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一种关于模糊时间序列模型论域划分的多尺度比率算法 被引量:8

A method of multi-scale ratios interval partitioning about fuzzy time series model
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摘要 针对模糊时间序列研究中比率划分论域方法存在对非均匀数据划分效果不理想的缺陷,提出一种基于模糊?均值聚类(FCM)算法的多尺度比率划分论域的方法.首先利用FCM算法对样本数据进行分类;然后计算各类数据的平均相对误差,并基于各类的平均误差划分论域,产生非等间隔的多尺度论域划分方法;最后,通过算例表明了多尺度比率论域划分方法的有效性. In view of the shortcoming of Huarng and Yu's ratio method, this paper presents a method of multi-scale ratios interval partitioning. Firstly, the sample data are classified based on the fuzzy C means clustering algorithm. Then, unequal- sized intervals are obtained based on average relative differences of various classes by calculating average relative difference every class. Finally, real examples show the effectiveness of the proposed interval partitioning method.
出处 《控制与决策》 EI CSCD 北大核心 2014年第2期251-256,共6页 Control and Decision
基金 国家自然科学基金项目(60875032) 中央高校创新团队项目(3132013332)
关键词 模糊时间序列 多尺度比率 模糊C均值聚类 有效性 fuzzy time series; multi-scale ratios; fuzzy C means; efficiency
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参考文献15

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同被引文献53

  • 1张大海,毕研秋,毕研霞,毕研梅,牛兆水,洛鲁宁.基于串联灰色神经网络的电力负荷预测方法[J].系统工程理论与实践,2004,24(12):128-132. 被引量:30
  • 2王俊伟,汪定伟.粒子群算法中惯性权重的实验与分析[J].系统工程学报,2005,20(2):194-198. 被引量:85
  • 3刘思峰,党耀国,方志耕.灰色系统理论及应用[M].第5版.北京:科学出版社,2010:105-108.
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  • 9P Saxena, K Sharma, S Easo. Foreeca enrollment based on fuzzy time series with higher forecast accuracy rate [J]. International Journal of Computer Technology and Applications, 2012, 3(3): 957- 961.
  • 10.Iilani T A, Burney SMA, Ardil C. Fuzzy metric approach for fuzzy time series forecasting based on frequency density based partitioning. World Academy of Science],']. Engineering and Technology, 2007, 34: 1-6.

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