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Artículo

dc.creatorMontesino Pouzols, Federicoes
dc.creatorLendasse, Amauryes
dc.creatorBarriga Barros, Ángeles
dc.date.accessioned2018-07-06T13:53:01Z
dc.date.available2018-07-06T13:53:01Z
dc.date.issued2010
dc.identifier.citationMontesino Pouzols, F., Lendasse, A. y Barriga Barros, Á. (2010). Autoregressive time series prediction by means of fuzzy inference systems using nonparametric residual variance estimation. Fuzzy Sets and Systems, 161 (4), 471-497.
dc.identifier.issn0165-0114es
dc.identifier.urihttps://hdl.handle.net/11441/76978
dc.description.abstractWe propose an automatic methodology framework for short- and long-term prediction of time series by means of fuzzy inference systems. In this methodology, fuzzy techniques and statistical techniques for nonparametric residual variance estimation are combined in order to build autoregressive predictive models implemented as fuzzy inference systems. Nonparametric residual variance estimation plays a key role in driving the identification and learning procedures. Concrete criteria and procedures within the proposed methodology framework are applied to a number of time series prediction problems. The learn from examples method introduced by Wang and Mendel (W&M) is used for identification. The Levenberg–Marquardt (L–M) optimization method is then applied for tuning. The W&M method produces compact and potentially accurate inference systems when applied after a proper variable selection stage. The L–M method yields the best compromise between accuracy and interpretability of results, among a set of alternatives. Delta test based residual variance estimations are used in order to select the best subset of inputs to the fuzzy inference systems as well as the number of linguistic labels for the inputs. Experiments on a diverse set of time series prediction benchmarks are compared against least-squares support vector machines (LS-SVM), optimally pruned extreme learning machine (OP-ELM), and k-NN based autoregressors. The advantages of the proposed methodology are shown in terms of linguistic interpretability, generalization capability and computational cost. Furthermore, fuzzy models are shown to be consistently more accurate for prediction in the case of time series coming from real-world applications.es
dc.description.sponsorshipMinisterio de Ciencia e Innovación TEC2008-04920es
dc.description.sponsorshipJunta de Andalucía P08-TIC-03674, IAC07-I-0205:33080, IAC08-II-3347:56263es
dc.formatapplication/pdfes
dc.language.isoenges
dc.publisherElsevieres
dc.relation.ispartofFuzzy Sets and Systems, 161 (4), 471-497.
dc.rightsAttribution-NonCommercial-NoDerivatives 4.0 Internacional*
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/*
dc.subjectFuzzy inference systemses
dc.subjectTime series predictiones
dc.subjectNonparametric regressiones
dc.subjectSupervised learninges
dc.subjectNonparametric residual variance estimationes
dc.titleAutoregressive time series prediction by means of fuzzy inference systems using nonparametric residual variance estimationes
dc.typeinfo:eu-repo/semantics/articlees
dcterms.identifierhttps://ror.org/03yxnpp24
dc.type.versioninfo:eu-repo/semantics/submittedVersiones
dc.rights.accessrightsinfo:eu-repo/semantics/openAccesses
dc.contributor.affiliationUniversidad de Sevilla. Departamento de Electrónica y Electromagnetismoes
dc.relation.projectIDTEC2008-04920es
dc.relation.projectIDP08-TIC-03674es
dc.relation.projectIDIAC07-I-0205:33080es
dc.relation.projectIDIAC08-II-3347:56263es
dc.relation.publisherversionhttp://dx.doi.org/10.1016/j.fss.2009.10.018es
dc.identifier.doi10.1016/j.fss.2009.10.018es
idus.format.extent78 p.es
dc.journaltitleFuzzy Sets and Systemses
dc.publication.volumen161es
dc.publication.issue4es
dc.publication.initialPage471es
dc.publication.endPage497es
dc.contributor.funderMinisterio de Ciencia e Innovación (MICIN). España
dc.contributor.funderJunta de Andalucía

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