Abstract:This paper describes the optimization of the fuzzy integrators in Ensembles of ANFIS model for time series prediction: case of the Mexican Stock Exchange. The Mexican stock exchange that is used corresponds to the period of 11/09/2005 to 01/15/2009 to simulate the performance of the proposed architecture. We used interval type-2 fuzzy systems to integrate the outputs (forecast) of each of the ANFIS models in the Ensemble. Genetic Algorithms (GAs) are used for the optimization of memberships function "MFs" for … Show more
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