Modelación de series temporales usando ANFIS

En este articulo, se examina la modelacion de series temporales no lineales usando ANFIS. Se discute en primer lugar, su relacion con otros modelos estadisticos, y se presenta su formulacion con una generalizacion de estos; posteriormente, se analiza una aproximacion metodologica para su especificacion inicial basada en criterios estadisticos; y normalmente se presenta el caso del pronostico del precio de la electricidad en el Brasil en el mercado de corto plazo, como un ejemplo de aplicacion. Como resultado del estudio, se sugiere que la metodologia propuesta sea parte integral de la modelacion de series temporales usando ANFIS.

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