Enhancing the Performance of the Fuzzy System Approach to Prediction
Thanh Thi Nguyen, Jim Peterson · 2008
Using time-series data, and testing the value of incorporating genetic algorithm, momentum technique, event-knowledge, selective presentation learning (under the SEL algorithm) and new training criteria (for financial time series), it is demonstrated that significant improvement in predictability accrues in deployment of the Standard Additive Model (SAM) during application of the fuzzy set approach to forecasting.