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Published in: Neural Computing and Applications 10/2021

31-08-2020 | Original Article

A self-organizing recurrent fuzzy neural network based on multivariate time series analysis

Authors: Haixu Ding, Wenjing Li, Junfei Qiao

Published in: Neural Computing and Applications | Issue 10/2021

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Abstract

Fuzzy neural networks (FNNs) have attracted considerable interest for modeling nonlinear dynamic systems in recent years. However, the recurrent design and the self-organizing design of FNNs generally lack adaptability, and their analyses on the change rule of networks in continuous time are insufficient. To solve these problems, a self-organizing recurrent fuzzy neural network based on multivariate time series analysis (SORFNN-MTSA) is proposed in this paper. First, a recurrent mechanism, based on wavelet transform fuzzy Markov chain algorithm, is introduced to obtain adaptive recurrent values and accelerate convergence speed of the network. Second, a self-organization mechanism, based on weighted dynamic time warping algorithm and sensitivity analysis algorithm, is presented to optimize the network structure. Third, the convergence of SORFNN-MTSA is theoretically analyzed to show the efficiency in both fixed structure and self-organizing structure cases. Finally, several benchmark nonlinear systems and a real application of wastewater treatment are used to verify the effectiveness of SORFNN-MTSA. Compared with other existing methods, the proposed SORFNN-MTSA performs better in terms of both high accuracy and compact structure.

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Metadata
Title
A self-organizing recurrent fuzzy neural network based on multivariate time series analysis
Authors
Haixu Ding
Wenjing Li
Junfei Qiao
Publication date
31-08-2020
Publisher
Springer London
Published in
Neural Computing and Applications / Issue 10/2021
Print ISSN: 0941-0643
Electronic ISSN: 1433-3058
DOI
https://doi.org/10.1007/s00521-020-05276-w

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