Evolving Neural Fuzzy Network with Adaptive Feature Selection

Abstract

This paper introduces a neural fuzzy network approach for evolving system modeling. The approach uses neofuzzy neurons and a neural fuzzy structure monished with an incremental learning algorithm that includes adaptive feature selection. The feature selection mechanism starts considering one or more input variables from a given set of variables, and decides if a new variable should be added, or if an existing variable should be excluded or kept as an input. The decision process uses statistical tests and information about the current model performance. The incremental learning scheme simultaneously selects the input variables and updates the neural network weights. The weights are adjusted using a gradient-based scheme with optimal learning rate. The performance of the models obtained with the neural fuzzy modeling approach is evaluated considering weather temperature forecasting problems. Computational results show that the approach is competitive with alternatives reported in the literature, especially in on-line modeling situations where processing time and learning are critical.