A Dynamic Fuzzy Neural System for Time Series Classification

A dynamic fuzzy neural system is proposed, for time series anomaly detection. The model is entitled BFuzzTiD (Block-diagonal Fuzzy Time-series Detector) and consists of fuzzy rules whose consequent parts are three-layer small recurrent neural networks. The hidden layer of each network has blocks of neurons that feed back to each other. BFuzzTid is trained by the Dynamic Resilient Propagation algorithm. The model learns the dynamics of the time series such that it can classify them by detecting the anomaly points. A comparative analysis is conducted with a series of time series anomaly detection models, in order to investigate the capabilities of the proposed detector.