摘要
In this paper, a new nonlinear combination forecasting method based on fuzzy system is presented to overcome some limitation in linear combination forecasting. Furthermore, the corresponding genetic learning algorithm is employed to identify the parameter of the fuzzy system model and partition of fuzzy subsets. Theoretical analysis and forecasting examples all show that the new technique has reinforcement learning properties and universalized capabilities. With respect to combined modeling and forecasting of non stationary time series in nonlinear systems, which has some uncertainties, the method is more accurate and reasonable than other existing combining methods which are based on linear combination of forecasts.
In this paper, a new nonlinear combination forecasting method based on fuzzy system is presented to overcome some limitation in linear combination forecasting. Furthermore, the corresponding genetic learning algorithm is employed to identify the parameter of the fuzzy system model and partition of fuzzy subsets. Theoretical analysis and forecasting examples all show that the new technique has reinforcement learning properties and universalized capabilities. With respect to combined modeling and forecasting of non stationary time series in nonlinear systems, which has some uncertainties, the method is more accurate and reasonable than other existing combining methods which are based on linear combination of forecasts.
基金
SupportedbyNationalNaturalscienceFoundationofChina (No .79770 10 5 )
