| 一种新的模糊时间序列模型的预测方法 |
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| 引用本文： | 陈刚,曲宏巍.一种新的模糊时间序列模型的预测方法[J].控制与决策,2013,28(1):105-108. |
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| 作者姓名： | 陈刚 曲宏巍 |
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| 作者单位： | 大连海事大学 数学系,辽宁 大连 116026 |
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| 基金项目： | 国家自然科学基金项目(60875032/F030504) |
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| 摘 要： | 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.
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| 关 键 词： | 模糊时间序列 可调参数的模糊聚类算法 论域非等分划分 模糊集的距离定义 |
| 收稿时间： | 2011/7/29 0:00:00 |
| 修稿时间： | 2011/12/12 0:00:00 |
A new forecasting method of fuzzy time series model |
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| CHEN Gang,QU Hong-wei.A new forecasting method of fuzzy time series model[J].Control and Decision,2013,28(1):105-108. |
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| Authors: | CHEN Gang QU Hong-wei |
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| Affiliation: | (Department of Mathematics,Dalian Maritime University,Dalian 116026,China.) |
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| Abstract: | In view of the problems that the existing fuzzy time series forecasting methods lack persuasiveness in partitioning
interval and data fuzzifying. Therefore firstly, a formula contained distance parameter is proposed to calculate the cluster
number, and then based on fuzzy c-means(FCM) and parameters’ adjusting, unequal-sized intervals are obtained. Then a
definition method of the fuzzy sets is objectively given by distance in data fuzzification. Meanwhile, the optimal forecasting
results and cluster number are determined by the smallest standard error(RMSE). Finally, the forecasting of Alabama
university enrollments shows the effectiveness of the proposed method. |
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| Keywords: | fuzzy time series adjustable parameter fuzzy -means unequal-sized intervals partitioning fuzzy set distance definition |
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