• The Transactions of The Korean Institute of Electrical Engineers
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• v.59 no.6
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• pp.1159-1166
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• 2010

To improve prediction quality of a nonlinear prediction system, the system's capability for uncertainty of nonlinear data should be satisfactory. This paper presents a TSK fuzzy prediction system that can consider and deal with the uncertainty of nonlinear data sufficiently. In the design procedures of the proposed system, HCBKA(Hierarchical Correlationship-Based K-means clustering Algorithm) was used to generate the accurate fuzzy rule base that can control output according to input efficiently, and the first-order difference method was applied to reflect various characteristics of the nonlinear data. Also, multiple prediction systems were designed to analyze the prediction tendencies of each difference data generated by the difference method. In addition, to enhance the prediction quality of the proposed system, an error compensation method was proposed and it compensated the prediction error of the systems suitably. Finally, the prediction performance of the proposed system was verified by simulating two typical time series examples.

• Journal of Industrial Technology
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• v.30 no.A
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• pp.111-117
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• 2010

To improve the performance of the prediction system, the system should reflect well the uncertainty of nonlinear data. Thus, this paper presents multiple prediction systems based on Type-2 fuzzy sets. To construct each prediction system, an Interval Type-2 TSK Fuzzy Logic System and difference data were used, because, in general, it has been known that the Type-2 Fuzzy Logic System can deal with the uncertainty of nonlinear data better than the Type-1 Fuzzy Logic System, and the difference data can provide more steady information than that of original data. Also, to improve each rule base of the fuzzy prediction systems, the HCBKA (Hierarchical Correlation Based K-means clustering Algorithm) was applied because it can consider correlationship and statistical characteristics between data at a time. Subsequently, to alleviate complexity of the proposed prediction system, a system selection method was used. Finally, this paper analyzed and compared the performances between the Type-1 prediction system and the Interval Type-2 prediction system using simulations of three typical time series examples.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.60 no.7
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• pp.1396-1403
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• 2011

It is not easy to analyze the strong nonlinear time series and effectively design a good prediction system especially due to the difficulties in handling the potential uncertainty included in data and prediction method. To solve this problem, a new design method for fuzzy prediction system is suggested in this paper. The proposed method contains the followings as major parts ; the first-order difference detection to extract the stable information from the nonlinear characteristics of time series, the fuzzy rule generation based on the hierarchically classifying clustering technique to reduce incorrectness of the system parameter identification, and the IT2TSK fuzzy logic system to reasonably handle the potential uncertainty of the series. In addition, the design of the multiple predictors is considered to reflect sufficiently the diverse characteristics concealed in the series. Finally, computer simulations are performed to verify the performance and the effectiveness of the proposed prediction system.