This article presents a solution to the time series prediction competition of the ESTSP 2007 conference. The solution is based on optimal filtering, which is a methodology for computing recursive solutions to statistical inverse problems, where a time varying stochastic state space model is measured through a sequence of noisy measurements. In the solution, the overall behavior of the time seri...

Piecewise linear networks (PLNs) are attractive because they can be trained quickly and provide good performance in many nonlinear approximation problems. Most existing design algorithms for piecewise linear networks are not convergent, non-optimal, or are not designed to handle noisy data. In this paper, four algorithms are presented which attack this problem. They are: (1) a convergent design...

The objective of this paper is to develop matrix games with pay-offs of triangular hesitant fuzzy elements (THFEs). To solve such games, a new methodology has been derived based on the notion of weighted average operator and score function of THFEs. Firstly, we formulate two non-linear programming problems with THFEs. Then applying the score function of THFEs, we transform these two problems in...