.
    Jang, J.S.R.: ANFIS: adaptive-network-based fuzzy inference systems. IEEE Trans. Syst. Man Cybern. 23, 665–685 (1992)Google Scholar
  2. 2.
    Jang, J.S.R.: Fuzzy modeling using generalized neural networks and Kalman filter algorithm. In: Proceedings of the Ninth National Conference on Artificial Intelligence (AAAI-91), pp. 762–767 (1991)Google Scholar
  3. 3.
    Mackey, M.C., Glass, L.: Oscillation and chaos in physiological control systems. Science 197, 287–289 (1997)CrossRefGoogle Scholar
  4. 4.
    Mackey, M.C.: Mackey-Glass. McGill University, Canada, http://www.sholarpedia.org/-article/Mackey-Glass_equation. 5 Sept 2009
  5. 5.
    Gaxiola, F., Melin, P., Valdez, F., Castillo, O.: Interval type-2 fuzzy weight adjustment for backpropagation neural networks with application in time series prediction. Inf. Sci. 260, 1–14 (2014)MathSciNetCrossRefzbMATHGoogle Scholar
  6. 6.
    Melin, P., Soto, J., Castillo, O., Soria, J.: A new approach for time series prediction using ensembles of ANFIS models. Experts Syst. Appl. 39(3), 3494–3506 (2012)CrossRefGoogle Scholar
  7. 7.
    Pulido, M., Melin, P., Castillo, O.: Genetic optimization of ensemble neural networks for complex time series prediction. IJCNN, pp. 202–206 (2011)Google Scholar
  8. 8.
    Pulido, M., Melin, P., Castillo, O.: Particle swarm optimization of ensemble neural networks with fuzzy aggregation for time series prediction of the Mexican Stock Exchange. Inf. Sci. 280, 188–204 (2014)MathSciNetCrossRefzbMATHGoogle Scholar
  9. 9.
    Soto, J., Melin, P., Castillo, O.: Time series prediction using ensembles of ANFIS models with genetic optimization of interval type-2 and type-1 fuzzy integrators. Int. J. Hybrid Intell. Syst. 11(3), 211–226 (2014)CrossRefGoogle Scholar
  10. 10.
    Castellanos, S.G., Martínez, L.: Development of the Mexican Bond Market. In: Borensztein, E., Cowan, K., Eichengreen, B., Panizza, U. (eds.) Bond Markets in Latin America: On the Verge of a Big Bang?, pp. 51–58. MIT Press, Cambridge (2008)Google Scholar
  11. 11.
    Sidaoui, J.: The Mexican financial system: reforms and evolution 1995–2005. BIS Papers 28, 277–293 (2006)Google Scholar
  12. 12.
    López, F., Santillán, R.J., Cruz, S.: Volatility dependence structure between the Mexican Stock Exchange and the World Capital Market. Investigación Económica 74(293), 69–97 (2015)CrossRefGoogle Scholar
  13. 13.
  14. 14.
    Dow Jones Company. http://www.dowjones.com (10 Jan 2014)
  15. 15.
    Historic Dow Jones Data, Yahoo Finance, http://finance.yahoo.com (10 Jan 2014)
  16. 16.
    Dow Jones Indexes. http://www.djindexes.com (5 Sept 2014)
  17. 17.
  18. 18.
  19. 19.
    Blau, B.M., Van-Ness, B.F., Van-Ness, R.A.: Information in short selling: comparing NASDAQ and the NYSE. Rev. Fin. Econ. 20(1), 1–10 (2011)CrossRefGoogle Scholar
  20. 20.
    Pagano, M.S., Peng, L., Schwartz, R.A.: A call auction’s impact on price formation and order routing: evidence from the NASDAQ stock market. J. Fin. Markets 16(2), 331–361 (2013)CrossRefGoogle Scholar
  21. 21.
  22. 22.
    Mendel, J.M.: Uncertain Rule-Based Fuzzy Logic Systems: Introduction and New Directions. Prentice-Hall, NJ (2001)zbMATHGoogle Scholar
  23. 23.
    Castro, J.R., Castillo, O., Martínez, L.G.: Interval type-2 fuzzy logic toolbox. Eng. Lett. 15(1), 89–98 (2007)Google Scholar

Copyright information

© The Author(s) 2018

Authors and Affiliations

  1. 1.Division of Graduate StudiesTijuana Institute of TechnologyTijuanaMexico

Personalised recommendations