Applications of Type-2 Fuzzy Logic Systems to Forecasting of Time-series

Abstract In this paper, we begin with a type-1 fuzzy logic system (FLS), trained with noisy data. We then demonstrate how information about the noise in the training data can be incorporated into a type-2 FLS, which can be used to obtain bounds within which the true (noisefree) output is likely to lie. We do this with the example of a one-step predictor for the Mackey–Glass chaotic time-series [M.C. Mackey, L. Glass, Oscillation and chaos in physiological control systems, Science 197 (1977) 287–280]. We also demonstrate how a type-2 FLS can be used to obtain better predictions than those obtained with a type-1 FLS.

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