Probabilistic reasoning in fuzzy rule-based systems

J. Berg, van den, U. Kaymak, W.M. Bergh, van den

Research output: Chapter in Book/Report/Conference proceedingChapterAcademicpeer-review

Abstract

We concentrate on Takagi—Sugeno (TS) probabilistic fuzzy systems where interpretability of fuzzy systems is combined with the statistical properties of probabilistic systems. After having sketched the general architecture of TS probabilistic fuzzy systems, we present an appropriate mathematical framework and introduce two probabilistic fuzzy reasoning schemes which have a different interpretation but, eventually, yield the same input-output mapping. We illustrate our theoretical considerations by presenting some simulation results concerning a financial time series analysis.
Original languageEnglish
Title of host publicationSoft methods in probability, statistics and data analysis
EditorsP. Grzegorzewski, O. Hryniewicz, M.Å. Gil
Place of PublicationHeidelberg
PublisherPhysica-Verlag
Pages189-196
ISBN (Print)978-3-7908-1526-9
DOIs
Publication statusPublished - 2002

Publication series

NameAdvances in Soft Computing
Volume16
ISSN (Print)1615-3871

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