A TSK-based fuzzy system for telecommunications time-series forecasting

Abstract

A two-stage model-building process for generating a Takagi-Sugeno-Kang fuzzy forecasting system is proposed in this paper. Particularly, the Subtractive Clustering (SC) method is first employed to partition the input space and determine the number of fuzzy rules and the premise parameters. In the sequel, an Orthogonal Least Squares (OLS) estimator determines the input terms which should be included in the consequent part of each fuzzy rule and calculate their parameters. A comparative analysis with well-established forecasting models is conducted on real world tele-communications data, in order to investigate the forecasting capabilities of the proposed scheme.