用模拟退火对模糊系统进行整定以预测有附加噪声的时间序列

Majid Almaraashi, R. John
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引用次数: 10

摘要

本文采用模糊系统模型与模拟退火相结合的方法,通过寻找模糊系统的最佳配置来预测具有不同程度附加噪声的Mackey-Glass时间序列。采用模拟退火方法对Mamdani和Takagi-Sugeno (TSK)两种模糊系统规则在单点和非单点模糊化情况下的前、后两部分参数进行了优化。通过处理不确定性的能力对所提出方法的结果进行了比较。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Tuning fuzzy systems by simulated annealing to predict time series with added noise
In this paper, a combination of fuzzy system models and simulated annealing are used to predict Mackey-Glass time series with different levels of added noise by searching for the best configuration of the fuzzy system. Simulated annealing is used to optimise the parameters of the antecedent and the consequent parts of the fuzzy system rules under singleton and non-singleton fuzzifications for both Mamdani and Takagi-Sugeno (TSK). The results of the proposed methods are compared by their ability to handle uncertainty.
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