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Neural Networks are currently used extensively to find solutions to certain kinds of problems that can not be efficiently solved by means of conventional algorithms. Neural Networks widely applied are known as backpropagation networks. However, backpropagation networks suffer from lengthy training time. Furthermore, it is difficult to physically interpret the results obtained from trained networks. This thesis proposes a neuro-fuzzy system which can overcome these limitations. The neuro-fuzzy system under consideration is implemented as a two- layer Fuzzy Hyperrectangular Composite Neural Network (FHRCNN). A special hybrid training algorithm is developed to find a set of appropriate initial weights in order to speed up the learning process. First we divide the output space into fuzzy regions, and then transform function approximation into a pattern recognition problem. In this step, we use the supervised decision directed learning (SDDL) algorithm to find the information imbedded in the training data. The hidden nodes of the FHRCNN are then initialized according to the extracted information. We may use the least mean squared error (LMS) algorithm or the backpropagation algorithm to minimize the error to an acceptable value. After sufficient training, the fuzzy neural network can evolve automatically to acquire a set of fuzzy if-then rules. Based on the experimental results we conclude that the proposed neuro-fuzzy approach is an attractive alternative to traditional techniques as a tool for system identification and time series prediction.
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