I am using anfis for forecasting. The first problem is different runs ends up different results. fitness function is R^2 in test data. I have split my dataset in 70-30 range for train and test data.
For example one run results in 99% and another run results in 90%. even difference is in decimals. But the problem is the forecasting outputs for future data has massive difference. In a run with 99% result, output would be for instance about 7000. Accordingly another run with 99.99% result will output about 3000. How could I know which is the correct forecast. Also how to avoid instability in Anfis training results.
\