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International Conference on Industrial, Engineering and Other Applications of Applied Intelligent Systems

IEA/AIE 2010: Trends in Applied Intelligent Systems pp 518–527Cite as

A Type-2 Fuzzy Wavelet Neural Network for Time Series Prediction

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Part of the book series: Lecture Notes in Computer Science ((LNAI,volume 6098))

Abstract

This paper presents the development of novel type-2 wavelet neural network system for time series prediction. The structure of type-2 Fuzzy Wavelet Neural Network (FWNN) is proposed and its learning algorithm is derived. The proposed network is constructed on the base of a set of fuzzy rules that includes type-2 fuzzy sets in the antecedent part and a wavelet function in the consequent part of the rules. For generating the structure of prediction model a fuzzy clustering algorithm is implemented to generate the rules automatically and the gradient learning algorithm is used for parameter identification. Type-2 FWNN is used for modelling and prediction of exchange rate time series. Effectiveness of the proposed system is evaluated with the results obtained from the simulation of type-2 FWNN based systems and with the comparative simulation results of previous related models.

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Author information

Authors and Affiliations

  1. Department of Computer Engineering, Near East University, P.O. Box 670, Lefkosha, North Cyprus, Mersin-10, Turkey

    Rahib H. Abiyev

Authors
  1. Rahib H. Abiyev
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Editor information

Editors and Affiliations

  1. Dept. of Computing and Numerical Analysis, University of Cordoba, Campus Universitario de Rabanales, Einstein Building, 3rd floor, 14071, Cordoba, Spain

    Nicolás García-Pedrajas

  2. Dept. of Computer Science and Artificial Intelligence, ETS de Ingenierias Informática y de Telecomunicación, University of Granada, 18071, Granada, Spain

    Francisco Herrera

  3. School of Computing, University of the West of Scotland, PA1 2BE, Paisley, UK

    Colin Fyfe

  4. Dept. Computer Science and Artificial Intelligence, ETS de Ingenierias Informática y de Telecomunicación, University of Granada, 18071, Granada, Spain

    José Manuel Benítez

  5. Department of Computer Science, Texas State University-San Marcos, 601 University Drive, TX 78666-4616, San Marcos, USA

    Moonis Ali

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© 2010 Springer-Verlag Berlin Heidelberg

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Abiyev, R.H. (2010). A Type-2 Fuzzy Wavelet Neural Network for Time Series Prediction. In: García-Pedrajas, N., Herrera, F., Fyfe, C., Benítez, J.M., Ali, M. (eds) Trends in Applied Intelligent Systems. IEA/AIE 2010. Lecture Notes in Computer Science(), vol 6098. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-13033-5_53

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  • DOI: https://doi.org/10.1007/978-3-642-13033-5_53

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-13032-8

  • Online ISBN: 978-3-642-13033-5

  • eBook Packages: Computer ScienceComputer Science (R0)

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