Optimization of ensemble neural networks with fuzzy integration using the particle swarm algorithm for the US Dollar/MX time series prediction
Martha Pulido, Patricia Melín, Oscar Castillo · 2014
This paper describes the design with Particle Swarm Optimization of a neural network ensemble with type-1 and type-2 fuzzy integration of responses. The proposed ensemble neural network approach is tested with the problem of time series prediction. The time series that is being considered for testing the hybrid approach is the US/Dollar MX time series. Simulation results show that the ensemble neural network approach produces good prediction of the Dollar time series.