Time-Series Forecasting using Optimisation Algorithms with Fuzzy Logic

Research student:  Majid Almaraashi
Supervisors:Robert John
 Adrian Hopgood
Project started:October 2008

Project summary

Simulated annealing and genetic algorithms are being investigated for their ability to optimise fuzzy systems. A combination of fuzzy system models and simulated annealing is being used to predict time series with different levels of added noise. Simulated annealing has been used to optimise the parameters of the antecedent and the consequent parts of fuzzy system rules under singleton and non-singleton fuzzifications for both Mamdani and Takagi-Sugeno (TSK) fuzzy systems.

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