Research on Short-Term Load Forecasting of Distribution Stations Based on the Clustering Improvement Fuzzy Time Series Algorithm

An improved fuzzy time series algorithmbased on clustering is designed in this paper.The algorithm is successfully applied to short-term load forecasting in the distribution stations.Firstly,the K-means clustering method is used to cluster the data,and the midpoint of two adjacent clustering centers is taken as the dividing point of domain division.On this basis,the data is fuzzed to form a fuzzy time series.Secondly,a high-order fuzzy relation with multiple antecedents is established according to the main measurement indexes of power load,which is used to predict the short-term trend change of load in the distribution stations.Matlab/Simulink simulation results show that the load forecasting errors of the typical fuzzy time series on the time scale of one day and one week are[−50,20]and[−50,30],while the load forecasting errors of the improved fuzzy time series on the time scale of one day and one week are[−20,15]and[−20,25].It shows that the fuzzy time series algorithm improved by clustering improves the prediction accuracy and can effectively predict the short-term load trend of distribution stations.

基于矢量量化IFTS的网络流量预测模型

针对传统网络流量预测模型存在的局限性,提出一种基于矢量量化直觉模糊时间序列的网络流量预测模型。利用模糊直觉推理有效地表述了网络流量数据中存在的高度模糊性以及不确定性,利用直觉模糊时间序列矢量距离作为评估标准,并且通过坐标平移与质心进行匹配,提升不同时间序列段的分类能力,从而有效地建立网络流量预测模型。通过实验分析可知,提出的预测模型能够提升预测精度并且减少计算复杂度,另外该算法有能力长期预测多个输出。

Chaotic time series prediction using fuzzy sigmoid kernel-based support vector machines

Support vector machines （SVM） have been widely used in chaotic time series predictions in recent years. In order to enhance the prediction efficiency of this method and implement it in hardware, the sigmoid kernel in SVM is drawn in a more natural way by using the fuzzy logic method proposed in this paper. This method provides easy hardware implementation and straightforward interpretability. Experiments on two typical chaotic time series predictions have been carried out and the obtained results show that the average CPU time can be reduced significantly at the cost of a small decrease in prediction accuracy, which is favourable for the hardware implementation for chaotic time series prediction.

Classification of Short Time Series in Early Parkinson’s Disease With Deep Learning of Fuzzy Recurrence Plots

There are many techniques using sensors and wearable devices for detecting and monitoring patients with Parkinson’s disease(PD).A recent development is the utilization of human interaction with computer keyboards for analyzing and identifying motor signs in the early stages of the disease.Current designs for classification of time series of computer-key hold durations recorded from healthy control and PD subjects require the time series of length to be considerably long.With an attempt to avoid discomfort to participants in performing long physical tasks for data recording,this paper introduces the use of fuzzy recurrence plots of very short time series as input data for the machine training and classification with long short-term memory(LSTM)neural networks.Being an original approach that is able to both significantly increase the feature dimensions and provides the property of deterministic dynamical systems of very short time series for information processing carried out by an LSTM layer architecture,fuzzy recurrence plots provide promising results and outperform the direct input of the time series for the classification of healthy control and early PD subjects.

Integrated parallel forecasting model based on modified fuzzy time series and SVM

A dynamic parallel forecasting model is proposed, which is based on the problem of current forecasting models and their combined model. According to the process of the model, the fuzzy C-means clustering algorithm is improved in outliers operation and distance in the clusters and among the clusters. Firstly, the input data sets are optimized and their coherence is ensured, the region scale algorithm is modified and non-isometric multi scale region fuzzy time series model is built. At the same time, the particle swarm optimization algorithm about the particle speed, location and inertia weight value is improved, this method is used to optimize the parameters of support vector machine, construct the combined forecast model, build the dynamic parallel forecast model, and calculate the dynamic weight values and regard the product of the weight value and forecast value to be the final forecast values. At last, the example shows the improved forecast model is effective and accurate.

Multi-factor high-order intuitionistic fuzzy timeseries forecasting model

Fuzzy sets theory cannot describe the neutrality degreeof data, which has largely limited the objectivity of fuzzy time seriesin uncertain data forecasting. With this regard, a multi-factor highorderintuitionistic fuzzy time series forecasting model is built. Inthe new model, a fuzzy clustering algorithm is used to get unequalintervals, and a more objective technique for ascertaining membershipand non-membership functions of the intuitionistic fuzzy setis proposed. On these bases, forecast rules based on multidimensionalintuitionistic fuzzy modus ponens inference are established.Finally, contrast experiments on the daily mean temperature ofBeijing are carried out, which show that the novel model has aclear advantage of improving the forecast accuracy.

Denoising Nonlinear Time Series Using Singular Spectrum Analysis and Fuzzy Entropy

We present a hybrid singular spectrum analysis （SSA） and fuzzy entropy method to filter noisy nonlinear time series. With this approach, SSA decomposes the noisy time series into its constituent components including both the deterministic behavior and noise, while fuzzy entropy automatically differentiates the optimal dominant components from the noise based on the complexity of each component. We demonstrate the effectiveness of the hybrid approach in reconstructing the Lorenz and Mackey--Class attractors, as well as improving the multi-step prediction quality of these two series in noisy environments.

A New Bandwidth Interval Based Forecasting Method for Enrollments Using Fuzzy Time Series

In this paper, we introduce the concept of (4/3)? bandwidth interval based forecasting. The historical enrollments of the university of Alabama are used to illustrate the proposed method. In this paper we use the new simplified technique to find the fuzzy logical relations.

Research on trend prediction of component stock in fuzzy time series based on deep forest

With the continuous development of machine learning and the increasing complexity of financial data analysis,it is more popular to use models in the field of machine learning to solve the hot and difficult problems in the financial industry.To improve the effectiveness of stock trend prediction and solve the problems in time series data processing,this paper combines the fuzzy affiliation function with stock-related technical indicators to obtain nominal data that can widely reflect the constituent stocks in the case of time series changes by analysing the S&P 500 index.Meanwhile,in order to optimise the current machine learning algorithm in which the setting and adjustment of hyperparameters rely too much on empirical knowledge,this paper combines the deep forest model to train the stock data separately.The experimental results show that(1)the accuracy of the extreme random forest and the accuracy of the multi-grain cascade forest are both higher than that of the gated recurrent unit(GRU)model when the un-fuzzy index-adjusted dataset is used as features for input,(2)the accuracy of the extreme random forest and the accuracy of the multigranular cascade forest are improved by using the fuzzy index-adjusted dataset as features for input,(3)the accuracy of the fuzzy index-adjusted dataset as features for inputting the extreme random forest is improved by 18.89% compared to that of the un-fuzzy index-adjusted dataset as features for inputting the extreme random forest and(4)the average accuracy of the fuzzy index-adjusted dataset as features for inputting multi-grain cascade forest increased by 5.67%.

Fuzzy Time Series Forecasting Based On K-Means Clustering

Many forecasting models based on the concepts of Fuzzy time series have been proposed in the past decades. These models have been widely applied to various problem domains, especially in dealing with forecasting problems in which historical data are linguistic values. In this paper, we present a new fuzzy time series forecasting model, which uses the historical data as the universe of discourse and uses the K-means clustering algorithm to cluster the universe of discourse, then adjust the clusters into intervals. The proposed method is applied for forecasting University enrollment of Alabama. It is shown that the proposed model achieves a significant improvement in forecasting accuracy as compared to other fuzzy time series forecasting models.

Adaptive partition intuitionistic fuzzy time series forecasting model

To enhance the accuracy of intuitionistic fuzzy time series forecasting model, this paper analyses the influence of universe of discourse partition and compares with relevant literature. Traditional models usually partition the global universe of discourse, which is not appropriate for all objectives. For example, the universe of the secular trend model is continuously variational. In addition, most forecasting methods rely on prior information, i.e., fuzzy relationship groups (FRG). Numerous relationship groups lead to the explosive growth of relationship library in a linear model and increase the computational complexity. To overcome problems above and ascertain an appropriate order, an intuitionistic fuzzy time series forecasting model based on order decision and adaptive partition algorithm is proposed. By forecasting the vector operator matrix, the proposed model can adjust partitions and intervals adaptively. The proposed model is tested on student enrollments of Alabama dataset, typical seasonal dataset Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX) and a secular trend dataset of total retail sales for social consumer goods in China. Experimental results illustrate the validity and applicability of the proposed method for different patterns of dataset.

Traffic Forecasting and Planning of WiMAX under Multiple Priority Using Fuzzy Time Series Analysis

Network traffic prediction plays a fundamental role in characterizing the network performance and it is of significant interests in many network applications, such as admission control or network management. Therefore, The main idea behind this work, is the development of a WIMAX Traffic Forecasting System for predicting traffic time series based on the daily and monthly traffic data recorded (TRD) with association of feed forward multi-layer perceptron (FFMLP). The quality of forecasting WIMAX Traffic obtained by comparing different configurations of the FFMLP that consist of investigating different FFMLP model architectures and different Learning Algorithms. The decision of changing the FFMLP architecture is essentially based on prediction results to obtain the FFMLP model for flow traffic prediction model. The different configurations were tested using daily and monthly real traffic data recorded at each of the two base stations (A and B) that belongs to a Libyan WiMAX Network. We evaluate our approach with statistical measurement and a good statistic measure of FMLP indicates the performance of selected neural network configuration. The developed system indicates promising results in which it successfully network traffic prediction through daily and monthly traffic data recorded (TRD) association with artificial neural network.

Modeling the Nigerian Bonny Light Crude Oil Price: The Power of Fuzzy Time Series

Several authors have used different classical statistical models to fit the Nigerian Bonny Light crude oil price but the application of machine learning models and Fuzzy Time Series model on the crude oil price has been grossly understudied. Therefore, in this study, a classical statistical model—Autoregressive Integrated Moving Average (ARIMA), two machine learning models—Artificial Neural Network (ANN) and Random Forest (RF) and Fuzzy Time Series (FTS) Model were compared in modeling the Nigerian Bonny Light crude oil price data for the periods from January, 2006 to December, 2020. The monthly secondary data were collected from the Nigerian National Petroleum Corporation (NNPC) and Reuters website and divided into train (70%) and test (30%) sets. The train set was used in building the models and the models were validated using the test set. The performance measures used for the comparison include: The modified Diebold-Mariano test, the Root Mean Square Error (RMSE), the Mean Absolute Percentage Error (MAPE) and Nash-Sutcliffe Efficiency (NSE) values. Based on the performance measures, ANN (4, 1, 1) and RF performed better than ARIMA (1, 1, 0) model but FTS model using Chen’s algorithm outperformed every other model. The results recommend the use of FTS model for forecasting future values of the Nigerian Bonny Light Crude oil. However, a hybrid model of ARIMA-ANN or ARIMA-RF should be built and compared with Chen’s algorithm FTS model for the same data set to further verify the power of FTS model using Chen’s algorithm.

Weighted Time-Variant Slide Fuzzy Time-Series Models for Short-Term Load Forecasting

Short-term load forecast plays an important role in the day-to-day operation and scheduling of generating units. Season and temperature are the most important factors that affect the load change, but random factors such as big sport events or popular TV shows can change demand consumption in particular hours, which will lead to sudden load changes. A weighted time-variant slide fuzzy time-series model (WTVS) for short-term load forecasting is proposed to improve forecasting accuracy. The WTVS model is divided into three parts, including the data preprocessing, the trend training and the load forecasting. In the data preprocessing phase, the impact of random factors will be weakened by smoothing the historical data. In the trend training and load forecasting phase, the seasonal factor and the weighted historical data are introduced into the Time-variant Slide Fuzzy Time-series Models (TVS) for short-term load forecasting. The WTVS model is tested on the load of the National Electric Power Company in Jordan. Results show that the proposed WTVS model achieves a significant improvement in load forecasting accuracy as compared to TVS models.

Fuzzy Inference System Design Based on Data Mining Concepts and Its Application in Time Series Forecasting

This paper adopts data mining(DM) technique and fuzzy system theory for robust time series forecasting.By introducing DM technique,the fuzzy rule extraction algorithm is improved to be more robust with the noises and outliers in time series.Then,the constructed fuzzy inference system(FIS) is optimized with a partition refining strategy to balance the system's accuracy and complexity.The proposed algorithm is compared with the WangMendel(WM) method,a benchmark method for building FIS,in comprehensive analysis of robustness.In the classical Mackey-Glass time series forecasting,the simulation results prove that the proposed method is able to predict time series with random perturbation more accurately.For the practical application,the proposed FIS is applied to predicting the time series of ship maneuvering motion.To obtain actual time series data records,the ship maneuvering motion trial is conducted in the Yukun ship of Dalian Maritime University in China.The time series forecasting results show that the FIS constructed with DM concepts can forecast ship maneuvering motion robustly and effectively.

Functional Time Series Models to Estimate Future Age-Specific Breast Cancer Incidence Rates for Women in Karachi, Pakistan

Background： Breast cancer is the most common female cancer in Pakistan. The incidence of breast cancer in Pakistan is about 2.5 times higher than that in the neighboring countries India and Iran. In Karachi, the most populated city of Pakistan, the age-standardized rate of breast cancer was 69.1 per 100,000 women during 1998-2002, which is the highest recorded rate in Asia. The carcinoma of breast in Pakistan is an enormous public health concern. In this study, we examined the recent trends of breast cancer incidence rates among the women in Karachi. Methods： We obtained the secondary data of breast cancer incidence from various hospitals. They included Jinnah Hospital, KIRAN （Karachi Institute of Radiotherapy and Nuclear Medicine）, and Civil hospital, where the data were available for the years 2004-2011. A total of 5331 new cases of female breast cancer were registered during this period. We analyzed the data in 5-year age groups 15-19, 20-24, 25-29, 30-34, 35-39, 40-44, 45-49, 50-54, 55-59, 60-64, 65-69, 70-74, 75＋. Nonparametric smoothing were used to obtained age-specific incidence curves, and then the curves are decomposed using principal components analysis to fit FTS （functional time series） model. We then used exponential smoothing statspace models to estimate the forecasts of incidence curve and construct prediction intervals. Results： The breast cancer incidence rates in Karachi increased with age for all available years. The rates increased monotonically and are relatively sharp with the age from 15 years to 50 years and then they show variability after the age of 50 years. 10-year forecasts for the female breast cancer incidence rates in Karachi show that the future rates are expected to remain stable for the age-groups 15-50 years, but they will increase for the females of 50-years and over. Hence in future, the newly diagnosed breast cancer cases in the older women in Karachi are expected to increase. Conclusion： Prediction of age related changes in breast cancer incidence rates will provide useful information for controlling the overall burden of cancer in Pakistan and also serve as a resource for health planning in future research. Moreover, these models will be the most useful for modeling and projecting future trends of other cancers and chronic diseases.

Mining Rules from Electrical Load Time Series Data Set

The mining of the rules from the electrical load time series data which are collected from the EMS (Energy Management System) is discussed. The data from the EMS are too huge and sophisticated to be understood and used by the power system engineer, while useful information is hidden in the electrical load data. The authors discuss the use of fuzzy linguistic summary as data mining method to induce the rules from the electrical load time series. The data preprocessing techniques are also discussed in the paper.

参数自适应的长期IFTS预测算法

针对模糊时间序列预测理论多局限于短期时间范围预测以及对不确定数据集模糊变化趋势描述和论域区间划分研究不足的问题,构建了参数自适应的长期直觉模糊时间序列预测模型。新模型通过引入滑动窗口机制和参数自适应的直觉模糊C均值聚类算法优化论域区间划分,利用矢量预测技术解决时间序列长期范围预测误差积累的问题,有效地提高了复杂环境下时间序列长期趋势预测的精度,扩展了直觉模糊时间序列预测理论的应用范围。最后,通过典型实例验证了该方法的有效性和优越性。

基于确定性转换的IFTS预测

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.

一种基于线性模糊信息粒的时间序列预测算法

[目的]由于经济、金融、环境和生态等多个领域中时间序列数据规模的持续增长,对其进行预测变得日益复杂,为了提高大规模时间序列的长期预测效率,探索构建模糊信息粒的创新方法,以准确反映数据集大小和趋势信息.[方法]首先,根据模糊拓展原理,研究各种模糊信息粒,包括区间型、三角型和高斯型模糊信息粒的距离定义.随后,结合时间序列片段的中心线段和离散程度信息,引入一类新颖的模糊信息粒.这些粒子可以有效捕捉指定时间范围内时间序列的趋势信息和离散程度,进一步地提出高斯型模糊信息粒距离的函数表达式和几何解释.为了将这些粒子用于时间序列预测,设计一类模糊推理预测系统,该系统可以利用历史数据构造模糊信息粒,并从高斯型模糊信息粒序列中提取模糊推理规则.[结果]高斯型模糊信息粒距离的函数表达式具有简洁的数学表示,可以合理地反映两个高斯模糊信息粒的中心线和离散程度的差异.模糊推理预测系统可以从高斯型模糊信息粒序列中提取有效的规则,实现时间序列的长期预测.实验结果表明,结合线性高斯模糊信息粒与模糊推理系统的预测方法在均方根误差和平均绝对百分比误差方面优于其他数值预测算法和其他模糊信息粒推理方法,包括自回归模型、自回归神经网络和回归向量机等.[结论]结合线性模糊信息粒和模糊推理系统的方法可以提高时间序列长期预测的效率.基于对数据集特征的合理抽象提出了一种新颖的线性模糊信息粒,并简洁地推导出了它们的距离定义.时间序列预测的成功表明,通过巧妙地设计信息粒,能够准确捕捉数据集中的关键特征,从而提高其他数据挖掘任务的效率,例如更快的计算速度和更准确的结果.