DENFIS: Dynamic Evolving Neural-Fuzzy Inference System and its Application for Time Series Prediction

Abstract

This paper introduces a new type of fuzzy inference systems, denoted as DENFIS (dynamic evolving neural-fuzzy inference system), for adaptive on-line and off-line learning, and their application for dynamic time series prediction. DENFIS evolve through incremental, hybrid (supervised/unsupervised), learning and accommodate new input data, including new features, new classes, etc. through local element tuning. New fuzzy rules are created and updated during the operation of the system. At each time moment the output of DENFIS is calculated through a fuzzy inference system based on m-most activated fuzzy rules which are dynamically chosen from a fuzzy rule set. Two approaches are proposed: (1) dynamic creation of a first-order TakagiSugeno type fuzzy rule set for a DENFIS on-line model; (2) creation of a first-order TakagiSugeno type fuzzy rule set, or an expanded high-order one, for a DENFIS off-line model. A set of fuzzy rules can be inserted into DENFIS before, or during its learning process. Fuzzy rules can also be extracted during the learning process or after it. An evolving clustering method (ECM), which is employed in both on-line and off-line DENFIS models, is also introduced. It is demonstrated that DENFIS can effectively learn complex temporal sequences in an adaptive way and outperform some well known, existing models