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Table 2.2 Average values and standard deviation of 10 runs
EKF(c)
EKF
(
c
+
a
)
Online training error
2
.
759294
±
0
.
128
3
.
007364
±
0
.
124
Final models error (training)
3
.
304343
±
0
.
153
3
.
277433
±
0
.
121
Final models error (validation)
2 . 731736 ± 0 . 130
2 . 965235 ± 0 . 164
RMSE (validation)
3
.
569301
±
0
.
025
3
.
852766
±
0
.
032
Zmf Trapmf1 Trimf1 Trimf2 Trapmf2 Smf
Zmf 10000 0 00 0 00 0 000 0 00
01000 0 00 0 00 0 000 0 00
Trapmf1 1 0 0 00 0 00 0 00 0 000 0 00
0 1 0 0 0000 0 00 0 000 0 00
00001 0 00 0 00 0 000 0 00
00000 1 00 0 00 0 000 0 00
Trimf1 0000 1 0 0 0000 0 000 0 00
00000 1 0 0 0 00 0 000 0 00
00000 0 00 1 00 0 000 0 00
Trimf2 00000 0 0 1 0 0 00000 0 00
00000 0 00 1 0 0 0 000 0 00
00000 0 00 0 00 1 000 0 00
Trapmf2 00000 0 00 0 0 1 0 0 00 0 00
00000 0 00 0 00 1 0 0 0000
00000 0 00 0 00 0 001 0 00
00000 0 00 0 00 0 000 1 00
Smf 00000 0 00 0 00 0 00 1 0 0 0
00000 0 00 0 00 0 000 1 0 0
a =
(2.37)
After run ten times, the average errors are shown in Table 2.2 . As in the previous
case, is taken one of the executions of the algorithm, where the absolute errors of the
final models are shown in Figs. 2.11 and 2.12 , the modeling outputs in Fig. 2.13 ,the
final response from validation data in Fig. 2.14 , and the online evolution of absolute
errors are shown in Fig. 2.15 . Figure 2.10 shows the resulting antecedents, where can
be seen that EKF
(
+
)
has complied with the antecedents relationship from ( 2.37 ).
Based on the results obtained, it is possible to draw the same conclusions as in the
previous case, but can be seen that the use of the matrix
c
a
can impose restrictions
on the adjust of antecedents.
2.4.2 Example 2. Mackey-Glass Chaotic Time Series
In this case, the EKF algorithms will be used to predict 6, 12 and 85 steps ahead of
Mackey-Glass chaotic time series based on the values of the current signal, 6, 12 and
18 steps back ( x
T ). This series is a well-known
=[
v
(
t
18
),
v
(
t
12
),
v
(
t
6
)
v
(
t
) ]
 
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