ANFIS Model for Time Series Prediction

Xue Bo Jin; Jiang Feng Wang; Hui Yan Zhang; Li Hong Cao

doi:10.4028/www.scientific.net/AMM.385-386.1411

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HomeApplied Mechanics and MaterialsApplied Mechanics and Materials Vols. 385-386ANFIS Model for Time Series Prediction

ANFIS Model for Time Series Prediction

Abstract:

This paper describes an architecture of ANFIS (adaptive network based fuzzy inference system), to the prediction of chaotic time series, where the goal is to minimize the prediction error. We consider the stock data as the time series. This paper focuses on how the stock data affect the prediction performance. In the experiments we changed the number of data as input of the ANFIS model, the type of membership functions and the desired goal error, thereby increasing the complexity of the training.

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Periodical:

Applied Mechanics and Materials (Volumes 385-386)

Pages:

1411-1414

DOI:

https://doi.org/10.4028/www.scientific.net/AMM.385-386.1411

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Online since:

August 2013

Authors:

Xue Bo Jin, Jiang Feng Wang, Hui Yan Zhang, Li Hong Cao

Keywords:

ANFIS Model, Data Prediction, Input Data, Stock Data, Time Series

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References

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