Context-Dependent Fuzzy Systems With Application to Time-Series Prediction

Abstract

In this paper, we introduce an implementation of a fuzzy system whose parameters are mutable according to the context. The construction of the system is done via two steps. First, we build a based type-1 Takagi-Sugeno-Kang (TSK) fuzzy system whose membership functions will be later adjusted to the situation by means of contextual transformation to reflect the influence of context in the interpretation of fuzzy sets. Second, an iterative algorithm is performed to identify the transformation matrix, which is used to scale the membership functions of the reference-based fuzzy sets in each of the contexts. The identification of the premise part of the based fuzzy system is performed via a combination of an island model parallel genetic algorithm and a space search memetic algorithm, while the identification of the consequent parameters of the system is done via an improved QR Householder least-squares method. The proposed system is evaluated using the well-known Mackey-Glass time-series prediction benchmark dataset and has shown better accuracy than any other previous works concerning the same problem.