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• [P977] An Evolutive Interval Type-2 TSK Fuzzy Logic System for Volatile Time Series Identification
  Author(s): Juan Carlos Figueroa Garcia
  
  

  Abstract
  This paper presents a study of the US Dollar - Colombian Peso Exchange Rate identification case by using a First-order Interval Type-2 TSK Fuzzy Logic System. This study case is specially interesting because it presents a volatile behavior, being a complex problem for classical analysis. Their results are checked by statistical tests as Bayesian, Akaike and Hannan-Quin criteria, Goldfeld-Quant, Ljung-Box, ARCH, Turning Points and other randomness tests, which provide appropriate criteria to test the solution. Some methodological aspects about Interval Type-2 Fuzzy Logic Systems are presented and a hybrid implementation between Evolutive Optimization and First order Interval Type-2 TSK FLS is shown. Additionally, the selected type-reduction algorithm is the IASCO algorithm proposed by Melgarejo since it presents better properties than other algorithms.

  
   

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