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In-Depth Information
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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