Predictive modeling using Copula Particle Filter and Adaptive Network-Based Fuzzy Inference

Abstract

This paper introduces a novel prediction algorithm, CPF-ANFIS, designed to overcome the challenges posed by high-dimensional input data in Adaptive Neuro-Fuzzy Inference Systems (ANFIS). ANFIS's performance deteriorates with increasing input dimensionality due to the distortion of its membership functions. To address this limitation, CPF-ANFIS leverages a two-stage approach: A Copula Particle Filter (CPF) for robust state estimation and ANFIS for nonlinear mapping. By incorporating copulas, CPF effectively addresses the impoverishment and degeneracy problems commonly encountered in traditional particle filters. This enhanced robustness allows for more accurate state estimation, which in turn improves the overall performance of the CPF-ANFIS algorithm. By decoupling state estimation from nonlinear modeling, CPF-ANFIS effectively mitigates the curse of dimensionality. The proposed method is evaluated on real-world applications, such as hybrid PV-wind systems and SLAM. Experimental results demonstrate that CPF-ANFIS consistently outperforms ANFIS and the Copula Particle Filter individually, as well as previously proposed methods such as ANFIS-PF, highlighting its effectiveness in achieving accurate predictions under challenging conditions. The results show that the CPF-ANFIS algorithm increases prediction accuracy by at least 5% compared to using each algorithm separately.