Title: Ensemble neural networks with fuzzy logic integration for complex time series prediction

Authors: Martha Pulido, Alejandra Mancilla, Patricia Melin

Addresses: Tijuana Institute of Technology, Calzada Tecnologico s/n, Fracc. Tomas Aquino, CP 22379, Tijuana, Mexico. ' Tijuana Institute of Technology, Calzada Tecnologico s/n, Fracc. Tomas Aquino, CP 22379, Tijuana, Mexico. ' Tijuana Institute of Technology, Calzada Tecnologico s/n, Fracc. Tomas Aquino, CP 22379, Tijuana, Mexico

Abstract: In this paper the application of an ensemble neural network model for complex time series prediction is presented. The Mackey-Glass time series is considered for testing the ensemble model. Simulation results of the ensemble neural network and its integration with the methods of average, weighted average and fuzzy integration are presented. Simulation results show very good prediction of the ensemble neural network with the method of fuzzy integration.

Keywords: ensemble neural model; fuzzy logic; time series prediction; neural networks; simulation; weighted average; fuzzy integration.

DOI: 10.1504/IJIEI.2010.033531

International Journal of Intelligent Engineering Informatics, 2010 Vol.1 No.1, pp.89 - 103

Available online: 02 Jun 2010 *

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