期刊文献+

基于确定性转换的IFTS预测 被引量:6

Prediction of IFTS Based on Deterministic Transition
下载PDF
导出
摘要 模糊时间序列预测模型在对不确定数据集的模糊趋势描述和论域划分方面有局限性,对此文中规范了直觉模糊时间序列的定义,应用直觉模糊C均值聚类算法优化论域区间划分,通过加入回溯机制构建确定性转换直觉模糊规则库,在此基础上提出一种直觉模糊时间序列预测方法,较好地反映了不确定系统数据的特征分布,提高了复杂环境下时间序列的预测精度.通过典型实例验证了该方法的有效性和优越性. To break the limitation in the description of the fuzzy trend of uncertain data sets and the partitioning intervals, the definition of intuitionistic fuzzy time series is regulated. A forecasting method of intuitionistic fuzzy time series is proposed, which optimize the domain-dividing interval with an intuitionistic fuzzy C-means clustering algorithm. Deterministic transition intuitionistic fuzzy rules are established by adding a back-tracking scheme. The proposed method can better reflect the characteristic distribution of the uncertain system and improve the prediction accuracy of time series in complicated environments. Validity and superiority of the method are checked with a classical instance.
出处 《应用科学学报》 CAS CSCD 北大核心 2013年第2期204-211,共8页 Journal of Applied Sciences
基金 国家自然科学基金(No.60773209,No.61272011) 国家重点实验室开放基金(No.2012ADL-DW0301)资助
关键词 直觉模糊集 时间序列 确定性转换 intuitionistic fuzzy set time series deterministic transition
  • 相关文献

参考文献14

  • 1余文利,方建文,廖建平.一种新的基于模糊C均值算法的模糊时间序列确定性预测模型[J].计算机工程与科学,2010,32(7):112-116. 被引量:20
  • 2SONG Q, CHISSION B S. Forecasting enrollments with fuzzy time series: Part I [J]. Fuzzy Sets and Systems, 1993, 54: 1-9.
  • 3CHEN S M. Forecasting enrollments based on high- order fuzzy time series [J]. Cybernetics and Systems, 2002, 33(1): 1-16.
  • 4OWN C M, YU P T. Forecasting fuzzy time series on a heuristic high-order model [J]. Cybernetics and Systems, 2005, 36(7): 705-717.
  • 5LIU J W, CHEN T L, CHENC C H, HUANG C C. Adaptive-expectation based multi-attribute FTS model for forecasting TAIEX [J]. Computers and Mathematics with Applications, 2010, 59: 795-802.
  • 6SONG Q. A note on fuzzy time series model relation with sample autocorrelation functions[J]. Cybernet- ics and Systems: An International Journal, 2003, 34: 93-107.
  • 7TEOH H J, CHENG C H, CHU H H, CHEN J S. Fuzzy time series model based on probabilistic approach and rough set rule induction for empirical research in stock markets [J]. Data & Knowledge Engineer- ing, 2008, 67: 103-117.
  • 8CAGDAS H A, UFUK Y, EROL E. A high order fuzzy time series forecasting model based on adaptive ex- pectation and artificial neural networks [J]. Mathe- matics and Computers in Simulation, 2010, 81: 875- 882.
  • 9LI Shengtun. Deterministic vector long-term fore- casting for fuzzy time series [J]. Fuzzy Sets and Sys- tems, 2010, 161: 1852-1870.
  • 10BAI E M, WONG W K, CHU W C, XIA M, PAN F. A heuristic time-invariant model for fuzzy time series forecasting [J]. Expert Systems with Applications, 2011, 38: 2701-2707.

二级参考文献35

  • 1李德毅,刘常昱,杜鹢,韩旭.不确定性人工智能[J].软件学报,2004,15(11):1583-1594. 被引量:395
  • 2雷英杰,王涛,赵晔,汪竞宇.直觉模糊匹配的语义距离与贴近度[J].空军工程大学学报(自然科学版),2005,6(1):69-72. 被引量:22
  • 3雷英杰,王宝树,路艳丽.基于直觉模糊逻辑的近似推理方法[J].控制与决策,2006,21(3):305-310. 被引量:65
  • 4陈东锋,雷英杰,田野.基于直觉模糊等价关系的聚类算法[J].空军工程大学学报(自然科学版),2007,8(1):63-65. 被引量:12
  • 5Atanassov K. Intuitionistic fuzzy sets[J]. Fuzzy Sets and Systems, 1986, 20(1):87 -96.
  • 6Vlachos I K, Sergiadis G D. lntuitionistie fuzzy information- applications to pattern recognition[J]. Pattern Recognition Letters, 2007, 28(26):197-206.
  • 7Wang Weiqiong, Xin Xiaolong. Distance measure between intuitionistic fuzzy sets [ J ]. Pattern Recognitian Letters, 2005, 26 ( 13 ) : 2063 - 2069.
  • 8Li Dengfeng. Some measures of dissimilarity in intuitionistic fuzzy structures[J]. Journal of Computer and System Sciences, 2004, 68(1):115-122.
  • 9Rafiei D. On Similarity-Based'Queries for Time Series Data [C]//Proc of the 15th Int'l Conf on Data Engineering, 1999: 410-417.
  • 10Song Q, Chissom B S. Forecasting Enrollments with Fuzzy Time Series-Part Ⅰ[J]. Fuzzy Sets System, 1993,54(1):1-9.

共引文献39

同被引文献35

  • 1雷英杰,王宝树,苗启广.直觉模糊关系及其合成运算[J].系统工程理论与实践,2005,25(2):113-118. 被引量:69
  • 2柏仲干,周丰,王国玉,汪连栋.弹道中段目标的融合识别[J].系统工程与电子技术,2006,28(9):1338-1340. 被引量:7
  • 3Harikrishnan K P, Misra R, Ambika G. Revisiting the box counting algorithm for the correlation di- mension analysis of hyperchaotic time series [J]. Communications in Nonlinear Science and Numerical Simulation, 2012, 17(1):263-276.
  • 4Song Q, Chissom B S. Forecasting enrollments with fuzzy time series-Part I[J]. Fuzzy Sets and Systems, 1993, 54(1): 1-9.
  • 5Singh S R. A computational method of forecasting based on high-order fuzzy time series [J]. Expert Systems with Applications, 2009, 36 ( 7 ): 10551 10559.
  • 6Bai E, Wong W K, Chu W C, et al. A heuristic time-invariant model for fuzzy time series forecasting [J]. Expert Systems with Applications, 2011, 38 (3) :2701-2707.
  • 7Aladag C H, Yolcu U, Egrioglu E. A high order fuzzy time series forecasting model based on adap rive expectation and artificial neural networks [J]. Mathematics and Computers in Simulation, 2010, 81(4) :875-882.
  • 8Li Sheng tun, Kuo Shu-ching, Cheng Yi-chung, et al. Deterministic vector long-term forecasting for fuzzy time series [J]. Fuzzy Sets and Systems, 2010, 161(13): 1852-1870.
  • 9Atanassov K T. Two theorems for intuitionistic fuzzy sets[J]. Fuzzy Sets and Systems, 2000, 110 (2): 267-269.
  • 10Castillo O, Alanis A, Garcia M, et al. An intuition istic fuzzy system for time series analysis in plant monitoring and diagnosis[J]. Applied Soft Computing,2007,7(4) : 1227-1233.

引证文献6

二级引证文献16

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部