Fast evolving neuro-fuzzy model and its application in online classification and time series prediction

A strategy for improving speed of the previously proposed evolving neuro-fuzzy model (ENFM) is presented in this paper to make it more appropriate for online applications. By considering a recursive extension of Gath–Geva clustering, the ENFM takes advantage of elliptical clusters for defining validity region of its neurons which leads to better modeling with less number of neurons. But this necessitates the computing of reverse and determinant of the covariance matrices which are time consuming in online applications with large number of input variables. In this paper a strategy for recursive estimation of singular value decomposition components of covariance matrices is proposed which converts the burdensome computations to calculating reverse and determinant of a diagonal matrix while keeping the advantages of elliptical clusters. The proposed method is applied to online detection of epileptic seizures in addition to prediction of Mackey–Glass time series and modeling a time varying heat exchanger. Simulation results show that required time for training and test of fast ENFM is far less than its basic model. Moreover its modeling ability is similar to the ENFM which is superior to other online modeling approaches.

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