Fast Training Algorithms for Deep Convolutional Fuzzy Systems with Application to Stock Index Prediction

作者: Li-Xin Wang

DOI:

关键词: Stock market indexData setEstimatorFuzzy control systemComputer scienceAlgorithmChaoticProcess (computing)ComputationHang

摘要: A deep convolutional fuzzy system (DCFS) on a high-dimensional input space is a multilayer connection of many low-dimensional fuzzy systems, where the input variables to the low-dimensional fuzzy systems are selected through a moving window across the input spaces of the layers. To design the DCFS based on an input-output data pairs, we propose a bottom-up layer-by-layer scheme. Specifically, by viewing each of the first-layer fuzzy systems as a weak estimator of the output based only on a very small portion of the input variables, we …

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