Type-2 Fuzzy Clustering and a Type-2 Fuzzy Inference Neural Network for the Prediction of Short-term Interest Rates

Available online at www.sciencedirect.com

ScienceDirect Procedia Computer Science 20 (2013) 115 – 120

Abstract

© 2013 The Authors. Published by Elsevier B.V. Selection and peer-review under responsibility of Missouri University of Science and Technology

1. Introduction

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1877-0509 © 2013 The Authors. Published by Elsevier B.V. Selection and peer-review under responsibility of Missouri University of Science and Technology doi:10.1016/j.procs.2013.09.248

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David Enke and Nijat Mehdiyev / Procedia Computer Science 20 (2013) 115 – 120

2. Proposed Model and Empirical Results

David Enke and Nijat Mehdiyev / Procedia Computer Science 20 (2013) 115 – 120

Data Preprocessing with Multiple Regression Analysis

Type-2 Fuzzy Clustering and Rule Extraction

Type-2 Fuzzy Inference Neural Networks

R

R-Square

Adjusted RSquare

Standard Error of the Estimate

Observations

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David Enke and Nijat Mehdiyev / Procedia Computer Science 20 (2013) 115 – 120

p

v

p

v

v vi =

Cluster 1

vi v Ind

Cluster 2

i

vi v Ind

Cluster 3

i

Cluster 4

Indi =

j

Cluster 5

vi v j

Cluster 6

Cluster 7

David Enke and Nijat Mehdiyev / Procedia Computer Science 20 (2013) 115 – 120

3. Conclusion

Appendix

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David Enke and Nijat Mehdiyev / Procedia Computer Science 20 (2013) 115 – 120

References