Analysis of Probabilistic Fuzzy Systems' Parameters in Conditional Density Estimation

Rui Jorge De Almeida e Santos Nogueira*, Nalan Bastürk, U. Kaymak, J.M.C. Sousa

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference article in proceedingAcademicpeer-review

Abstract

Probabilistic fuzzy systems (PFS) are shown to be valuable methods for conditional density estimation that combine fuzziness or linguistic uncertainty and probabilistic uncertainty. Several PFS applications have shown the added value of the different reasoning mechanisms of PFS and gains from incorporating two types of uncertainty. The effects of parametrization and parameter estimation on the function or conditional density approximations of PFS have not been documented in the literature. This paper aims to fill this gap in the literature by analyzing the parameters of PFS in conditional density estimation and point forecast using synthetic and real data applications. We show that both in-sample and out-of-sample results depend on PFS parametrization and the results deteriorate when the probability parameters of PFS are not optimized correctly, since these parameters allow the system to be fine tuned.
Original languageEnglish
Title of host publicationFuzzy Systems (FUZZ-IEEE), 2016 IEEE International Conference on Fuzzy Systems
PublisherIEEE
Pages2136-2143
Number of pages8
ISBN (Print)9781509006250
DOIs
Publication statusPublished - 2016
EventIEEE International Conference on Fuzzy Systems (FUZZ-IEEE) held as part of IEEE World Congress on Computational Intelligence (IEEE WCCI) - Vancouver, Canada
Duration: 25 Jul 201629 Jul 2016
https://site.ieee.org/vancouver-cs/wcci-2016

Publication series

SeriesIEEE International Fuzzy Systems Conference Proceedings
ISSN1544-5615

Conference

ConferenceIEEE International Conference on Fuzzy Systems (FUZZ-IEEE) held as part of IEEE World Congress on Computational Intelligence (IEEE WCCI)
Abbreviated titleWCCI 2016
Country/TerritoryCanada
CityVancouver
Period25/07/1629/07/16
Internet address

Keywords

  • LOGIC

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