An efficient time series forecasting model based on fuzzy time series

In this paper, we present a new model to handle four major issues of fuzzy time series forecasting, viz., determination of effective length of intervals, handling of fuzzy logical relationships (FLRs), determination of weight for each FLR, and defuzzification of fuzzified time series values. To resolve the problem associated with the determination of length of intervals, this study suggests a new time series data discretization technique. After generating the intervals, the historical time series data set is fuzzified based on fuzzy time series theory. Each fuzzified time series values are then used to create the FLRs. Most of the existing fuzzy time series models simply ignore the repeated FLRs without any proper justification. Since FLRs represent the patterns of historical events as well as reflect the possibility of appearances of these types of patterns in the future. If we simply discard the repeated FLRs, then there may be a chance of information lost. Therefore, in this model, it is recommended to consider the repeated FLRs during forecasting. It is also suggested to assign weights on the FLRs based on their severity rather than their patterns of occurrences. For this purpose, a new technique is incorporated in the model. This technique determines the weight for each FLR based on the index of the fuzzy set associated with the current state of the FLR. To handle these weighted FLRs and to obtain the forecasted results, this study proposes a new defuzzification technique. The proposed model is verified and validated with three different time series data sets. Empirical analyses signify that the proposed model have the robustness to handle one-factor time series data set very efficiently than the conventional fuzzy time series models. Experimental results show that the proposed model also outperforms over the conventional statistical models.     

An integrated fuzzy time series forecasting system

A number of fuzzy time series models have been designed and developed during the last decade. One problem of these models is that they only provide a single-point forecasted value just like the output of the crisp time series methods. In addition, these models are suitable for forecasting stationary or trend time series, but they are not appropriate for forecasting seasonal time series. Hence, the objective of this study is to develop an integrated fuzzy time series forecasting system in which the forecasted value will be a trapezoidal fuzzy number instead of a single-point value. Furthermore, this system can effectively deal with stationary, trend, and seasonal time series and increase the forecasting accuracy. Two numerical data sets are selected to illustrate the proposed method and compare the forecasting accuracy with four fuzzy time series methods. The results of the comparison show that our system can produce more precise forecasted values than those of four methods.     

Forecasting time series with genetic fuzzy predictor ensemble

This paper proposes a genetic fuzzy predictor ensemble (GFPE) for the accurate prediction of the future in the chaotic or nonstationary time series. Each fuzzy predictor in the GFPE is built from two design stages, where each stage is performed by different genetic algorithms (GA). The first stage generates a fuzzy rule base that covers as many of training examples as possible. The second stage builds fine-tuned membership functions that make the prediction error as small as possible. These two design stages are repeated independently upon the different partition combinations of input-output variables. The prediction error will be reduced further by invoking the GFPE that combines multiple fuzzy predictors by an equal prediction error weighting method. Applications to both the Mackey-Glass chaotic time series and the nonstationary foreign currency exchange rate prediction problem are presented. The prediction accuracy of the proposed method is compared with that of other fuzzy and neural network predictors in terms of the root mean squared error (RMSE)     

An adaptive fuzzy information retrieval model to improve response time perceived by e-commerce clients

In this paper, an adaptive fuzzy logic-based information retrieval model is presented to enable users retrieve exact and specific information they sort after. The proposed IR model takes into consideration the limited bandwidth between ISP and its users; and the characteristics (processor speed, memory size, resolution, availability of anti-virus, etc.) of clients’ devices in ensuring that a customer has a fruitful and eventful session while conducting business online. The model was designed using unified modelling language and implemented using Borland JBuilder. A performance evaluation of the proposed information retrieval system using two evaluation measures was conducted. The experimental result indicated that the model has an acceptable performance.     

Temperature prediction using fuzzy time series

A drawback of traditional forecasting methods is that they can not deal with forecasting problems in which the historical data are represented by linguistic values. Using fuzzy time series to deal with forecasting problems can overcome this drawback. In this paper, we propose a new fuzzy time series model called the two-factors time-variant fuzzy time series model to deal with forecasting problems. Based on the proposed model, we develop two algorithms for temperature prediction. Both algorithms have the advantage of obtaining good forecasting results.     

Financial time series forecasting with a bio-inspired fuzzy model

In general, times series forecasting is considered as a highly complex problem, which is particularly true for financial time series. In this paper, a fuzzy model evolved through a bio-inspired algorithm is proposed to produce accurate models for the prediction of these time series. The performance of this model is compared to that of a group of state-of-the-art statistical models. A thorough experimental study is designed and carry out in order to assess the merits of the proposal. The experimental results allow us to state that our proposal forecasts consistently outperform the other considered methods.     

A bivariate fuzzy time series model to forecast the TAIEX

Fuzzy time series models have been applied to forecast various domain problems and have been shown to forecast better than other models. Neural networks have been very popular in modeling nonlinear data. In addition, the bivariate models are believed to outperform the univariate models. Hence, this study intends to apply neural networks to fuzzy time series forecasting and to propose bivariate models in order to improve forecasting. The stock index and its corresponding index futures are taken as the inputs to forecast the stock index for the next day. Both in-sample estimation and out-of-sample forecasting are conducted. The proposed models are then compared with univariate models as well as other bivariate models. The empirical results show that one of the proposed models outperforms the many other models.     

Fuzzy forecasting based on fuzzy time series

This article presents an improved method of fuzzy time series to forecast university enrollments. The historical enrollment data of the University of Alabama were first adopted by Song and Chissom (Song, Q. and Chissom, B. S. (1993). Forecasting enrollment with fuzzy time series-part I, Fuzzy Sets and Systems, 54, 1–9; Song, Q. and Chissom, B. S. (1994). Forecasting enrollment with fuzzy time series-part II, Fuzzy Sets and Systems, 54, 267–277) to illustrate the forecasting process of the fuzzy time series. Later, Chen proposed a simpler method. In this article, we show that our method is as simple as Chen's method but more accurate. In forecasting the enrollment of the University of Alabama, the root mean square percentage error (RMSPE) of our method is 3.1113% while the RMSPE of Chen's method is 4.0516%, which shows that our method is doing much better.     

A high order fuzzy time series forecasting model based on adaptive expectation and artificial neural networks

Many fuzzy time series approaches have been proposed in recent years. These methods include three main phases such as fuzzification, defining fuzzy relationships and, defuzzification. Aladag et al. [2] improved the forecasting accuracy by utilizing feed forward neural networks to determine fuzzy relationships in high order fuzzy time series. Another study for increasing forecasting accuracy was made by Cheng et al. [6]. In their study, they employ adaptive expectation model to adopt forecasts obtained from first order fuzzy time series forecasting model. In this study, we propose a novel high order fuzzy time series method in order to obtain more accurate forecasts. In the proposed method, fuzzy relationships are defined by feed forward neural networks and adaptive expectation model is used for adjusting forecasted values. Unlike the papers of Cheng et al. [6] and Liu et al. [14], forecast adjusting is done by using constraint optimization for weighted parameter. The proposed method is applied to the enrollments of the University of Alabama and the obtained forecasting results compared to those obtained from other approaches are available in the literature. As a result of comparison, it is clearly seen that the proposed method significantly increases the forecasting accuracy.     

An approach to adaptive control of fuzzy dynamic systems

This paper discusses adaptive control for a class of fuzzy dynamic models. The adaptive control law is first designed in each local region and then constructed in the global domain. It is shown that the resulting fuzzy adaptive control system is globally stable. Robustness issues of the adaptive control system are also addressed. A simulation example is given for demonstration of the application of the approach     

An adaptive artificial-fish-swarm-inspired fuzzy C-means algorithm

Fuzzy C-means (FCM) is a classical algorithm of cluster analysis which has been applied to many fields including artificial intelligence, pattern recognition, data aggregation and their applications in software engineering, image processing, IoT, etc. However, it is sensitive to the initial value selection and prone to get local extremum. The classification effect is also unsatisfactory which limits its applications severely. Therefore, this paper introduces the artificial-fish-swarm algorithm (AFSA) which has strong global search ability and adds an adaptive mechanism to make it adaptively adjust the scope of visual value, improves its local and global optimization ability, and reduces the number of algorithm iterations. Then it is applied to the improved FCM which is based on the Mahalanobis distance, named as adaptive AFSA-inspired FCM(AAFSA-FCM). The optimal solution obtained by adaptive AFSA (AAFSA) is used for FCM cluster analysis to solve the problems mentioned above and improve clustering performance. Experiments show that the proposed algorithm has better clustering effect and classification performance with lower computing cost which can be better to apply to every relevant area, such as IoT, network analysis, and abnormal detection.

     

Bacterially inspired evolving system with an application to time series prediction

This paper explores the synergies between evolutionary computation and synthetic biology, developing an in silico evolutionary system that is inspired by the behavior of bacterial populations living in continuously changing environments. This system creates a 3D environment seeded with a simulated population of bacteria that eat, reproduce, interact with each other and with the environment and eventually die. This provides a 3D framework implementing an evolutionary process. The subject of the evolution is each bacterium's internal process, defining its interactions with the environment. The evolutionary goal is the survival of the population under successive, continuously changing environmental conditions. The key advantage of this bacterial evolutionary system is its decentralized, asynchronous, parallel and self-adapting general-purpose evolutionary process. We describe this system and present the results of an application to the evolution of a bacterial population that learns how to predict the presence or absence of food in the environment by analyzing three input signals from the environment. The resulting populations successfully evolve by continuously improving their fitness under different environmental conditions, demonstrating their adaptability to a fluctuating medium.     

BP神经网络和模糊时间序列组合预测模型及其应用

为了解决非线性的时间序列预测问题,提出了BP神经网络和模糊时间序列相结合的预测模型.利用BP神经网络自学习和模糊集能够更客观反应实际情况,通过对时间序列差分模糊化建立数学模型,BP神经网络进行训练,最后去模糊化还原实际.将这种预测方法应用到矿产资源镍价格中,取得了较好的效果.     

Ratio-based lengths of intervals to improve fuzzy time series forecasting.

The objective of this study is to explore ways of determining the useful lengths of intervals in fuzzy time series. It is suggested that ratios, instead of equal lengths of intervals, can more properly represent the intervals among observations. Ratio-based lengths of intervals are, therefore, proposed to improve fuzzy time series forecasting. Algebraic growth data, such as enrollments and the stock index, and exponential growth data, such as inventory demand, are chosen as the forecasting targets, before forecasting based on the various lengths of intervals is performed. Furthermore, sensitivity analyses are also carried out for various percentiles. The ratio-based lengths of intervals are found to outperform the effective lengths of intervals, as well as the arbitrary ones in regard to the different statistical measures. The empirical analysis suggests that the ratio-based lengths of intervals can also be used to improve fuzzy time series forecasting.     

Fuzzy relation analysis in fuzzy time series model

Fuzzy relation is a crucial connector in presenting fuzzy time series model. However, how to obtain a fuzzy relation matrix to represent a time-invariant relation is still a question. Based on the concept of fuzziness in Information Theory, the concept of entropy is applied to measure the degrees of fuzziness when a time-invariant relation matrix is derived. Finally, an example is illustrated to show that the proposed method could obtain more accurate and robust results in forecasting.     

青霉素发酵过程中的Type-2模糊预测方法

根据模糊时间序列的模型和算法,本文利用Type-2型模糊隶属度的"宽带"效应具有处理更多信息的特点,给出了基于Type-2模糊时间序列的预测方法,克服了Type-1模糊时间序列模型只用到一个变量进行预测的缺点.避免了只有部分观测值在预测中用到,提高了青霉素发酵过程生物质浓度预测的准确性,实现青霉素发酵过程生物质浓度的测量.     

Deterministic fuzzy time series model for forecasting enrollments

The fuzzy time series has recently received increasing attention because of its capability of dealing with vague and incomplete data. There have been a variety of models developed to either improve forecasting accuracy or reduce computation overhead. However, the issues of controlling uncertainty in forecasting, effectively partitioning intervals, and consistently achieving forecasting accuracy with different interval lengths have been rarely investigated. This paper proposes a novel deterministic forecasting model to manage these crucial issues. In addition, an important parameter, the maximum length of subsequence in a fuzzy time series resulting in a certain state, is deterministically quantified. Experimental results using the University of Alabama’s enrollment data demonstrate that the proposed forecasting model outperforms the existing models in terms of accuracy, robustness, and reliability. Moreover, the forecasting model adheres to the consistency principle that a shorter interval length leads to more accurate results.     

Support vector machine with adaptive parameters in financial time series forecasting

A novel type of learning machine called support vector machine (SVM) has been receiving increasing interest in areas ranging from its original application in pattern recognition to other applications such as regression estimation due to its remarkable generalization performance. This paper deals with the application of SVM in financial time series forecasting. The feasibility of applying SVM in financial forecasting is first examined by comparing it with the multilayer back-propagation (BP) neural network and the regularized radial basis function (RBF) neural network. The variability in performance of SVM with respect to the free parameters is investigated experimentally. Adaptive parameters are then proposed by incorporating the nonstationarity of financial time series into SVM. Five real futures contracts collated from the Chicago Mercantile Market are used as the data sets. The simulation shows that among the three methods, SVM outperforms the BP neural network in financial forecasting, and there are comparable generalization performance between SVM and the regularized RBF neural network. Furthermore, the free parameters of SVM have a great effect on the generalization performance. SVM with adaptive parameters can both achieve higher generalization performance and use fewer support vectors than the standard SVM in financial forecasting.     

Deadzone compensation in discrete time using adaptive fuzzy logic

A fuzzy logic (FL) compensator is designed for control of nonlinear discrete-time systems with input deadzone. The classification property of FL systems makes them a natural candidate for the rejection of errors induced by the deadzone, which has regions in which it behaves differently. A discrete-time tuning algorithm is given for the FL parameters so that the deadzone compensation scheme becomes adaptive, guaranteeing bounded tracking errors and parameter estimates. A rigorous proof of stability and performance is given and a simulation example verifies performance. Unlike standard discrete-time adaptive control techniques, no certainty equivalence assumption is needed