Modelling and Prediction of the MXNUSD Exchange Rate Using Interval Singleton Type-2 Fuzzy Logic Systems

被引：0
|
作者：
de los Angeles Hernandez Medina, Maria [1 ]
Mendez, Gerardo M. [2 ]
机构：
[1] Inst Tecnol Nuevo Leon, Adm & Econ Sci Dept, Eloy Cavazos 2001, Cd Guadalupe Nuevo Leon 67170, Mexico
[2] Inst Tecnol Nuevo Leon, Elect & Elect Engn Dept, Cd Guadalupe Nuevo Leon 67170, Mexico
来源：
ENGINEERING LETTERS | 2007年 / 15卷 / 01期
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D O I：
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中图分类号：
T [工业技术];
学科分类号：
08 ;
摘要：
This paper presents an application of the interval singleton type-2 fuzzy logic system (FLS) to one step ahead prediction of the daily exchange rate between Mexican Peso and US Dollar (MXNUSD) using recursive least-squared (RLS) -back-propagation (BP) hybrid learning. Experiments show that the exchange rate is predictable and according to a simple short-term investment strategy, a good annual profit rate can be obtained. A singleton type-1 FLS and an interval singleton type-2 FLS, both using only BP learning method, are used as a benchmarking systems to compare the results of the RLS-BP hybrid interval singleton type-2 FLS forecaster. The interval singleton type-2 FLS using RLS-BP hybrid learning presents a better performance than both singleton type-1 FLS and interval singleton type-2 FLS.
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页数：4
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