Abstract
The paper introduces a new type of evolving fuzzy neural networks (EFuNNs), denoted as mEFuNNs, for on-line learning and their applications for dynamic time series analysis and prediction. mEFuNNs evolve through incremental, hybrid (supervised/unsupervised), on-line learning, like the EFuNNs. They can accommodate new input data, including new features, new classes, etc. through local element tuning. New connections and new neurons are created during the operation of the system. At each time moment the output vector of a mEFuNN is calculated based on the m-most activated rule nodes. Two approaches are proposed: (1) using weighted fuzzy rules of Zadeh-Mamdani type; (2) using Takagi-Sugeno fuzzy rules that utilise dynamically changing and adapting values for the inference parameters. It is proved that the mEFuNNs can effectively learn complex temporal sequences in an adaptive way and outperform EFuNNs, ANFIS and other neural network and hybrid models. Rules can be inserted, extracted and adjusted continuously during the operation of the system. The characteristics of the mEFuNNs are illustrated on two bench-mark dynamic time series data, as well as on two real case studies for on-line adaptive control and decision making. Aggregation of rule nodes in evolved mEFuNNs can be achieved through fuzzy C-means clustering algorithm which is also illustrated on the bench mark data sets. The regularly trained and aggregated in an on-line, self-organised mode mEFuNNs perform as well, or better, than the mEFuNNs that use fuzzy C-means clustering algorithm for off-line rule node generation on the same data set.