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Time Series Prediction Using Fuzzy Wavelet Neural Network Model

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Artificial Neural Networks – ICANN 2006 (ICANN 2006)

Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 4132))

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Abstract

The fuzzy wavelet neural network (FWNN) for time series prediction is presented in this paper. Using wavelets the fuzzy rules are constructed. The gradient algorithm is applied for learning parameters of fuzzy system. The application of FWNN for modelling and prediction of complex time series and prediction of electricity consumption is considered. Results of simulation of FWNN based prediction system is compared with the simulation results of other methodologies used for prediction. Simulation results demonstrate that FWNN based system can effectively learn complex nonlinear processes and has better performance than other models.

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© 2006 Springer-Verlag Berlin Heidelberg

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Abiyev, R.H. (2006). Time Series Prediction Using Fuzzy Wavelet Neural Network Model. In: Kollias, S., Stafylopatis, A., Duch, W., Oja, E. (eds) Artificial Neural Networks – ICANN 2006. ICANN 2006. Lecture Notes in Computer Science, vol 4132. Springer, Berlin, Heidelberg. https://doi.org/10.1007/11840930_20

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  • DOI: https://doi.org/10.1007/11840930_20

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-38871-5

  • Online ISBN: 978-3-540-38873-9

  • eBook Packages: Computer ScienceComputer Science (R0)

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