Mackey-Glass Chaotic Time Series

Slide 3







Now we want to build an ANFIS that can predict
x(t+6) from the past values of this time series,
that is, x(t-18), x(t-12), x(t-6), and x(t).
Therefore the training data format is
      [x(t-18), x(t-12), x(t-6), x(t); x(t+6]

From t = 118 to 1117, we collect 1000 data
pairs of the above format. The first 500 are
used for training while the others are used for
checking. The plot shows the segment of the time
series where data pairs were extracted from.