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Support Vector Regression for Multi-objective Parameter Estimation of Interval Type-2 Fuzzy Systems

Ahmadieh Khanesar, Mojtaba; Branson, David

Authors



Abstract

© 2020, Springer Nature Singapore Pte Ltd. This paper presents a support vector regression-based multi-objective parameter estimation method for interval type-2 fuzzy systems, which deals with prediction interval rather than its crisp output value. Such a prediction interval covers future values of data which is quite useful in some tasks. A narrower yet inclusive prediction interval is more desirable and contains more information, as it avoids conservative lower and upper limits for data. Earlier support vector regression-based estimation approaches for the parameters of interval type-2 fuzzy systems do not have control over this width and instead focus on prediction accuracy. In this work, to control such a prediction interval, a multi-objective cost function is introduced that other than a term corresponding to prediction accuracy includes a weighted term corresponding to width of prediction interval. The weight used for the width of prediction interval provides a trade-off between prediction accuracy and width of prediction interval. The cost function is formulated in terms of a constrained quadratic objective function problem which can be solved using well established quadratic programming approaches. The proposed method is successfully applied to the prediction of the chaotic Mackey-Glass time series, where it can be observed that the proposed method is capable of controlling prediction interval through appropriate selection of weighting parameter. For instance, the prediction of the chaotic Mackey-Glass time series is done with probable 70% decrease in sum of absolute value of prediction interval with respect to the existing support vector regression estimation algorithm while maintaining the prediction accuracy. This is the main benefit of the current approach over previous approaches in the literature.

Citation

Ahmadieh Khanesar, M., & Branson, D. (2020). Support Vector Regression for Multi-objective Parameter Estimation of Interval Type-2 Fuzzy Systems. In Soft Computing for Problem Solving 2019: Proceedings of SocProS 2019, Volume 1 (97-108). Springer Verlag. https://doi.org/10.1007/978-981-15-3290-0_8

Acceptance Date Jun 16, 2019
Online Publication Date Apr 30, 2020
Publication Date 2020
Deposit Date Jun 18, 2019
Publicly Available Date May 1, 2021
Publisher Springer Verlag
Pages 97-108
Series Title Advances in Intelligent Systems and Computing
Series Number 1138
Series ISSN 2194-5357
Book Title Soft Computing for Problem Solving 2019: Proceedings of SocProS 2019, Volume 1
Chapter Number 8
ISBN 9789811532894
DOI https://doi.org/10.1007/978-981-15-3290-0_8
Public URL https://nottingham-repository.worktribe.com/output/2204283
Publisher URL https://link.springer.com/chapter/10.1007/978-981-15-3290-0_8
Additional Information This book features the outcomes of the 9th International Conference on Soft Computing for Problem Solving, SocProS 2019