Journal of the Korean Institute of Intelligent Systems (한국지능시스템학회논문지)

Korean Institute of Intelligent Systems (한국지능시스템학회)
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Design of Multiple Fuzzy Prediction System based on Interval Type-2 TSK Fuzzy Logic System

Interval Type-2 TSK 퍼지논리시스템 기반 다중 퍼지 예측시스템 설계

  • 방영근 (강원대학교 대학원 전기전자공학과) ;
  • 이철희 (강원대학교 IT특성화학부대학 전기전자공학부)
  • Received : 2010.02.02
  • Accepted : 2010.04.15
  • Published : 2010.06.25
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Abstract

This paper presents multiple fuzzy prediction systems based on an Interval type-2 TSK fuzzy Logic System so that the uncertainty and the hidden characteristics of nonlinear data can be reflected more effectively to improve prediction quality. In proposed method, multiple fuzzy systems are adopted to handle the nonlinear characteristics of data, and each of multiple system is constructed by using interval type-2 TSK fuzzy logic because it can deal with the uncertainty and the characteristics of data better than type-1 TSK fuzzy logic and other methods. For input of each system, the first-order difference transformation method are used because the difference data generated from it can provide more stable statistical information to each system than the original data. Finally, computer simulations are performed to show the effectiveness of the proposed method for two typical time series examples.

본 논문은 예측 시스템의 성능을 개선하기 위해 비선형데이터의 내재된 특성이나 불확실성을 보다 효과적으로 반영할 수 있는 Interval Type-2 TSK 퍼지논리 시스템 기반 다중 퍼지 예측시스템의 설계를 다룬다. 본 논문에 제시된 다중 예측시스템들은 데이터의 비선형적 특성들을 효과적으로 고려하기 위해 설계되며, 각각의 시스템은 Type-1 TSK 퍼지논리나 다른 방법들에 비해 데이터의 불확실성을 충분히 반영할 수 있는 Interval Type-2 TSK 퍼지논리를 기반으로 구현된다. 또한, 1차 차분변환 과정을 통해, 데이터의 원형으로부터 최적의 차분데이터를 생성하고, 이들을 각 시스템의 입력으로 사용함으로써 시스템 설계 시 보다 안정된 통계적 정보를 제공할 수 있도록 한다. 마지막으로, 두 개의 전형적인 시계열 데이터의 예측 시뮬레이션을 통해 제안된 방법의 효용성을 검증한다.

Keywords

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