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Arab J Sci Eng (2017) 42:31033114

DOI 10.1007/s13369-016-2279-z

RESEARCH ARTICLE - COMPUTER ENGINEERING AND COMPUTER SCIENCE

Forecasting Chaotic Time Series Via Anfis Supported by Vortex


Optimization Algorithm: Applications on Electroencephalogram
Time Series
Utku Kose1 Ahmet Arslan2

Received: 8 April 2015 / Accepted: 17 August 2016 / Published online: 1 September 2016
King Fahd University of Petroleum & Minerals 2016

Abstract In the context of time series analysis, forecast- Adaptive neuro-fuzzy inference system (ANFIS) Vortex
ing time series is known as an important sub-study field optimization algorithm (VOA)
within the associated scientific fields. At this point, espe-
cially forecasting chaotic systems has been a remarkable
research approach. As being associated with the works 1 Introduction
on forecasting chaotic systems, some application areas are
very interested in benefiting from advantages of forecasting When it is examined in the context of especially mathemat-
time series. For instance, forecasting electroencephalogram ical and statistical sciencesfields, time series is one of the
(EEG) time series enables researchers to learn more about most remarkable research subjects, which take researchers
future status of the brain activity in terms of any physi- and scientists interest too much. At this point, the time series
cal or pathological case. In this sense, this work introduces can be defined briefly as an organized collection of data,
an ANFISVOA hybrid system, which is based on ANFIS which were recorded over a period of time (weekly, monthly,
and a new optimization algorithm called as vortex opti- quarterly, or yearly) [14]. As a result of being able to con-
mization algorithm (VOA). Generally, the system provides a sider the related data for reaching some results regarding to
basic, strong enough, alternative forecasting solution way for time series, many different research ways that can be exam-
EEG time series. The performed evaluation applications have ined within the application field called as time series analysis
shown that the ANFISVOA approach here provided effec- have been introduced. Forecasting (prediction of) time series
tive enough solution way for forecasting EEG time series, is one of these ways, which are taken into consideration in
as a result of learningreasoning infrastructure achieved by especially scientific works.
the combination of two different artificial intelligence tech- Briefly, forecasting of time series can be defined as some
niques. kind of analysis done on past states of a time series in order to
make decisions and figure out future states of the same time
Keywords Time series analysis Forecasting time series series. In the context of forecasting, it is assumed that the past
Forecasting EEG Electroencephalogram (EEG) Chaos patterns will continue into the future [1]. At this point, differ-
ent kind of time series within almost all areas of the modern
B Utku Kose life can be taken into consideration for performing the related
utku.kose@usak.edu.tr forecasting operations. Here, time series of chaotic systems
Ahmet Arslan is also a remarkable research interest that researchers and
ahmet.arslan@gidatarim.edu.tr scientists are too interested for performing research works
1
to provide effective solution ways for real-world-based sit-
Computer Sciences Application and Research Center, Usak
University, 1 September Campus, MA3 Academic Block,
uations and problems. Because the nature employs chaotic
Ground Floor, 64200 Usak, Turkey behaviors and also chaotic dynamics under its hidden sides,
2 Department of Computer Engineering, Konya Food and
lots of real-world-based problems can be solved by analyz-
Agriculture University, Dede Korkut Dist., Beysehir Street, ing some numerical data that can be definedshown as time
No: 9, 42080 Meram, Konya, Turkey series. As it can also be understood, forecasting of chaotic

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time series can be taken into consideration in the context 2 Background


of these expressed nature oriented behaviors and dynam-
ics. Before introducing the solution approach regarding to the
If we take the problem of forecasting time series of chaotic EEG time series forecasting, it is important to give a brief
systems into consideration, it can be seen that many differ- review of the related literature, in order to have more idea
ent approaches have been introduced to provide alternative about the backgroundrecently performed works, general
solutions. Background of the issue shows that forecasting trends and the latest state of the working area. In this sense,
time series of chaotic systems also have some past fail- it is also better to examine forecasting works for chaotic
ures of forecasting methods, which were used on stationary time series (generally) and EEG time series (specifically)
time series before [5]. Because of the related failures, it has within artificial intelligence field, in order to fit the content
been understood that the relatedintroduced methods were to the solution subject considered. At this point, some recent,
unable to provide effective solutions to forecast time series of remarkable research works performed via different artificial
chaotic systems and thus, a remarkable effort on searching for intelligence approaches are explained briefly as follows:
better solution ways has been shown by researchers and sci-
entists. Regarding to the introduced approachesmethods, In his work, Yeh has designed and developed a model,
artificial intelligence (AI) based ones also had important which comes with parameter-free simplified swarm opti-
and remarkable roles on providing effective and efficient mization for artificial neural network (ANN) training
solutions for the issue of forecasting time series of chaotic process [6]. In this sense, the model has been used for
systems. forecasting different kinds of time series including EEG.
Regarding to the explanations, this work introduces an Wu et al. [7] have introduced a forecasting approach in
approach designed on an adaptive neuro-fuzzy inference terms of especially chaotic time series. At this point, they
system (ANFIS), which is supported by a new optimiza- have forecasted MackeyGlass time series, BoxJenkins
tion algorithm: vortex optimization algorithm (VOA); in gas furnace time series and also EEG time series by using
order to forecast time series of electroencephalogram (EEG), iterated extended Kalman filter trained via single multi-
which ensures mostly chaotic behaviors indicating that this plicative neuron model (IEKF-based SMN).
time series is also some kind of chaotic structures. The In the context of multivariate chaotic time series, Chen
ANFIS is a hybrid AI approach employing both artifi- and Han [8] have performed a research work on forecast-
cial neural networks (ANN) and fuzzy logic (FL) tech- ing the related chaotic time series via radial basis function
niques for developing intelligent solution ways. On the (RBF).
other hand, VOA is a new bio-inspired optimization algo- Bontempi et al. [9] have provided a remarkable book
rithm, which is inspired from vortex behaviors in the nature. chapter, which is also a typical review of current
As a result of learningreasoning infrastructure ensured approaches for forecasting time series, thanks to support
by the combination of the ANN, FL and the VOA tech- of specific machine learning approaches. This work can
niques, a simple, alternative solution for EEG forecasting be seen as different from other ones interested in only
is provided for the literature. Associated with the solution chaotic time series. But it is also a comprehensive back-
mechanism, the introduced approach can be evaluated as ground work because of its value in terms of scope and
an alternative way in the context of chaotic time series publication year.
forecasting. There are many research works that have been performed
In the sense of the subject of this work, remaining con- based on the ant colony optimization (ACO) in order to
tent of the paper is organized as follows: the next section forecast different types of chaotic systems [5,1013].
is devoted to a background view, which examines some Another artificial intelligence-based optimization algo-
forecasting works (with the support of artificial intelli- rithm: particle swarm optimization (PSO) has been used
gence approaches) on chaotic time series and EEG time by Unler, and Zhao and Yang respectively, in order
series. Following to that, basics of the ANFIS and the to achieve an optimization based forecasting approach
vortex optimization algorithm (VOA) are explained briefly [14,15].
under the third and the Sect. 4 respectively. Next, details In their work, Yao and Liu [16] have provided a
of the hybrid system formed in this work are introduced fuzzy logic (FL) based approach in order to forecast
briefly under the Sect. 5. After that section, evaluation atmospheric visibility in Shanghai.
applications that have been performed in order to test Regarding to traffic-flow forecasting, Ren et al. [17] have
the effectiveness of the ANFISVOA system are provided performed a research work on forecasting short term
under the Sect. 6 and the paper is ended with the last traffic-flow by using the niche genetic algorithm (NGA)
section by discussing about conclusions and the future and BP neural network techniques as a typical solution
works. system approach.

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A different research work on forecasting traffic flow networks (ENN), and Fuzzy Logic (Type-1 and Type-2)
has been provided Ding et al. [18]. At this point, they respectively.
have provided a solution approach in order to forecast Marzban et al. [37] have done a work on forecast-
drivers lane-changing trajectory in urban traffic flow. ing chaotic time series by using two different types of
In addition; another remarkable work on forecasting dynamic neural networks (DNN). At this point, they have
urban traffic-flow has also been provided by Yin et al. used the related approaches in order to forecast chaotic
[19]. In this sense, they have designed and developed a time series like Henon Map and MackeyGlass.
typical fuzzy-neural model (FNM) in order to forecast In their work, Huang et al. [38] have employed a chaos
traffic flow in an urban street network. and BP artificial neural networks (CBPANNs) model,
There are also some other works that have been per- which is based on genetic algorithm, in order to fore-
formed via artificial neural networks (ANN) technique cast time series. In detail, they have used the model
[20,21]. for forecasting wind power and obtained positive results
Mirzaee [22] has used the genetic algorithm (GA) in order according to the performed testing operations.
to provide an alternative solution for the forecasting time Jiang et al. have done a research on forecasting time
series problem. In this sense, he has briefly used linear series regarding to wind speedpower. At this point,
combination rule in genetic algorithm for optimization they have formed an artificial intelligence based hybrid
of finite impulse response neural network to predict nat- model, which is based on Cross Correlation (CC) analysis
ural chaotic time series. and a support vector regression (SVR) model supported
Hu and Zhang [23] have introduced a forecasting approach with brainstorm optimization (BSO) and cuckoo search
based on both chaotic simulated annealing algorithm (CS) optimization algorithms [39]. Applications done for
(CSAA) and support vector machines (SVM). wind turbines of a wind farm in China have shown posi-
Liu and Yao [24] have used an approach formed by PSO tive results in terms of forecasting.
and least square SVM. Gentili et al. [40] have provided a work based on fore-
There are also some more works based on the usage of casting aperiodic hydrodynamic oscillatory time series.
SVM approaches to forecast time series of chaotic sys- In this sense, they have employed a feed forward neural
tems [2531]. network, fuzzy logic, and a local nonlinear predictor
In their work, Dunne and Ghosh [32] have also provided respectively and reported results regarding to applica-
a remarkable scientific research work on forecasting tions of these techniques.
traffic-flow. In this sense, they have used a Neurowavelet In their work, Wang et al. [41] have forecasted time
model, which was developed via stationary wavelet trans- series by using a back propagation neural network sup-
form (SWT), in order to forecast (hourly) traffic-flow by ported with the adaptive differential evaluation (ADE)
considering the effect of rainfall. algorithm. ADE here optimizes the weights and thresh-
Yadav et al. [33] have performed a time series fore- olds in the context of Neural Network structure. Obtained
casting work based on single multiplicative neuron results in this work show improved forecasting in the used
(SMN). Additionally, Zhao and Yang [15] have also system.
used both PSO and SMN in order to forecast time Regarding to another work, which is related to using
series. At this point, Zhao and Yang have performed alternative techniques in training of artificial neural net-
forecasting operations on MackeyGlass time series, works and so forecasting time series, Chandra [42] has
BoxJenkins gas furnace time series and also EEG employed a recurrent neural Networks model supported
time series. As an alternative, the work by Catalao by cooperative Coevolution (CC) technique. Along the
et al. [34] have employed a wavelet transform (WT), work, the formed approach has been applied in forecast-
particle swarm optimization (PSO), and ANFIS com- ing of chaotic time series.
bined forecasting approach for short term electricity In their work, Seo et al. [43] have used both artifi-
prices. cial neural networks and adaptive neuro-fuzzy inference
Wang et al. [35] have introduced a hybrid chaotic system in forecasting daily water levels. At this point,
time series forecasting system, which includes teaching the authors have used the wavelet decomposition the-
learning Based optimization (TLBO) and differential ory to the related techniques and reported the obtained
evolution (DE). They have obtained positive results with results.
the performed forecasting applications. Doucoure et al. [44] have used artificial wavelet neural
In another work, Pulido et al. [36] have applied a fore- Network and multi-resolution analysis to forecast time
casting approach on Mexican Stock Exchange. In order series in their work. In this context, they have applied
to do that, they have developed a hybrid system employ- their model on the problem of forecasting wind speed. In
ing particle swarm optimization (PSO), ensemble neural more detail, the authors aim is obtaining a forecasting

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system for renewable energy sources in order to achieve


an intelligent management of a micro-grid system and
to promote the utilization of renewable energy in grid
connected and isolated power systems [44].
In the work by Heydari et al. [45] chaotic time series have
been forecasted by using a second order TSK (Takagi
Sugeno Kang) fuzzy systems. In this system, the training
process has been done via ANFIS (artificial neural fuzzy
inference system). The authors have used the system on
chaotic systems and they have obtained positive results
along their forecasting operations. Fig. 1 General structure of the ANFIS [52]
Zhou et al. have done a forecasting work by using a
dendritic neuron model, which is one of alternative sub-
models of artificial neural network technique. Briefly, the that combines the human oriented thinking and reasoning
system, which employs a neuron model based on den- behavior (with the Fuzzy Logic) and the intelligent learning
dritic functions and a phase space reconstruction (PSR), methodbehavior (with the artificial neural networks). In
has been applied on financial time series: Shanghai the literature, this structure is defined as mostly neuro-fuzzy
Stock Exchange Composite Index, Deutscher Aktienin- system or fuzzy neural network.
dex, N225, and DJI Average [46]. Related to the expressed literature and the subject, fun-
As another forecasting approach associated with artificial damentals of the ANFIS have been first proposed by Jang
neural networks, Chai and Lim [47] have employed the [48,49]. As different from other approaches, ANFIS pro-
neural network with weighted fuzzy membership func- vides a hybrid structure employing the fuzzy logic approach
tions (NEWFM) on cyclical fluctuations of the economy. and a typical radial basis function neural network (RBFNN),
Actually, the research work performed here is not directly in which each node has radial basis function such as Gaussian
on forecasting the chaotic time series taken into consid- and Ellipsoidal [50]. In other words, an ANFIS incorporates
eration, but using them within an artificial intelligence the self-learning ability of NN with the linguistic expression
oriented approach. In the approach: the preprocessed function of fuzzy inference [51]. Within this structure, a
time series of the leading composite index using the time typical ANFIS employs a TakagiSugeno model-based fuzzy
delay coordinate embedding method were used as input inference approach in order to form the related hybrid system.
data to the NEWFM in order to forecast the business In this sense, the rule base of a basic ANFIS is formed via
cycle [47]. two fuzzy IFTHEN rules-based on a first order Takagi
Sugeno model.
After providing a brief review of the literature, basics of Associated with the typical ANFIS, general structure can
the ANFIS and the VOA should be explained before dis- be represented within the Fig. 1 [52].
cussing more about the solution approach provided within The basic ANFIS structure comes with some parameters
this work. It is important for readers to learnknow fea- called as premise and consequent parameters [48,49,
tures and functions of the ANFISVOA system in order to 52]. At this point, the general objective is to use learning algo-
understand organization of the performed work better. rithms for tuning the related parameters, to make the ANFIS
output match the training data [52]. In other words, a typical
optimization approach could be applied in order to adjust the
3 Adaptive Neuro-Fuzzy Inference System related parameters [53]. In this sense, there are some learning
algorithm approaches like gradient decent Backpropagation,
There are lots of hybrid approachestechniques within Arti- gradient decent and one pass of least square estimates (LSE),
ficial Intelligence field in order to provide alternative solution and gradient decent and LSE for performing the related train-
ways for especially real-world-based problems. Adaptive ing processes [50].
neuro-fuzzy Inference System (ANFIS) is one of these In order not to affect the flow of the article and ensure bet-
approaches, which have been introduced by researchers. In ter readability for the main subject of the work, readers are
this sense, ANFIS combines both artificial neural networks referred to [48,49,52] in order to learn more about mathe-
and fuzzy logic techniques in a single structure. From a gen- matical detailsworking mechanism (calculations, learning
eral perspective, ANFIS is evaluated as a type of neuro-fuzzy processetc.) of the ANFIS technique. Because the ANFIS
systems within the related literature. has been employed for a forecasting approach in this work,
As general, the hybrid approach of a typical neuro-fuzzy readers can also look at to [5462] in order have ideas about
system ensures an intelligent techniquesystem structure some forecasting applications of the ANFIS.

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4 Vortex Optimization Algorithm Step 3.7: Return to the Step 3.1. if the stopping criteria
has not reached yet.
In order to form an efficient approach, the ANSFIS is sup-
ported by a new bio-inspired optimization algorithm, which is Step 4: The best values obtained within the loop is the opti-
based on vortex behaviors in the nature. Called as vortex opti- mum solution.
mization algorithm (VOA), this technique has been designed
and developed by Kose and Arslan [63]. It is also currently in A flow chart of the VOA is presented under Fig. 2.
additional multidisciplinary applications, and improvement
processes. VOA is generally focus on a typical vortex flow
behavior in nature and inspires from some dynamics that are
occurred in the sense of vortex nature. In order not to affect
the main objective of this work in a negative manner and
make the content complex, recent algorithmic details of the
VOA can be expressed briefly as follows [63,64]:
Step 1: Define initial parameters (N for number of particles;
vorticity (v) values of each particle; max. and min. limits for
vorticity value and other values related to function, prob-
lemetc.; and e for elimination rate)
Step 2: Locate the particles randomly within the solution
space and calculate fitness values for each of them. Update
the v value of the particle with the best fitness value by using
a random value. Mark this particle as a vortex and keep its
values as the best so far.
Step 3: Repeat the sub-steps below until the stopping criteria:

Step 3.1: Mark each particle, whose fitness value is


under the average fitness of all particles, as the vortex.
The otherremaining particles are in the normal par-
ticle status.
Step 3.2: Update v value of each particle by using the
following equations:
particlei _v_change = particlei _v + (random_
value * (global_best_v / particlei _v))
particlei _v = particlei _v_change Fig. 2 A flow chart of the VOA
Step 3.3: Update the v value of each vortex particle
(except from the best particle so far) by using a random
value.
Step 3.4: Update position of each particle (except from
the best particle so far) by using the following equa-
tions:
particlei _position += (random_value *
(particlei _v_change * (global_best_position
particlei_position)))
Step 3.5: Calculate fitness values according to new
positions of each particle. Mark the particle with the
best value as a vortex (if it is not a vortex yet) and
keep its values as the best so far.
Step 3.6: If number of non-vortex particles is under the
value of e, remove all non-particles from the solution
space and create new particles according to number
of removed particles. Locate these new particles ran-
domly within the solution space. Perform in-system Fig. 3 General structure of the ANFISVOA for forecasting EEG time
optimization in bigger problems. series

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Briefly, the algorithm is a swarm-oriented evolutional In this sense, ANFIS structure also employs a total of 8
problem solution approach; because it includes many meth- rules.
ods related to elimination of weak swarm members and As general, the ANFIS aims to forecast EEG time series
trying to improve the solution process by supporting the solu- according to three past values of the seriesflow. In more
tion space via new swarm members having some parameters detail, it is possible to explain that the system aims to
according to the main approach of the VOA. forecast x(t +3), according to x(t), x(t 3), and x(t 6)
respectively.
In the system, the VOA is applied in order to adapt
the parameters of membership functions of the ANFIS.
5 ANFISVOA for Operations on Forecasting Briefly, the VOA is used to train the parameters regard-
EEG Time Series ing to membership functions of the ANFIS. As it can be
understood, this training process is some kind of opti-
In this work, an ANFISVOA combination, which aims to mization done by the VOA.
forecast EEG, has been designed and developed. Regarding
to the approach, a schema explaining the designed and devel-
oped system briefly is shown in Fig. 3. According to the explained system structure, it is aimed to
It is possible to express basic featuresfunctions of the forecast EEG time series in order to provide a simple but
formed hybrid system as follows: effective enough approach for enabling researchers to learn
more about future states of the brain activity in terms of any
physical or pathological case.
In the ANFIS, three inputs (adjusted with two Gaussian Certainly, there are also more advanced approaches and
sets separately) have been used for feeding the system. already introduced solution ways for performing operations

Fig. 4 Original time series and the forecasting performance for the Z023

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on forecasting or modeling cases of EEG time series in order of Bonn (The associated data files provided by authors can
to provide more specific scientific approaches for especially be obtained from the Web site: http://www.meb.uni-bonn.de/
critical diagnostic-base, medical problems. In this sense, this epileptologie/science/physik/eegdataold2.html). The related
work provides a model on forecasting time series for any data sets have also been applied within different research
other further numerical interventions. Furthermore, the sys- works [66,67]. For each time series, data files containing
tem is a unique model because it employs a newly developed 4000 rows in the form of x(t + 3): x(t), x(t 3), and
optimization algorithm. x(t 6) values have been used for the related training and test
In order to test effectiveness of the ANFISVOA and its processes. In this sense, 2000 data rows were used for train-
success in terms of objective(s) of the work, some evaluation ing the ANFISVOA whereas other remaining ones were
oriented applications should be done by using different kinds employed for the testing. It is also important the applica-
of EEG time series. The next section is devoted to that subject tion of a low-pass filter of 40 Hz, as described in the article
in this sense. provided by Andrzejak et al., is regarded as the first step of
analysis and therefore not carried out for the downloaded
data filestime series.
In addition to the applications on data sets obtained from
6 Applications for Evaluation
the mentioned Web site, two sample EEG time series have
also been created by using the MATLABEEGLAB sys-
Within this ANFISVOA approach, different EEG time
tem, which was developed by Yeung et al. [68] in order to
series included within data files were used during the train-
generate simulated EEG data (It has been used in also some
ing and test processes. At this point, two EEG sample data
other works by the same author [69,70]). As similar to the
sets obtained from the research work performed by Andrze-
previously explained time series, data files for these samples
jak et al. [65] at the Department of Epileptology, University

Fig. 5 Original time series and the forecasting performance for the N052

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have also formed in the context of 4000 rows (2000 of them some other hybrid systems formed with ANFIS and alterna-
for training) in the form of x(t + 3): x(t), x(t 3), and tive optimization algorithms. In order to evaluate errors, the
x(t 6) values. mean absolute error (MAE) expressed as follows has been
In the sense of data files provided by the Department of used [71]:
Epileptology at University of Bonn, the files named as Z023 Let yi is ith observation and yi is a forecast for yi ,
(within SET A as it is indicated) and N052 (within SET C as it MAE = mean (|ei |) (1)
is indicated) were used respectively on the start of evaluation-
based applications. where
For the Z023, a graph showing the original time series and
ei = yi yi (2)
whole forecasting performance is presented in Fig. 4.
For the other data filetime series: N052, a graph showing
In the context of comparison operations, the same ANFIS
the original time series and whole forecasting performance
structure has been supported with particle swarm optimiza-
is presented in Fig. 5.
tion (PSO) [7274], firefly algorithm (FA) [75,76], Bat
A total of two different sample EEG time series have
Algorithm (BA) [77], and cuckoo search (CS) [78] respec-
also been created by using the MATLABEEGLAB sys-
tively and each formed system has been applied to the same
tem, which was explained before. In this sense, the related
chaotic systems considered in this work.
graphics showing the original time series and obtained per-
MAE values obtained with five different ANFIS settings
formances within the data samples are presented in Figs. 6,
on the related chaotic systems are presented in Table 1.
and 7 respectively.
According to the obtained results in the performed appli-
In order to have more idea about effectiveness of the
cations, it can be said that the designed and developed
formed system, forecasting errors have been compared with
ANFISVOA approach is effective enough to forecast EEG

Fig. 6 Original time series and the forecasting performance for the first sample

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Fig. 7 Original time series and the forecasting performance for the second sample

Table 1 MAE values obtained with five different ANFIS settings on the related chaotic systems
ANFISVOA ANFISPSO ANFISFA ANFISBA ANFISCS

Z023 18.4571 37.4620 26.1114 22.5190 19.0651


N052 14.9148 28.1099 19.5669 17.2017 12.1009
MATLABEEGLAB (first sample) 12.8944 30.3109 28.4510 29.5791 12.9094
MATLABEEGLAB (second sample) 15.1092 22.5490 20.1890 24.0012 16.1044
The best result for a chaotic system are in bold

time series. In this context, it can be also said that the related Here, the main application-base of the designed and devel-
approach can forecast especially chaotic time series. oped ANFISVOA was chosen as EEG time series. Because
of chaotic behaviors of EEG time series, main idea of the
introduced system is also a typical forecasting approach
7 Conclusions and Future Work for especially chaotic time series. In this sense, it can be
expressed that the approach can be evaluated as an approach
The ANFISVOA system introduced in this work ensures in the context of chaotic time series forecasting, in addition
an effective enough mechanism to forecast EEG time series. to the main application direction of the work on EEG time
When it is examined in the context of the associated liter- series.
ature, there are many different applications on forecasting ANFISVOA based approach has been applied to a total
of time series via ANFIS (as single or in hybrid forms). of four different EEG data samplestime series in order

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