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    Autoregressive time series prediction by means of fuzzy inference systems using nonparametric residual variance estimation

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    We propose an automatic methodology framework for short- and long-term prediction of time series by means of fuzzy inference systems. In this methodology, fuzzy techniques and statistical techniques for nonparametric residual variance estimation are combined in order to build autoregressive predictive models implemented as fuzzy inference systems. Nonparametric residual variance estimation plays a key role in driving the identification and learning procedures. Concrete criteria and procedures within the proposed methodology framework are applied to a number of time series prediction problems. The learn from examples method introduced by Wang and Mendel (W&M) is used for identification. The Levenberg–Marquardt (L–M) optimization method is then applied for tuning. The W&M method produces compact and potentially accurate inference systems when applied after a proper variable selection stage. The L–M method yields the best compromise between accuracy and interpretability of results, among a set of alternatives. Delta test based residual variance estimations are used in order to select the best subset of inputs to the fuzzy inference systems as well as the number of linguistic labels for the inputs. Experiments on a diverse set of time series prediction benchmarks are compared against least-squares support vector machines (LS-SVM), optimally pruned extreme learning machine (OP-ELM), and k-NN based autoregressors. The advantages of the proposed methodology are shown in terms of linguistic interpretability, generalization capability and computational cost. Furthermore, fuzzy models are shown to be consistently more accurate for prediction in the case of time series coming from real-world applications.Ministerio de Ciencia e Innovación TEC2008-04920Junta de Andalucía P08-TIC-03674, IAC07-I-0205:33080, IAC08-II-3347:5626

    Neuro-Fuzzy Computing System with the Capacity of Implementation on Memristor-Crossbar and Optimization-Free Hardware Training

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    In this paper, first we present a new explanation for the relation between logical circuits and artificial neural networks, logical circuits and fuzzy logic, and artificial neural networks and fuzzy inference systems. Then, based on these results, we propose a new neuro-fuzzy computing system which can effectively be implemented on the memristor-crossbar structure. One important feature of the proposed system is that its hardware can directly be trained using the Hebbian learning rule and without the need to any optimization. The system also has a very good capability to deal with huge number of input-out training data without facing problems like overtraining.Comment: 16 pages, 11 images, submitted to IEEE Trans. on Fuzzy system
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