Fuzzy evolving linear regression trees

Abstract

This paper introduces a new approach for evolving fuzzy modeling using tree structures. The model is a fuzzy linear regression tree whose topology can be continuously updated through a statistical model selection test. A fuzzy linear regression tree is a fuzzy tree with linear model in each leaf. An incremental learning algorithm approach evolves the tree replacing leaves with subtrees that improve the model quality. The learning algorithm evaluates each input only once and do not need to store any past values. The evolving linear regression model is evaluated using time series forecasting problems. The performance is compared against alternative evolving fuzzy models and classic models with fixed structures. The results suggest that fuzzy evolving regression tree is a promising approach for adaptive system modeling.