A new time invariant fuzzy time series forecasting method based on particle swarm optimization

In the analysis of time invariant fuzzy time series, fuzzy logic group relationships tables have been generally preferred for determination of fuzzy logic relationships. The reason of this is that it is not need to perform complex matrix operations when these tables are used. On the other hand, when fuzzy logic group relationships tables are exploited, membership values of fuzzy sets are ignored. Thus, in defiance of fuzzy set theory, fuzzy sets’ elements with the highest membership value are only considered. This situation causes information loss and decrease in the explanation power of the model. To deal with these problems, a novel time invariant fuzzy time series forecasting approach is proposed in this study. In the proposed method, membership values in the fuzzy relationship matrix are computed by using particle swarm optimization technique. The method suggested in this study is the first method proposed in the literature in which particle swarm optimization algorithm is used to determine fuzzy relations. In addition, in order to increase forecasting accuracy and make the proposed approach more systematic, the fuzzy c-means clustering method is used for fuzzification of time series in the proposed method. The proposed method is applied to well-known time series to show the forecasting performance of the method. These time series are also analyzed by using some other forecasting methods available in the literature. Then, the results obtained from the proposed method are compared to those produced by the other methods. It is observed that the proposed method gives the most accurate forecasts.     

一种新的模糊时间序列模型的预测方法

针对目前在模糊时间序列模型中论域划分及数据模糊化方法存在的问题,首先提出了基于模糊聚类算法(FCM)的具有可调参数的模糊时间序列论域的非等分划分方法;然后,在数据模糊化时通过距离客观地定义了模糊集,并利用最小标准误差(RMSE)确定最优的预测结果和聚类数;最后,通过 Alabama 大学注册人数的预测表明了所提出算法的有效性.     

A computational method of forecasting based on fuzzy time series

In this paper, a computational method of forecasting based on fuzzy time series have been developed to provide improved forecasting results to cope up the situation containing higher uncertainty due to large fluctuations in consecutive year's values in the time series data and having no visualization of trend or periodicity. The proposed model is of order three and uses a time variant difference parameter on current state to forecast the next state. The developed model has been tested on the historical student enrollments, University of Alabama to have comparison with the existing methods and has been implemented for forecasting of a crop production system of lahi crop, containing higher uncertainty. The suitability of the developed model has been examined in comparison with the other models to show its superiority.     

基于深度长短时记忆网络的多支路串联故障电弧检测方法

针对低压配电系统中,实际配电网负载端的负载串并联形式的多样化和多变性特点,研究干路点检测支路发生的故障电弧具有十分明显的实际意义,提出了一种基于深度长短时记忆(LSTM)网络的多支路串联故障电弧检测方法.首先,构建实验平台,采集支路发生不同串联故障情况下的干路电流信号共计72000组;然后,将电流信号分为训练集和测试集...     

A computational method of forecasting based on high-order fuzzy time series

This paper presents a computational method of forecasting based on high-order fuzzy time series. The developed computational method provides a better approach to overcome the drawback of existing high-order fuzzy time series models. Its simplicity lies with the use of differences in consecutive values of various orders as forecasting parameter and a w-step fuzzy predictor in place of complicated computations of fuzzy logical relations. The objective of the present study is to examine the suitability of various high-order fuzzy time series models in forecasting. The general suitability of the developed method has been tested by implementing it in the forecasting of student enrollments of the University of Alabama and in the forecasting of crop (Lahi) production, a case of high uncertainty in time series data. The results obtained have been compared in terms of average error of forecast to show superiority of the proposed model.     

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 new fuzzy time series forecasting model based on clustering technique and normal fuzzy function

Knowledge and Information Systems - Time series forecasting is of great interest to managers and scientists because of the numerous benefits it offers. This study proposes three main improvements...     

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.     

Partitions based computational method for high-order fuzzy time series forecasting

In this paper, we present a computational method of forecasting based on multiple partitioning and higher order fuzzy time series. The developed computational method provides a better approach to enhance the accuracy in forecasted values. The objective of the present study is to establish the fuzzy logical relations of different order for each forecast. Robustness of the proposed method is also examined in case of external perturbation that causes the fluctuations in time series data. The general suitability of the developed model has been tested by implementing it in forecasting of student enrollments at University of Alabama. Further it has also been implemented in the forecasting the market price of share of State Bank of India (SBI) at Bombay Stock Exchange (BSE), India. In order to show the superiority of the proposed model over few existing models, the results obtained have been compared in terms of mean square and average forecasting errors.     

基于多尺度跳跃深度长短期记忆网络的短期多变量负荷预测

近年来,以循环神经网络（RNN）为主体构建的预测模型在短期电力负荷预测中取得了优越的性能。然而,由于RNN不能有效捕捉存在于短期电力负荷数据的多尺度时序特征,因而难以进一步提升负荷预测精度。为了捕获短期电力负荷数据中的多尺度时序特征,提出了一种基于多尺度跳跃深度长短期记忆（MSD-LSTM）网络的短期电力负荷预测模型。具体来说,以长短期记忆（LSTM）网络为主体构建预测模型能够较好地捕获长短期时序依赖,从而缓解时序过长时重要信息容易丢失的问题。进一步地,采用多层LSTM架构并且对各层设置不同的跳跃连接数,使得MSD-LSTM的每一层能够捕获不同时间尺度的特征。最后,引入全连接层把各层提取到的多尺度时序特征进行融合,再利用该融合特征进行短期电力负荷预测。实验结果表明,与单层LSTM和多层LSTM相比,MSD-LSTM的均方误差总体下降了10%。可见MSD-LSTM能够更好地提取短期负荷数据中的多尺度时序特征,从而提高短期电力负荷预测的精度。     

基于区间相似度的模糊时间序列预测算法

针对现有模糊时间序列预测算法无法适应预测中新关系出现的问题,提出了一种基于区间相似度的模糊时间序列预测（ISFTS）算法。首先,在模糊理论的基础上,采用基于均值的方法二次划分论域的区间,在论域区间上定义相应模糊集将历史数据模糊化;然后建立三阶模糊逻辑关系并引入逻辑关系相似度的计算公式,计算未来数据变化趋势值得到预测的模糊值;最后对预测模糊值去模糊化得到预测的确定值。由于ISFTS算法是预测数据变化趋势,克服了目前预测算法的逻辑关系的缺陷。仿真实验结果表明,与同类的预测算法相比,ISFTS算法预测误差更小,在误差相对比(MAPE)、绝对误差均值(MAE)和均方根误差(RMSE)三项指标上均优于同类的对比算法,因此ISFTS算法在时间序列预测中尤其是大数据量情况下的预测具有更强的适应性。     

采用长短期记忆网络的深度学习方法进行网页正文提取

针对复杂网页上主题信息被过多地与主题无关的广告、导航、版权等噪声信息隐藏的问题,提出一种基于长短期记忆的深度学习正文提取方法(LTE).首先,设计一种根据超文本标记语言(HTML)中标签信息的数据划分策略:通过遍历HTML代码的文档对象模型(DOM)树来根据DOM树结构划分每一个具有文本信息的文本块;然后,通过预训练模型对每一个内容块的从属关系进行表征;最后,这些标签会被输入到用这种格式的数据预先训练好的长短期记忆(LSTM)网络模型进行主要内容正文判别.实验结果证明,模型能够有效拟合已标记的数据集,在训练集中的F1分数能稳定在0.96以上;对于不存在于训练集中的网页格式,对其正文的预测准确度也比两个传统正文抽取工具Readability和Newspaper3k的分别高47.54、19.02个百分点.由实验结果可知,LTE能够有效提取出网页中的正文内容.     

采用长短期记忆网络的深度学习方法进行网页正文提取

针对复杂网页上主题信息被过多地与主题无关的广告、导航、版权等噪声信息隐藏的问题,提出一种基于长短期记忆的深度学习正文提取方法(LTE).首先,设计一种根据超文本标记语言(HTML)中标签信息的数据划分策略:通过遍历HTML代码的文档对象模型(DOM)树来根据DOM树结构划分每一个具有文本信息的文本块;然后,通过预训练模型对每一个内容块的从属关系进行表征;最后,这些标签会被输入到用这种格式的数据预先训练好的长短期记忆(LSTM)网络模型进行主要内容正文判别.实验结果证明,模型能够有效拟合已标记的数据集,在训练集中的F1分数能稳定在0.96以上;对于不存在于训练集中的网页格式,对其正文的预测准确度也比两个传统正文抽取工具Readability和Newspaper3k的分别高47.54、19.02个百分点.由实验结果可知,LTE能够有效提取出网页中的正文内容.     

基于新直觉模糊相似度的聚类方法

针对现有直觉模糊聚类方法大都未考虑属性(指标)权重,计算过于复杂且计算结果为实数的问题,提出一种基于新直觉模糊相似度的聚类方法,计算结果为直觉模糊数,运用直觉模糊熵得到属性权重,构造了一种考虑属性权重的直觉模糊相似度公式,得到直觉模糊相似矩阵,设计了风险参数,决策者根据自己风险偏好选择风险参数进行聚类.最后通过算例验证了所提出方法的可行性和合理性.     

Handling forecasting problems based on two-factors high-order fuzzy time series

In our daily life, people often use forecasting techniques to predict weather, economy, population growth, stock, etc. However, in the real world, an event can be affected by many factors. Therefore, if we consider more factors for prediction, then we can get better forecasting results. In recent years, many researchers used fuzzy time series to handle prediction problems. In this paper, we present a new method to predict temperature and the Taiwan Futures Exchange (TAIFEX), based on the two-factors high-order fuzzy time series. The proposed method constructs two-factors high-order fuzzy logical relationships based on the historical data to increase the forecasting accuracy rate. The proposed method gets a higher forecasting accuracy rate than the existing methods.     

Fuzzy time series forecasting based on axiomatic fuzzy set theory

Neural Computing and Applications - In fuzzy time series, a way of representing their original numeric data through a collection of fuzzy sets plays a pivotal role and impacts the prediction...     

一种基于深度学习的时间序列预测方法

时间序列是一种广泛存在于现实各领域之中的海量高维数据,时间序列预测是该领域的一个研究重点.传统的时间序列预测方法仅仅从时间的维度对时间序列进行分析,忽略了外界影响因素对时间序列可能产生的影响.针对传统时间序列预测方法存在的问题,提出一种基于深度学习的时间序列预测模型DAFDC-RNN(dual-stage attent...     

A spatio-temporal decomposition based deep neural network for time series forecasting

Spatio-temporal problems arise in a broad range of applications, such as climate science and transportation systems. These problems are challenging because of unique spatial, short-term and long-term patterns, as well as the curse of dimensionality. In this paper, we propose a deep learning framework for spatio-temporal forecasting problems. We explicitly design the neural network architecture for capturing various types of spatial and temporal patterns, and the model is robust to missing data. In a preprocessing step, a time series decomposition method is applied to separately feed short-term, long-term and spatial patterns into different components of the neural network. A fuzzy clustering method finds clusters of neighboring time series residuals, as these contain short-term spatial patterns. The first component of the neural network consists of multi-kernel convolutional layers which are designed to extract short-term features from clusters of time series data. Each convolutional kernel receives a single cluster of input time series. The output of convolutional layers is concatenated by trends and followed by convolutional-LSTM layers to capture long-term spatial patterns. To have a robust forecasting model when faced with missing data, a pretrained denoising autoencoder reconstructs the model’s output in a fine-tuning step. In experimental results, we evaluate the performance of the proposed model for the traffic flow prediction. The results show that the proposed model outperforms baseline and state-of-the-art neural network models.     

A new multiple criteria decision making method based on intuitionistic fuzzy information

The risk attitude of a decision maker is considered in the decision process. Inspired by mean-variance type utility functions in the financial risk management, a new class of decision functions are defined based on the weighted score function and the weighted accuracy function in the intuitionistic fuzzy setting. By choosing a suitable parameter value, the decision maker’s risk attitude can be flexibly reflected by our decision function. The new method can be applied for both the exactly known and partly known criteria weight situations. For the latter case, it is only necessary to solve one linear programming problem. The developed models and algorithms are then extended to multiple criteria decision making problems with the interval-valued intuitionistic fuzzy information. Numerical examples are provided to illustrate the practicality, flexibility and efficiency of our new algorithms.     

A new hybrid approach based on SARIMA and partial high order bivariate fuzzy time series forecasting model

In the literature, there have been many studies using fuzzy time series for the purpose of forecasting. The most studied model is the first order fuzzy time series model. In this model, an observation of fuzzy time series is obtained by using the previous observation. In other words, only the first lagged variable is used when constructing the first order fuzzy time series model. Therefore, this model can not be sufficient for some time series such as seasonal time series which is an important class in time series models. Besides, the time series encountered in real life have not only autoregressive (AR) structure but also moving average (MA) structure. The fuzzy time series models available in the literature are AR structured and are not appropriate for MA structured time series. In this paper, a hybrid approach is proposed in order to analyze seasonal fuzzy time series. The proposed hybrid approach is based on partial high order bivariate fuzzy time series forecasting model which is first introduced in this paper. The order of this model is determined by utilizing Box-Jenkins method. In order to show the efficiency of the proposed hybrid method, real time series are analyzed with this method. The results obtained from the proposed method are compared with the other methods. As a result, it is observed that more accurate results are obtained from the proposed hybrid method.