In this paper we describe the application of an architecture for an ensemble neural network for Complex Time Series Prediction. The times series we are considering are: the Mackey-Glass, Dow Jones and Mexican Stock Exchange and we show the results of a set of trainings with the ensemble neural network, and its integration with the methods of average, weighted average and Fuzzy Integration. Simulation results show very good prediction of the ensemble neural network with fuzzy logic integration.
Martha Pulido, A. Mancilla, P. Melin
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