Automatic Generation of a Type-2 Fuzzy System for Time Series Forecast based on Genetic Programming

• Marco Antônio da Cunha Ferreira PUC-Rio
• Ricardo Tanscheit PUC-Rio
• Marley Vellasco PUC-Rio

DOI: https://doi.org/10.5753/eniac.2018.4408

Resumo

Este trabalho descreve um Sistema Fuzzy do tipo 2 desenvolvido automaticamente com o auxílio da Programação Genética para aplicação em previsão de séries temporais. O modelo resultante, denominado GPFIS-Forecast+, é baseado no GPFIS-Forecast desenvolvido anteriormente, que fez uso da Programação Genética Multigênica com bons resultados. Os resultados demonstram que, conforme o esperado, o sistema com conjuntos fuzzy do tipo 2 melhora o desempenho, principalmente na presença de dados ruidosos.

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