Prediction of chaotic time series using computational intelligence

In this paper, two CI techniques, namely, single multiplicative neuron (SMN) model and adaptive neurofuzzy inference system (ANFIS), have been proposed for time series prediction. A variation of particle swarm optimization (PSO) with co-operative sub-swarms, called COPSO, has been used for estimation of SMN model parameters leading to COPSO-SMN. The prediction effectiveness of COPSO-SMN and ANFIS has been illustrated using commonly used nonlinear, non-stationary and chaotic benchmark datasets of Mackey–Glass, Box–Jenkins and biomedical signals of electroencephalogram (EEG). The training and test performances of both hybrid CI techniques have been compared for these datasets. 2011 Elsevier Ltd. All rights reserved.