a Record control number WOS:000281604700053

a ISSN 0302-9743

a Original cataloging agency NEU GrandLibrary

a Language code of text/sound track or separate title eng

a Classification number QA280

b Item number .T97 2010

a Personal name Abiyev, Rahib H.,

h Medium Electronic Document

a Title A Type-2 Fuzzy Wavelet Neural Network for Time Series Prediction

c Statement of responsibility, etc Rahib Hidayat Abiyev, Garcia Pedrajas, N. Herrera, F. Fyfe, C. Benitez, J.M. Ali.

b Name of publisher, distributor, etc Springer-Verlag Berlin,

c Date of publication, distribution, etc 2010.

a Summary, etc This paper presents the development of novel type-2 wavelet neural network system for time series prediction. The structure of type-2 Fuzzy Wavelet Neural Network (FAWN) is proposed and its learning algorithm is derived. The proposed network is constructed on the base of a set of fuzzy rules that includes type-2 fuzzy sets in the antecedent part and a wavelet function in the consequent part of the rules. For generating the structure of prediction model a fuzzy clustering algorithm is implemented to generate the rules automatically and the gradient learning algorithm is used for parameter identification. Type-2 FWNN is used for modelling and prediction of exchange rate time series. Effectiveness of the proposed system is evaluated with the results obtained from the simulation of type-2 FWNN based systems and with the comparative simulation results of previous related models.

a Topical term or geographic name as entry element Time-series prediction

a Topical term or geographic name as entry element Near East University Article

a Topical term or geographic name as entry element Yakın Doğu Üniversitesi Makale

a Main entry heading Trends in applied intelligent systems, PT III, proceedings

g Relationship information 2010 Vol.6098 p.518-527

x International Standard Serial Number 03029743