Eduardo Pestana de Aguiar

Eduardo Santos de Oliveira Marques, Arthur Caio Vargas Pinto, Kaike Sa Teles Rocha Alves et al.

Real-world data contain uncertainty and variations that can be correlated to external variables, known as randomness. An alternative cause of randomness is chaos, which can be an important component of chaotic time series. One of the existing methods to deal with this type of data is the use of the evolving Fuzzy Systems (eFSs), which have been proven to be a powerful class of models for time series forecasting, due to their autonomy to handle the data and highly complex problems in real-world applications. However, due to its working structure, type-2 fuzzy sets can outperform type-1 fuzzy sets for highly uncertain scenarios. We then propose ePL-KRLS-FSM+, an enhanced class of evolving fuzzy modeling approach that combines participatory learning (PL), a kernel recursive least squares method (KRLS), type-2 fuzzy logic and data transformation into fuzzy sets (FSs). This improvement allows to create and measure type-2 fuzzy sets for better handling uncertainties in the data, generating a model that can predict chaotic data with increased accuracy. The model is evaluated using two complex datasets: the chaotic time series Mackey-Glass delay differential equation with different degrees of chaos, and the main stock index of the Taiwan Capitalization Weighted Stock Index - TAIEX. Model performance is compared to related state-of-the-art rule-based eFS models and classical approaches and is analyzed in terms of error metrics, runtime and the number of final rules. Forecasting results show that the proposed model is competitive and performs consistently compared with type-1 models, also outperforming other forecasting methods by showing the lowest error metrics and number of final rules.

Kaike Sa Teles Rocha Alves, Eduardo Pestana de Aguiar

Deep learning models, despite their popularity, face challenges such as long training times and a lack of interpretability. In contrast, fuzzy inference systems offer a balance of accuracy and transparency. This paper addresses the limitations of traditional Takagi-Sugeno-Kang fuzzy models by extending the recently proposed New Takagi-Sugeno-Kang model to a new Mamdani-based regressor. These models are data-driven, allowing users to define the number of rules to balance accuracy and interpretability. To handle the complexity of large datasets, this research integrates wrapper and ensemble techniques. A Genetic Algorithm is used as a wrapper for feature selection, creating genetic versions of the models. Furthermore, ensemble models, including the Random New Mamdani Regressor, Random New Takagi-Sugeno-Kang, and Random Forest New Takagi-Sugeno-Kang, are introduced to improve robustness. The proposed models are validated on photovoltaic energy forecasting datasets, a critical application due to the intermittent nature of solar power. Results demonstrate that the genetic and ensemble fuzzy models, particularly the Genetic New Takagi-Sugeno-Kang and Random Forest New Takagi-Sugeno-Kang, achieve superior performance. They often outperform both traditional machine learning and deep learning models while providing a simpler and more interpretable rule-based structure. The models are available online in a library called nfisis (https://pypi.org/project/nfisis/).