• 제어로봇시스템학회:학술대회논문집
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• 2000.10a
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• pp.315-315
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• 2000

In this paper, we perform the time series prediction using the SVM(Support Vector Machine). We make use of two different loss functions and two different kernel functions; i) Quadratic and $\varepsilon$-insensitive loss function are used; ii) GRBF(Gaussian Radial Basis Function) and ERBF(Exponential Radial Basis Function) are used. Mackey-Glass time series are used for prediction. For both cases, we compare the results by the SVM to those by ANN(Artificial Neural Network) and show the better performance by SVM than that by ANN.

• Journal of the Korean Institute of Intelligent Systems
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• v.7 no.3
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• pp.34-42
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• 1997

This paper presents new fuzzy learning algorithms and their applications to time series prediction. During generating fuzzy rules from numerical data, there is a tendency to produce conflicting rules which have same premise but different consequence. To resolve the problem, we propose MCM(Modified Center Method) which is proven to reduce the error in the prediction. We have applied MCM to the analysis of Mackey-Glass time series and Gas Furnace da.ta to verify its efficiency.

• Journal of the Korean Institute of Intelligent Systems
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• v.10 no.4
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• pp.315-323
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• 2000

In this paper, we propose a method of constructing neural networks using bio-inpired emergent and evolutionary concepts. This method is algorithm that is based on the characteristics of the biological DNA and growth of plants, Here is, we propose a constructing method to make a DNA coding method for production rule of L-system. L-system is based on so-called the parallel rewriting nechanism. The DNA coding method has no limitation in expressing the produlation the rule of L-system. Evolutionary algotithms motivated by Darwinaian natural selection are population based searching methods and the high performance of which is highly dependent on the representation of solution space. In order to verify the effectiveness of our scheme, we apply it one step ahead prediction of Mackey-Glass time series, Sunspot data and KOSPI data.

• Journal of Internet of Things and Convergence
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• v.4 no.1
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• pp.1-5
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• 2018

This paper is concerned with the modeling and identification of time series data corrupted by noise. As modeling techniques, nonsingleton fuzzy logic system (NFLS) is employed for the modeling of corrupted time series. Main characteristic of the NFLS is a fuzzy system whose inputs are modeled as fuzzy number. So the NFLS is especially useful in cases where the available training data or the input data to the fuzzy logic system are corrupted by noise. Simulation results of the Mackey-Glass time series data will be demonstrated to show the performance of the modeling methods. As a result, NFLS does a much better job of modeling noisy time series data than does a traditional Mamdani FLS.

• Journal of the Institute of Convergence Signal Processing
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• v.3 no.4
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• pp.62-66
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• 2002

An attempt of using SOCMAC neural network for the prediction of a nonlinear sequence, which is generated by Mackey-Glass equation, is reported. The ,report shows the SOCMAC can handle a system with multi-dimensional continuous inputs, which has been considered very difficult, if not impossible, task to be implemented by a CMAC neural network because of a huge amount of memory required. Also, an improved training method based on the variable receptive fields is proposed. The Performance ranged somewhere around those of TDNN and BP neural networks.

• Proceedings of the IEEK Conference
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• 2000.06c
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• pp.5-8
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• 2000

In this paper, we propose new algorithms for the partition of input space and the generation of fuzzy control rules. The one consists of Shannon and extended fuzzy entropy function, the other consists of adaptive fuzzy neural system with back propagation teaming rule. The focus of this scheme is to realize the optimal fuzzy rule base with the minimal number of the parameters of the rules, reducing the complexity of the system. The proposed algorithm is tested with the time series prediction problem using Mackey-Glass chaotic time series.

• Proceedings of the Korean Institute of Intelligent Systems Conference
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• 1998.10a
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• pp.99-104
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• 1998

본 논문은 효과적인 시계열 예측을 위한 새로운 퍼지 학습방법을 제안한다. 기존의 학습방법에서는 입력 데이터를 F(y(t),y(t-1),y(t-2)..)의 형태로 주어 예측을 수행했으나 본 논문에서 제안한 방법에서는 입력 데이터를 F(y(t)-y(t-1),y(t-1)-y(t-2)..)로 설정한다. 이것은 각 입력값의 차이를 새로운 입력으로 사용함으로써 유사한 시계열 분포를 좀더 능동적인 퍼지 규칙으로 만들기 때문에 Non-stationary한 데이터뿐만 아니라 기존의 시계열 데이터 예측방법 보다 나은 결과를 나타낸다. 알고리즘의 수행능력을 살펴보기 위해 Mackey-Glass time series와 Lorenz data를 사용하였다.

• Journal of the Korean Institute of Intelligent Systems
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• v.18 no.6
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• pp.842-848
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• 2008

This paper deal with uncertainty problem by using Type-2 fuzzy logic set for nonlinear system modeling. We design Type-2 fuzzy logic system in which the antecedent and the consequent part of rules are given as Type-2 fuzzy set and also analyze the performance of the ensuing nonlinear model with uncertainty. Here, the apexes of the antecedent membership functions of rules are decided by C-means clustering algorithm and the apexes of the consequent membership functions of rules are learned by using back-propagation based on gradient decent method. Also, the parameters related to the fuzzy model are optimized by means of particle swarm optimization. The proposed model is demonstrated with the aid of two representative numerical examples, such as mathematical synthetic data set and Mackey-Glass time series data set and also we discuss the approximation as well as generalization abilities for the model.

• Journal of Korea Multimedia Society
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• v.3 no.2
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• pp.201-208
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• 2000

In this paper We describe an algorithm which is devised for 4he partition o# the input space and the generation of fuzzy rules by the fuzzy entropy and tested with the time series prediction problem using Mackey-Glass chaotic time series. This method divides the input space into several fuzzy regions and assigns a degree of each of the generated rules for the partitioned subspaces from the given data using the Shannon function and fuzzy entropy function generating the optimal knowledge base without the irrelevant rules. In this scheme the basic idea of the fuzzy neural network is to realize the fuzzy rules base and the process of reasoning by neural network and to make the corresponding parameters of the fuzzy control rules be adapted by the steepest descent algorithm. The Proposed algorithm has been naturally derived by means of the synergistic combination of the approximative approach and the descriptive approach. Each output of the rule's consequences has expressed with its connection weights in order to minimize the system parameters and reduce its complexities.

• The Journal of the Institute of Internet, Broadcasting and Communication
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• v.11 no.4
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• pp.91-97
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• 2011

In this paper we present an approach to the structure identification based on genetic algorithm and to the parameter identification by hybrid learning method in neuro-fuzzy-genetic hybrid system in order to predicate the Mackey-Glass Chaotic time series. In this scheme the basic idea consists of two steps. One is the construction of a fuzzy rule base for the partitioned input space via genetic algorithm, the other is the corresponding parameters of the fuzzy control rules adapted by the backpropagation algorithm. In an attempt to test the performance the proposed system, three patterns, x(t-3), x(t-6) and x(t-9), was prepared according to time interval. It was through lots of simulation proved that the initial small error of learning owed to the good structural identification via genetic algorithm. The performance was showed in Table 2.