• 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.

• Journal of the Korean Institute of Intelligent Systems
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• v.19 no.5
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• pp.595-602
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• 2009

Fuzzy rules, which represent the behavior of their system, are sensitive to fuzzy clustering techniques. If the classification abilities of such clustering techniques are improved, their systems can work for the purpose more accurately because the capabilities of the fuzzy rules and parameters are enhanced by the clustering techniques. Thus, this paper proposes a new hierarchically structured clustering algorithm that can enhance the classification abilities. The proposed clustering technique consists of two clusters based on correlationship and statistical characteristics between data, which can perform classification more accurately. In addition, this paper uses difference data sets to reflect the patterns and regularities of the original data clearly, and constructs multiple fuzzy systems to consider various characteristics of the differences suitably. To verify effectiveness of the proposed techniques, this paper applies the constructed fuzzy systems to the field of time series prediction, and performs prediction for nonlinear time series examples.