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This paper proposes a new methodology for modelling based on an evolving Neuro-Fuzzy Takagi–Sugeno (NF-TS) network used for seasonal time series forecasting. The NF-TS considers the unobservable components extracted from the time series data to evolve, that is, to adapt and to adjust its structure, where the fuzzy rules number of this network can increase or decrease according to components behaviour...
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